Primer Contest 1
Duration
1h 0m
Problems
5
Total difficulty
7600
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Limit definition of derivative A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | calculuslimitsfinite-difference | |
| ✓ | B | ODE with f(x, Y(x)) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | odefirst-order-formmatrix | |
| ✓ | C | Compute S(n, 4) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | sumsrecursion | |
| ✓ | D | Approximate ATM put error vs Black-Scholes A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | tayloratm-approximationoptions | |
| ✓ | E | Asian option PDE change of variables A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | pdeasian-optionschange-of-variables |