Primer Contest 5
Duration
1h 0m
Problems
5
Total difficulty
7400
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Integrate (tan x)^2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | calculusintegrationtrig | |
| ✓ | B | Bond price change for two-year zero A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | bondsdurationzero-coupon | |
| ✓ | C | Forward Euler ODE convergence A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | odefinite-differenceconvergenceeuler | |
| ✓ | D | Newton's method bond YTM with 100 1/12 freq A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | bondsytmnewtonduration | |
| ✓ | E | Implied volatility iteration A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | implied-volatilitynewtonlimits |