Primer Contest 6
Duration
1h 0m
Problems
5
Total difficulty
7400
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Bond cash flows price A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | calculusbondsderivatives | |
| ✓ | B | Two dice roll for game advantage A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | probabilityexpected-valuedice | |
| ✓ | C | Sum of k^2 and k^3 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | sumsserieslhopital | |
| ✓ | D | Zero rate curve r(t) = 0.05 + 0.005 ln(1+t) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | bondsinterest-curvesdiscount-factors | |
| ✓ | E | Bootstrap yield curve from semi-annual coupon A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | bootstrappingzero-rateyield-curve |