Primer Contest 7
Duration
1h 0m
Problems
5
Total difficulty
7400
Participants
0
Sign in to start a virtual contest.
| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Bear spread payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | optionsspreadspayoff | |
| ✓ | B | BS for put and call portfolios A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionsblack-scholespricing | |
| ✓ | C | Bond price under flat rate curve A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | bondsdurationconvexity | |
| ✓ | D | Non-symmetric central FD with order analysis A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | finite-differencesymmetryorder-of-approximation | |
| ✓ | E | Asset following normal process A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | optionsnormal-modelrisk-neutral |