Primer Contest 10
Duration
1h 0m
Problems
5
Total difficulty
7400
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Taylor series of e^x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | taylorseriesexponential | |
| ✓ | B | Semiannual bond price, duration, convexity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | bondsdurationconvexity | |
| ✓ | C | Vanilla call convex in K A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionsconvexitystrike | |
| ✓ | D | Linear recursion x_{n+2} = x_{n+1} + (n+1)^2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | recursioncharacteristic-polynomialsums | |
| ✓ | E | Plain vanilla call satisfies BS PDE A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | pdeblack-scholesderivation |