Primer Contest 11
Duration
1h 0m
Problems
5
Total difficulty
7400
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Taylor series of ln(1-x^2) and 1/(1-x^2) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | taylorserieslogarithm | |
| ✓ | B | Yield of 14-month coupon bond A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | bondsdurationconvexity | |
| ✓ | C | Volga and vega of plain vanilla call A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionsgreeksvegavolga | |
| ✓ | D | Linear recursion x_{n+1} = 3x_n + n + 2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | recursioncharacteristic-polynomial | |
| ✓ | E | Show boundary condition satisfied A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | algebrapdechange-of-variables |