Primer Contest 12
Duration
1h 0m
Problems
5
Total difficulty
7300
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Compute integral of ln x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | calculusintegrationby-parts | |
| ✓ | B | Gamma of ATM calls with different maturities A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionsgreeksgammamaturities | |
| ✓ | C | Bounds on call and put no-arbitrage A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionsboundsno-arbitrage | |
| ✓ | D | Characteristic polynomial multiplicity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | recursioncharacteristic-polynomialproof | |
| ✓ | E | Down-and-out call no dividend A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | optionsbarrierdown-and-out |