Primer Contest 14
Duration
1h 0m
Problems
5
Total difficulty
7500
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Definition of e A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | calculuslimitsexponential | |
| ✓ | B | Show two series convergence/divergence A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | seriesconvergenceharmonic | |
| ✓ | C | Hedging six-month ATM calls A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionsdelta-hedgingatm | |
| ✓ | D | Call options on stock with dividends paid A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | optionsput-call-paritydividendsarbitrage | |
| ✓ | E | Delta and Gamma of down-and-out call A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | optionsbarriergreeks |