Primer Contest 16
Duration
1h 0m
Problems
5
Total difficulty
7300
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Cubic Taylor approximation of sqrt(1+x) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | taylorapproximation | |
| ✓ | B | Gamma function recursion A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | calculusgamma-functionimproper-integral | |
| ✓ | C | Second order ODE finite difference A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | odefinite-differencelinear-systemcentral | |
| ✓ | D | Bid-ask spreads on European call option A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | optionsput-call-paritybid-ask | |
| ✓ | E | Volga and Vanna A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionsgreeksvolgavanna |