Primer Contest 17
Duration
1h 0m
Problems
5
Total difficulty
7200
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Odd function properties A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | even-oddcalculuselementary | |
| ✓ | B | A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | numerical-integrationsimpsonconvergence | |
| ✓ | C | Forward contract value f(S, t) satisfies BS PDE A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | pdeforward-contractblack-scholes | |
| ✓ | D | A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | optionsstrategyleverage | |
| ✓ | E | Theta of vanilla call on non-dividend asset A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionsgreekstheta |