Primer Contest 19
Duration
1h 0m
Problems
5
Total difficulty
7400
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Exponential density parametrization A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | probabilityexponentialmemoryless | |
| ✓ | B | Function g(x) related to plain vanilla call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | calculusleibnizdelta | |
| ✓ | C | OTM puts price compare to American A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | optionsamericanearly-exercise | |
| ✓ | D | Bond duration meaningful A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | bondsdurationintuition | |
| ✓ | E | Taylor expansion of ln(1+x) and remainder bound A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | taylorseriesconvergencelogarithm |