Primer Contest 20
Duration
1h 0m
Problems
5
Total difficulty
7500
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Stock model up/down/middle over three periods A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | probabilitybinomial-treeexpected-valuevariance | |
| ✓ | B | Linear recursion with constant term A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries | recursioncharacteristic-polynomial | |
| ✓ | C | Heat equation solution u(x,t) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | calculuspdeheat-equation | |
| ✓ | D | Radius of convergence sum x^n / (k (ln k)^2) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | seriespower-seriesradius-of-convergence | |
| ✓ | E | Cox-Ross-Rubinstein with Taylor expansion A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | taylorcrrbinomial-treeapproximation |