Primer Contest 21
Duration
1h 0m
Problems
5
Total difficulty
7500
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | European put zero value implication A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionsedge-casesdelta | |
| ✓ | B | Multivariable function gradient and Hessian A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | multivariablegradienthessian | |
| ✓ | C | Which two portfolios with same payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | optionsconvexity | |
| ✓ | D | Delta of ATM call no dividends A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | optionsdeltaatm | |
| ✓ | E | Put-call approximation under r-q A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | tayloratm-approximationput-call-parity |