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	#	Name	Tags	Difficulty	Solved by
✓	pr_ch00_q001	Odd function properties A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries	even-odd calculus elementary	900	x0
✓	pr_ch00_q002	Sum of k^2 and k^3 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries	sums series lhopital	1500	x0
✓	pr_ch00_q003	Compute S(n, 4) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries	sums recursion	1500	x0
✓	pr_ch00_q004	Linear recursion x_{n+2} = x_{n+1} + (n+1)^2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries	recursion characteristic-polynomial sums	1700	x0
✓	pr_ch00_q005	Linear recursion with constant term A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries	recursion characteristic-polynomial	1400	x0
✓	pr_ch00_q006	Linear recursion x_{n+1} = 3x_n + 2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries	recursion characteristic-polynomial	1500	x0
✓	pr_ch00_q007	Linear recursion x_{n+1} = 3x_n + n + 2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries	recursion characteristic-polynomial	1700	x0
✓	pr_ch00_q008	Characteristic polynomial multiplicity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 0 · Mathematical preliminaries	recursion characteristic-polynomial proof	1700	x0
✓	pr_ch01_q001	Compute integral of ln x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	calculus integration by-parts	1000	x0
✓	pr_ch01_q002	Compute integral with u=ln x substitution A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	calculus integration substitution	1000	x0
✓	pr_ch01_q003	Integrate (tan x)^2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	calculus integration trig	1100	x0
✓	pr_ch01_q004	Taylor approximations of sqrt(1+x) and e^x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	calculus taylor lhopital	1400	x0
✓	pr_ch01_q005	Definition of e A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	calculus limits exponential	1300	x0
✓	pr_ch01_q006	Function g(x) related to plain vanilla call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	calculus leibniz delta	1500	x0
✓	pr_ch01_q007	Limit definition of derivative A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	calculus limits finite-difference	1300	x0
✓	pr_ch01_q008	Bond cash flows price A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	calculus bonds derivatives	1100	x0
✓	pr_ch01_q009	Multivariable function gradient and Hessian A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	multivariable gradient hessian	1400	x0
✓	pr_ch01_q010	Heat equation solution u(x,t) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	calculus pde heat-equation	1500	x0
✓	pr_ch01_q011	Arbitrage with calls and puts at three strikes A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options butterfly payoff	1300	x0
✓	pr_ch01_q012	Bear spread payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options spreads payoff	1100	x0
✓	pr_ch01_q013	Which two portfolios with same payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options convexity	1500	x0
✓	pr_ch01_q014	Call options strikes 100, 120, 130 — bid-ask? A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options arbitrage convexity	1700	x0
✓	pr_ch01_q015	Call options on stock with dividends paid A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options put-call-parity dividends arbitrage	1700	x0
✓	pr_ch01_q016	Bid-ask spreads on European call option A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options put-call-parity bid-ask	1600	x0
✓	pr_ch01_q017	A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options strategy leverage	1600	x0
✓	pr_ch01_q018	Index futures arbitrage 8% dividend A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	futures arbitrage cost-of-carry	1600	x0
✓	pr_ch02_q001	Integral of (x^2 - 2y) on parabola region A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	calculus double-integral	1400	x0
✓	pr_ch02_q002	Gamma function recursion A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	calculus gamma-function improper-integral	1500	x0
✓	pr_ch02_q003	Numerical integration of sqrt(x) e^x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	numerical-integration midpoint trapezoidal simpson	1300	x0
✓	pr_ch02_q004	A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	numerical-integration simpson convergence	1500	x0
✓	pr_ch02_q005	Derivative for plain vanilla call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	calculus leibniz delta	1400	x0
✓	pr_ch02_q006	Risk-neutral pricing function A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	calculus risk-neutral leibniz	1500	x0
✓	pr_ch02_q007	Bond pricing with constant rate A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds pricing zero-rates	1300	x0
✓	pr_ch02_q008	Yield of 2-year semiannual coupon bond A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds yield	1500	x0
✓	pr_ch02_q009	Zero rate curve r(t) = 0.05 + 0.005 ln(1+t) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds interest-curves discount-factors	1500	x0
✓	pr_ch02_q010	Semiannual bond price, duration, convexity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds duration convexity	1400	x0
✓	pr_ch02_q011	Yield of 14-month coupon bond A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds duration convexity	1400	x0
✓	pr_ch02_q012	Bond price under flat rate curve A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds duration convexity	1500	x0
✓	pr_ch02_q013	Bond duration meaningful A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds duration intuition	1600	x0
✓	pr_ch02_q014	Bond price change for two-year zero A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds duration zero-coupon	1300	x0
✓	pr_ch02_q015	5-year bond duration 3.5 years A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds duration approximation	1200	x0
✓	pr_ch02_q016	Duration convexity identity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds	bonds duration convexity identity	1700	x0
✓	pr_ch03_q001	Two dice roll for game advantage A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	probability expected-value dice	1400	x0
✓	pr_ch03_q002	Two coins, two heads with probability p and 1-p A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	probability geometric expected-value	1100	x0
✓	pr_ch03_q003	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	probability binomial-tree expected-value variance	1300	x0
✓	pr_ch03_q004	Exponential density parametrization A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	probability exponential memoryless	1100	x0
✓	pr_ch03_q005	Cauchy-Schwarz inequality A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	probability inequalities cauchy-schwarz	1500	x0
✓	pr_ch03_q006	BS for put and call portfolios A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options black-scholes pricing	1400	x0
✓	pr_ch03_q007	European put zero value implication A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options edge-cases delta	1300	x0
✓	pr_ch03_q008	Put delta from call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options greeks rho put-call-parity	1500	x0
✓	pr_ch03_q009	Volga and Vanna A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options greeks volga vanna	1700	x0
✓	pr_ch03_q010	ATM call put dividends q vs r A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options put-call-parity atm	1400	x0
✓	pr_ch03_q011	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	options greeks theta	1700	x0
✓	pr_ch03_q012	Vanilla call convex in K A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options convexity strike	1500	x0
✓	pr_ch03_q013	Gamma of ATM calls with different maturities A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options greeks gamma maturities	1400	x0
✓	pr_ch03_q014	Volga and vega of plain vanilla call A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options greeks vega volga	1500	x0
✓	pr_ch03_q015	Bounds on call and put no-arbitrage A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options bounds no-arbitrage	1500	x0
✓	pr_ch03_q016	Delta-neutral and Gamma-neutral with 5000 Delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options hedging greeks delta-gamma-neutral	1500	x0
✓	pr_ch03_q017	Buy 1000 calls strike 90 hedging delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options delta-hedging lognormal	1300	x0
✓	pr_ch03_q018	Hedging six-month ATM calls A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options delta-hedging atm	1500	x0
✓	pr_ch04_q001	Sum of normal random variables A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	probability normal sum	1100	x0
✓	pr_ch04_q002	Sample average normal mean and var A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	probability sample-mean variance	1200	x0
✓	pr_ch04_q003	Binomial expected value over interval A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	binomial-tree expected-value risk-neutral	1100	x0
✓	pr_ch04_q004	Lognormal expected value formula A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	lognormal risk-neutral expected-value	1400	x0
✓	pr_ch04_q005	Calibrate binomial to lognormal A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	binomial-tree lognormal calibration crr	1700	x0
✓	pr_ch04_q006	Show two series convergence/divergence A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	series convergence harmonic	1300	x0
✓	pr_ch04_q007	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	series power-series radius-of-convergence	1600	x0
✓	pr_ch04_q008	OTM put 6-month lognormal A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	lognormal options probabilities	1500	x0
✓	pr_ch04_q009	Delta of ATM call no dividends A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	options delta atm	1600	x0
✓	pr_ch04_q010	Powerball expected payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	options exotic risk-neutral	1900	x0
✓	pr_ch04_q011	Asset following normal process A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	options normal-model risk-neutral	1800	x0
✓	pr_ch05_q001	Cubic Taylor approximation of sqrt(1+x) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	taylor approximation	1000	x0
✓	pr_ch05_q002	Taylor series of e^x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	taylor series exponential	1100	x0
✓	pr_ch05_q003	Taylor series of ln(1-x^2) and 1/(1-x^2) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	taylor series logarithm	1100	x0
✓	pr_ch05_q004	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	taylor series convergence logarithm	1700	x0
✓	pr_ch05_q005	Cox-Ross-Rubinstein with Taylor expansion A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	taylor crr binomial-tree approximation	1700	x0
✓	pr_ch05_q006	Approximate ATM put error vs Black-Scholes A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	taylor atm-approximation options	1500	x0
✓	pr_ch05_q007	Put-call approximation under r-q A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	taylor atm-approximation put-call-parity	1700	x0
✓	pr_ch05_q008	Vanilla put with 30% vol, ATM A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	taylor atm-approximation options	1300	x0
✓	pr_ch05_q009	5-year bond price change A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	bonds duration convexity	1500	x0
✓	pr_ch06_q001	Butterfly spread payoff and limit A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	options butterfly limits arrow-debreu	1600	x0
✓	pr_ch06_q002	Long call short call same strike approximate Delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	options bullspread limits delta	1500	x0
✓	pr_ch06_q003	Forward difference approximation of f'(a) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	finite-difference forward second-order	1500	x0
✓	pr_ch06_q004	Central finite difference of f at a third derivative A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	finite-difference central higher-order	1700	x0
✓	pr_ch06_q005	Non-symmetric central FD with order analysis A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	finite-difference symmetry order-of-approximation	1600	x0
✓	pr_ch06_q006	Forward Euler ODE convergence A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	ode finite-difference convergence euler	1500	x0
✓	pr_ch06_q007	Second order ODE finite difference A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	ode finite-difference linear-system central	1500	x0
✓	pr_ch06_q008	ODE with f(x, Y(x)) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	ode first-order-form matrix	1300	x0
✓	pr_ch06_q009	Greeks of 6-month call from finite differences A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	finite-difference greeks delta gamma vega	1600	x0
✓	pr_ch06_q010	Plain vanilla call satisfies BS PDE A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE	pde black-scholes derivation	1700	x0
✓	pr_ch06_q011	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	pde forward-contract black-scholes	1500	x0
✓	pr_ch07_q001	Gamma of plain vanilla call as function of S A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options gamma maxima	1600	x0
✓	pr_ch07_q002	Double integral over triangular region A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	multivariable double-integral change-of-variables	1500	x0
✓	pr_ch07_q003	Polar coordinates for area of circle A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	multivariable polar area	1100	x0
✓	pr_ch07_q004	Heat equation transformation of BS PDE A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	pde heat-equation change-of-variables	1900	x0
✓	pr_ch07_q005	Show boundary condition satisfied A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	algebra pde change-of-variables	1700	x0
✓	pr_ch07_q006	Asian option PDE change of variables A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	pde asian-options change-of-variables	2000	x0
✓	pr_ch07_q007	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	options american early-exercise	1500	x0
✓	pr_ch07_q008	Hedge european call w/ replicating portfolio A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options intrinsic-value time-value maxima	1600	x0
✓	pr_ch07_q009	Down-and-out call no dividend A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options barrier down-and-out	1700	x0
✓	pr_ch07_q010	Down-and-out worth zero in limit A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options barrier limits lhopital	1700	x0
✓	pr_ch07_q011	Delta and Gamma of down-and-out call A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options barrier greeks	1700	x0
✓	pr_ch08_q001	Lagrange extrema of f(x1, x2, x3) = 4x1 - 2x2 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping	lagrange extrema constrained-optimization	1600	x0
✓	pr_ch08_q002	Mean-variance optimal portfolio A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping	portfolio-optimization lagrange mean-variance	1800	x0
✓	pr_ch08_q003	Newton's method bond YTM with 100 1/12 freq A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping	bonds ytm newton duration	1600	x0
✓	pr_ch08_q004	Implied volatility iteration A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping	implied-volatility newton limits	1900	x0
✓	pr_ch08_q005	Three-month ATM call dividends 2% A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping	implied-volatility newton secant bisection	1700	x0
✓	pr_ch08_q006	Newton's method 2D F(x,y) = 0 A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping	newton multivariable finite-difference	2000	x0
✓	pr_ch08_q007	Bootstrap zero rate curve from T-bills and bonds A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping	bootstrapping zero-rate yield-curve	1800	x0
✓	pr_ch08_q008	Bootstrap yield curve from semi-annual coupon A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping	bootstrapping zero-rate yield-curve	1900	x0

1	inderjeet230502	1218
2	kalash.kankaria	1205