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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | 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 | x0 | ||
| ✓ | pr_ch02_q002 | Gamma function recursion A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | 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 | x0 | ||
| ✓ | pr_ch02_q004 | A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | 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 | x0 | ||
| ✓ | pr_ch02_q006 | Risk-neutral pricing function A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | 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 | 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 | 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 | 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 | 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 | 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 | x0 | ||
| ✓ | pr_ch02_q013 | Bond duration meaningful A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | 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 | 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 | x0 | ||
| ✓ | pr_ch02_q016 | Duration convexity identity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 |