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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | 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 | 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 | 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 | 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 | 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 | 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 | 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 | 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 | 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 | x0 | ||
| ✓ | pr_ch04_q010 | Powerball expected payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | 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 | x0 |