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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | rb_ch02_q001 | Black-Scholes ATM call worth and hedge Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q002 | Two options same features one short one long maturity Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q003 | European call and put at zero interest rate Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q004 | Delta graph for European call Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q005 | ATM call delta greater than 0.5 Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q006 | ATM call delta with dividends Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q007 | MITCO long call delta-hedged CEO arrested Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q008 | How to calculate option's delta Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q009 | Explain N(d_1) and N(d_2) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q010 | European digital option above strike pays H Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q011 | European digital pays H below strike Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q012 | Delta of standard call vs down-and-out call Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q013 | Daily vs monthly volatility estimators Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q014 | American call non-dividend-paying intrinsic vs time value Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q015 | Delta-hedged short call replicating portfolio falling Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q016 | Jump diffusion processes Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q017 | Three graphs call price stock price three perspectives Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q018 | Black-Scholes formula four-year option from one-year Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q019 | (***) Black-Scholes with arithmetic Brownian motion Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q020 | Black-Scholes 3-month ATM call IV mental calc Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q021 | 100-day call quote 200-day call price Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q022 | Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q023 | 100-day call IV increases by 25 - effect on one-day IV Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q024 | Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q025 | Eurodollar futures vs forward six months Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q026 | MC simulation GBM directly or underlying Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q027 | MBS positive vs negative convexity Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q028 | Short call hedge strategy Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q029 | Integral of w(t) dt Brownian Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q030 | Integral of w(t) dw(t) Brownian Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q031 | Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q032 | Power call max(S^a - X, 0) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q033 | Why volatility smile effect Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q034 | Double-barrier knock-out vs sum of up-and-out and down-and-out Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q035 | Analytical procedure for digital options Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q036 | American out call with up and down barriers Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q037 | Gold prices Gaussian digital cash-or-nothing Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q038 | (**) Perpetual option value Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q039 | Reverse engineering interest rate swap Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q040 | ATM how many shares of stock Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q041 | Price of option vs mean reversion vs random walk Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q042 | Hedging an options position taking more risk Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q043 | Written put on stock without short stock or options Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q044 | Pizza derivatives lateral Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q045 | When short put option IBM Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q046 | Land in Arizona vs piece of beach in Florida Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q047 | 30 days historical sigma^2 for Black-Scholes Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q048 | Top issuer swap curve Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q049 | Derive Black-Scholes without math Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q050 | Implied SD vs historical SD Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q051 | Out-of-the-money call vs put more valuable Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q052 | Theta and gamma opposite signs Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q053 | Riskless rate zero stock one year either 130 or 70 call value Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q054 | (**) Product call max(S1 S2 - X, 0) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q055 | Asian options cheaper or more expensive Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q056 | American vanilla call as European put Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q057 | Nodes in recombining vs non-recombining binomial tree Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q058 | Long foreign stock rising no insider Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q059 | (**) Call priced at c today expected price tomorrow Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q060 | (**) Question 2.59 negative theta reconciliation Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |