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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | gb_ch04_q011 | 100th digit Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | gb_ch06_q014 | Estimate ATM call value (Brenner-Subrahmanyam) Green Book · Ch 6 · Finance | 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_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 | 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 | 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_q022 | Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |