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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | gb_ch05_q012 | World series (binomial-tree betting) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | 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 | 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_q005 | Calibrate binomial to lognormal A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | 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_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_q057 | Nodes in recombining vs non-recombining binomial tree Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |