Problemset
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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | gb_ch05_q015 | Brownian motion definition and properties Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q016 | Correlation of Brownian motion and its square Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q017 | P(B_1 > 0 and B_2 < 0) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q018 | Stopping time — BM hits ±1 Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q019 | First passage time Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q020 | BM hits 3 before -5 (with/without drift) Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q021 | Generalized Wiener process reaches -1 Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q022 | Is sqrt(t) * B_t a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q023 | Is W(t)^3 a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | rb_ch02_q029 | Integral of w(t) dt Brownian Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |