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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s21_q008 | Convergence of three series 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q005 | Convergence rate of Monte Carlo 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q008 | Convergence of Newton's method 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | pr_ch02_q004 | A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | 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_ch05_q004 | Taylor expansion of ln(1+x) and remainder bound A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch06_q006 | Forward Euler ODE convergence A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | rb_ch01_q042 | Infinite sum convergence Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 |