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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s21_q003 | Convexity of exponential (AM-GM-like) 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q001 | Arbitrage with three calls 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | gb_ch06_q004 | Put arbitrage (strikes 80 and 90) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q027 | Duration and convexity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | pr_ch01_q013 | Which two portfolios with same payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q014 | Call options strikes 100, 120, 130 — bid-ask? A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch02_q010 | Semiannual bond price, duration, convexity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q011 | Yield of 14-month coupon bond A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q012 | Bond price under flat rate curve A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch02_q016 | Duration convexity identity A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch03_q012 | Vanilla call convex in K A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch05_q009 | 5-year bond price change A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | rb_ch02_q027 | MBS positive vs negative convexity Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch03_q006 | Bond price vs yield curve convex Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q011 | Define duration convexity properties uses Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 |