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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| โ | pr_ch04_q005 | Calibrate binomial to lognormal A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 4 ยท Lognormal random variables. Risk-neutral pricing | x0 | ||
| โ | pr_ch05_q005 | Cox-Ross-Rubinstein with Taylor expansion A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 5 ยท Taylor's formula. Taylor series | x0 |