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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s23_q007 | Price doubles, value of call 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q008 | Delta value range 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q009 | Delta of ATM call 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | gb_ch06_q011 | Delta of European call (non-dividend stock) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q012 | Delta of at-the-money call Green Book · Ch 6 · Finance | x0 | ||
| ✓ | pr_ch01_q006 | Function g(x) related to plain vanilla call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch02_q005 | Derivative for plain vanilla call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 2 · Numerical integration. Interest Rates. Bonds | x0 | ||
| ✓ | pr_ch03_q007 | European put zero value implication A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch04_q009 | Delta of ATM call no dividends A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | pr_ch06_q002 | Long call short call same strike approximate Delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q009 | Greeks of 6-month call from finite differences A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | rb_ch02_q004 | Delta graph for European call Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q005 | ATM call delta greater than 0.5 Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q006 | ATM call delta with dividends Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q008 | How to calculate option's delta Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q012 | Delta of standard call vs down-and-out call Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |