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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s21_q015 | Derive Black-Scholes PDE 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q005 | Derive Black-Scholes formula 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | pr_ch06_q010 | Plain vanilla call satisfies BS PDE A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | qip_q044 | Linear regression derivation An Interview Primer for Quantitative Finance (Dirk Bester, 2017) · Ch 3 · Regression theory | x0 | ||
| ✓ | rb_ch02_q019 | (***) Black-Scholes with arithmetic Brownian motion Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q035 | Analytical procedure for digital options Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |