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Difficulty: 800 – 2200

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	#	Name	Tags	Difficulty	Solved by
✓	gb_ch04_q034	Optimal hedge ratio Green Book · Ch 4 · Probability Theory	probability finance variance optimization hedging	1300	x0
✓	gb_ch04_q039	Joint default probability Green Book · Ch 4 · Probability Theory	probability correlation finance indicator-variables bounds	1600	x0
✓	gb_ch06_q001	Price direction of options Green Book · Ch 6 · Finance	finance options comparative-statics intuition	1000	x0
✓	gb_ch06_q002	Put-call parity (European) Green Book · Ch 6 · Finance	finance options put-call-parity no-arbitrage	1200	x0
✓	gb_ch06_q003	American vs European calls Green Book · Ch 6 · Finance	finance options american-options put-call-parity	1500	x0
✓	gb_ch06_q004	Put arbitrage (strikes 80 and 90) Green Book · Ch 6 · Finance	finance options arbitrage convexity	1700	x0
✓	gb_ch06_q005	Black-Scholes-Merton differential equation Green Book · Ch 6 · Finance	finance options black-scholes pde itos-lemma	1700	x0
✓	gb_ch06_q006	Assumptions behind Black-Scholes Green Book · Ch 6 · Finance	finance options black-scholes assumptions	800	x0
✓	gb_ch06_q007	Derive Black-Scholes via risk-neutral expectation Green Book · Ch 6 · Finance	finance options black-scholes risk-neutral-pricing	1900	x0
✓	gb_ch06_q008	Derive Black-Scholes by solving the PDE Green Book · Ch 6 · Finance	finance options black-scholes pde heat-equation	2200	x0
✓	gb_ch06_q009	Cash-or-nothing call at stock-price barrier Green Book · Ch 6 · Finance	finance options barrier-option martingale arbitrage	1900	x0
✓	gb_ch06_q010	Value of 1/S at maturity Green Book · Ch 6 · Finance	finance options exotic itos-lemma geometric-brownian-motion	1900	x0
✓	gb_ch06_q011	Delta of European call (non-dividend stock) Green Book · Ch 6 · Finance	finance options greeks delta black-scholes	1500	x0
✓	gb_ch06_q012	Delta of at-the-money call Green Book · Ch 6 · Finance	finance options greeks delta at-the-money	1300	x0
✓	gb_ch06_q013	Dynamic delta hedging Green Book · Ch 6 · Finance	finance options delta-hedging dynamic-replication	1300	x0
✓	gb_ch06_q014	Estimate ATM call value (Brenner-Subrahmanyam) Green Book · Ch 6 · Finance	finance options approximation black-scholes implied-volatility	1400	x0
✓	gb_ch06_q015	Gamma of an at-the-money option near maturity Green Book · Ch 6 · Finance	finance options greeks gamma at-the-money	1400	x0
✓	gb_ch06_q016	When does a European option have positive theta? Green Book · Ch 6 · Finance	finance options greeks theta	1500	x0
✓	gb_ch06_q017	Delta-hedged call: gamma vs theta Green Book · Ch 6 · Finance	finance options delta-hedging gamma theta bsm-pde	1500	x0
✓	gb_ch06_q018	Implied volatility and volatility smile Green Book · Ch 6 · Finance	finance options implied-volatility volatility-smile black-scholes	1200	x0
✓	gb_ch06_q019	Constant vs random volatility — which call is more expensive? Green Book · Ch 6 · Finance	finance options jensens-inequality volga stochastic-volatility	1700	x0
✓	gb_ch06_q020	Risk-neutral density from option prices Green Book · Ch 6 · Finance	finance options risk-neutral-density breeden-litzenberger	1800	x0
✓	gb_ch06_q021	Bull call spread — price boundaries Green Book · Ch 6 · Finance	finance options bull-spread no-arbitrage bounds	1300	x0
✓	gb_ch06_q022	Straddle Green Book · Ch 6 · Finance	finance options straddle volatility-trade	1100	x0
✓	gb_ch06_q023	Binary (cash-or-nothing) option pricing Green Book · Ch 6 · Finance	finance options binary-option exotic-option delta-hedging	1700	x0
✓	gb_ch06_q024	Exchange option (Margrabe formula) Green Book · Ch 6 · Finance	finance options exchange-option margrabe-formula change-of-numeraire	2100	x0
✓	gb_ch06_q025	Portfolio optimization (two stocks) Green Book · Ch 6 · Finance	finance portfolio-optimization mean-variance markowitz	1400	x0
✓	gb_ch06_q026	Value at risk (VaR) Green Book · Ch 6 · Finance	finance risk-management value-at-risk coherent-risk-measure	1300	x0
✓	gb_ch06_q027	Duration and convexity Green Book · Ch 6 · Finance	finance fixed-income duration convexity taylor-series	1200	x0
✓	gb_ch06_q028	Inverse floater pricing Green Book · Ch 6 · Finance	finance fixed-income inverse-floater duration replication	1800	x0
✓	gb_ch06_q029	Forward vs futures contracts Green Book · Ch 6 · Finance	finance futures forwards mark-to-market	1300	x0
✓	gb_ch06_q030	Interest rate models Green Book · Ch 6 · Finance	finance interest-rate-models vasicek cir ho-lee hull-white	1300	x0
✓	rb_ch02_q046	Land in Arizona vs piece of beach in Florida Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	finance forward-pricing cost-of-carry	1700	x0
✓	rb_ch03_q002	Continuously compounded annual variance Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	finance volatility-scaling	1500	x0
✓	rb_ch03_q005	Chaos theory predict stock returns Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	finance chaos-theory predictability	1600	x0
✓	rb_ch03_q007	Plot of E(r) vs beta CAPM violations Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	finance capm anomalies	1700	x0
✓	rb_ch03_q017	Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	finance expected-value discounting	1600	x0
✓	rb_ch03_q018	20 traders 100 stocks SEC announcement Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	finance market-microstructure information	1700	x0
✓	rb_ch03_q019	Two stocks same expected return 20%/30%, corr 50% Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	finance portfolio-optimization variance	1900	x0
✓	rb_ch03_q020	Same stocks 10%/40% corr 50% Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions	finance portfolio-optimization variance	1800	x0

1	inderjeet230502	1218
2	kalash.kankaria	1205