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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s23_q013 | Gamma of an option 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | gb_ch06_q015 | Gamma of an at-the-money option near maturity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q017 | Delta-hedged call: gamma vs theta Green Book · Ch 6 · Finance | x0 | ||
| ✓ | pr_ch03_q013 | Gamma of ATM calls with different maturities A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | 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 | ||
| ✓ | pr_ch07_q001 | Gamma of plain vanilla call as function of S A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 | ||
| ✓ | rb_ch02_q002 | Two options same features one short one long maturity Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 | ||
| ✓ | rb_ch02_q052 | Theta and gamma opposite signs Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |