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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 | ||
| ✓ | dn_s23_q013 | Gamma of an option 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 | ||
| ✓ | gb_ch06_q015 | Gamma of an at-the-money option near maturity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q016 | When does a European option have positive theta? Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch07_q020 | Monte Carlo for delta and gamma Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | pr_ch03_q008 | Put delta from call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q009 | Volga and Vanna A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q011 | Theta of vanilla call on non-dividend asset A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | 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_ch03_q014 | Volga and vega of plain vanilla call A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch03_q016 | Delta-neutral and Gamma-neutral with 5000 Delta 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_q011 | Delta and Gamma of down-and-out call 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_q004 | Delta graph for European call 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 |