Problemset
3 / 689 problems
Filters
| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | gb_ch06_q008 | Derive Black-Scholes by solving the PDE Green Book · Ch 6 · Finance | x0 | ||
| ✓ | pr_ch01_q010 | Heat equation solution u(x,t) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch07_q004 | Heat equation transformation of BS PDE A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 |