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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | gb_ch06_q014 | Estimate ATM call value (Brenner-Subrahmanyam) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q018 | Implied volatility and volatility smile Green Book · Ch 6 · Finance | x0 | ||
| ✓ | pr_ch08_q004 | Implied volatility iteration A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | x0 | ||
| ✓ | pr_ch08_q005 | Three-month ATM call dividends 2% A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | x0 | ||
| ✓ | rb_ch02_q033 | Why volatility smile effect Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |