Problemset
6 / 689 problems
Filters
| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | gb_ch05_q018 | Stopping time — BM hits ±1 Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q022 | Is sqrt(t) * B_t a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch05_q023 | Is W(t)^3 a martingale? Green Book · Ch 5 · Stochastic Process and Stochastic Calculus | x0 | ||
| ✓ | gb_ch06_q005 | Black-Scholes-Merton differential equation Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q010 | Value of 1/S at maturity Green Book · Ch 6 · Finance | x0 | ||
| ✓ | rb_ch02_q030 | Integral of w(t) dw(t) Brownian Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |