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8 / 689 problems
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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | gb_ch03_q003 | L'Hospital's rule Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | pr_ch01_q005 | Definition of e A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch01_q007 | Limit definition of derivative A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch06_q001 | Butterfly spread payoff and limit A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch06_q002 | Long call short call same strike approximate Delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | pr_ch07_q010 | Down-and-out worth zero in limit A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | 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 | ||
| ✓ | rb_ch01_q066 | Limit sqrt(x^2+x)-x Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | x0 |