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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| โ | pr_ch07_q001 | Gamma of plain vanilla call as function of S A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 7 ยท Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 | ||
| โ | pr_ch07_q008 | Hedge european call w/ replicating portfolio A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 7 ยท Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | x0 |