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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s26_q016 | Mean and variance of integral W^2 dW 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | gb_ch06_q025 | Portfolio optimization (two stocks) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | pr_ch08_q002 | Mean-variance optimal portfolio A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | x0 |