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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| โ | pr_ch01_q009 | Multivariable function gradient and Hessian A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 1 ยท Calculus review. Options | x0 | ||
| โ | pr_ch07_q002 | Double integral over triangular region 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_q003 | Polar coordinates for area of circle 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_ch08_q006 | Newton's method 2D F(x,y) = 0 A Primer for the Mathematics of Financial Engineering (Stefanica) ยท Ch 8 ยท Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | x0 |