Problemset
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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s25_q008 | Convergence of Newton's method 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s25_q009 | Finite difference and trinomial trees 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | gb_ch03_q012 | Newton's method — square root Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q013 | Alternative root-finding algorithms Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch03_q021 | Linear least squares algorithm Green Book · Ch 3 · Calculus and Linear Algebra | x0 | ||
| ✓ | gb_ch07_q017 | Monte Carlo for European call Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q018 | Generate normal random variables from uniform Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q019 | Variance reduction techniques Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q020 | Monte Carlo for delta and gamma Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q021 | Monte Carlo estimate of pi Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q022 | Finite difference methods Green Book · Ch 7 · Algorithms and Numerical Methods | x0 | ||
| ✓ | gb_ch07_q023 | Stability of explicit finite difference Green Book · Ch 7 · Algorithms and Numerical Methods | x0 |