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	#	Name	Tags	Difficulty	Solved by
✓	dn_s23_q001	Arbitrage with three calls 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	arbitrage options convexity	1700	x0
✓	dn_s23_q002	150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options binomial-pricing	1500	x0
✓	dn_s23_q003	ATM option price ratio worth 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options risk-neutral binomial-pricing	1600	x0
✓	dn_s23_q006	Stock month then put option payoff 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options put-call-parity	1700	x0
✓	dn_s23_q007	Price doubles, value of call 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options delta greeks	1500	x0
✓	dn_s23_q008	Delta value range 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options delta greeks	1200	x0
✓	dn_s23_q009	Delta of ATM call 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options delta greeks	1400	x0
✓	dn_s23_q010	Put-call parity statement and proof 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options put-call-parity	1400	x0
✓	dn_s23_q011	Time value of European call change with vol 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options time-value	1600	x0
✓	dn_s23_q012	Implied volatility from option price 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options implied-vol volatility-smile	1500	x0
✓	dn_s23_q013	Gamma of an option 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options gamma greeks	1600	x0
✓	dn_s23_q014	European call put written same time 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options put-call-parity	1700	x0
✓	dn_s23_q024	Box spread arbitrage 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options arbitrage box-spread	1700	x0
✓	dn_s23_q025	Implied vol exploiting straddle 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options hedging volatility-arbitrage	1900	x0
✓	dn_s23_q026	Replication strategy puzzle 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions	options replication paradox	1900	x0
✓	gb_ch06_q001	Price direction of options Green Book · Ch 6 · Finance	finance options comparative-statics intuition	1000	x0
✓	gb_ch06_q002	Put-call parity (European) Green Book · Ch 6 · Finance	finance options put-call-parity no-arbitrage	1200	x0
✓	gb_ch06_q003	American vs European calls Green Book · Ch 6 · Finance	finance options american-options put-call-parity	1500	x0
✓	gb_ch06_q004	Put arbitrage (strikes 80 and 90) Green Book · Ch 6 · Finance	finance options arbitrage convexity	1700	x0
✓	gb_ch06_q005	Black-Scholes-Merton differential equation Green Book · Ch 6 · Finance	finance options black-scholes pde itos-lemma	1700	x0
✓	gb_ch06_q006	Assumptions behind Black-Scholes Green Book · Ch 6 · Finance	finance options black-scholes assumptions	800	x0
✓	gb_ch06_q007	Derive Black-Scholes via risk-neutral expectation Green Book · Ch 6 · Finance	finance options black-scholes risk-neutral-pricing	1900	x0
✓	gb_ch06_q008	Derive Black-Scholes by solving the PDE Green Book · Ch 6 · Finance	finance options black-scholes pde heat-equation	2200	x0
✓	gb_ch06_q009	Cash-or-nothing call at stock-price barrier Green Book · Ch 6 · Finance	finance options barrier-option martingale arbitrage	1900	x0
✓	gb_ch06_q010	Value of 1/S at maturity Green Book · Ch 6 · Finance	finance options exotic itos-lemma geometric-brownian-motion	1900	x0
✓	gb_ch06_q011	Delta of European call (non-dividend stock) Green Book · Ch 6 · Finance	finance options greeks delta black-scholes	1500	x0
✓	gb_ch06_q012	Delta of at-the-money call Green Book · Ch 6 · Finance	finance options greeks delta at-the-money	1300	x0
✓	gb_ch06_q013	Dynamic delta hedging Green Book · Ch 6 · Finance	finance options delta-hedging dynamic-replication	1300	x0
✓	gb_ch06_q014	Estimate ATM call value (Brenner-Subrahmanyam) Green Book · Ch 6 · Finance	finance options approximation black-scholes implied-volatility	1400	x0
✓	gb_ch06_q015	Gamma of an at-the-money option near maturity Green Book · Ch 6 · Finance	finance options greeks gamma at-the-money	1400	x0
✓	gb_ch06_q016	When does a European option have positive theta? Green Book · Ch 6 · Finance	finance options greeks theta	1500	x0
✓	gb_ch06_q017	Delta-hedged call: gamma vs theta Green Book · Ch 6 · Finance	finance options delta-hedging gamma theta bsm-pde	1500	x0
✓	gb_ch06_q018	Implied volatility and volatility smile Green Book · Ch 6 · Finance	finance options implied-volatility volatility-smile black-scholes	1200	x0
✓	gb_ch06_q019	Constant vs random volatility — which call is more expensive? Green Book · Ch 6 · Finance	finance options jensens-inequality volga stochastic-volatility	1700	x0
✓	gb_ch06_q020	Risk-neutral density from option prices Green Book · Ch 6 · Finance	finance options risk-neutral-density breeden-litzenberger	1800	x0
✓	gb_ch06_q021	Bull call spread — price boundaries Green Book · Ch 6 · Finance	finance options bull-spread no-arbitrage bounds	1300	x0
✓	gb_ch06_q022	Straddle Green Book · Ch 6 · Finance	finance options straddle volatility-trade	1100	x0
✓	gb_ch06_q023	Binary (cash-or-nothing) option pricing Green Book · Ch 6 · Finance	finance options binary-option exotic-option delta-hedging	1700	x0
✓	gb_ch06_q024	Exchange option (Margrabe formula) Green Book · Ch 6 · Finance	finance options exchange-option margrabe-formula change-of-numeraire	2100	x0
✓	pr_ch01_q011	Arbitrage with calls and puts at three strikes A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options butterfly payoff	1300	x0
✓	pr_ch01_q012	Bear spread payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options spreads payoff	1100	x0
✓	pr_ch01_q013	Which two portfolios with same payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options convexity	1500	x0
✓	pr_ch01_q014	Call options strikes 100, 120, 130 — bid-ask? A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options arbitrage convexity	1700	x0
✓	pr_ch01_q015	Call options on stock with dividends paid A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options put-call-parity dividends arbitrage	1700	x0
✓	pr_ch01_q016	Bid-ask spreads on European call option A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options put-call-parity bid-ask	1600	x0
✓	pr_ch01_q017	A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options	options strategy leverage	1600	x0
✓	pr_ch03_q006	BS for put and call portfolios A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options black-scholes pricing	1400	x0
✓	pr_ch03_q007	European put zero value implication A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options edge-cases delta	1300	x0
✓	pr_ch03_q008	Put delta from call delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options greeks rho put-call-parity	1500	x0
✓	pr_ch03_q009	Volga and Vanna A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options greeks volga vanna	1700	x0
✓	pr_ch03_q010	ATM call put dividends q vs r A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options put-call-parity atm	1400	x0
✓	pr_ch03_q011	Theta of vanilla call on non-dividend asset A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options greeks theta	1700	x0
✓	pr_ch03_q012	Vanilla call convex in K A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options convexity strike	1500	x0
✓	pr_ch03_q013	Gamma of ATM calls with different maturities A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options greeks gamma maturities	1400	x0
✓	pr_ch03_q014	Volga and vega of plain vanilla call A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options greeks vega volga	1500	x0
✓	pr_ch03_q015	Bounds on call and put no-arbitrage A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options bounds no-arbitrage	1500	x0
✓	pr_ch03_q016	Delta-neutral and Gamma-neutral with 5000 Delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options hedging greeks delta-gamma-neutral	1500	x0
✓	pr_ch03_q017	Buy 1000 calls strike 90 hedging delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options delta-hedging lognormal	1300	x0
✓	pr_ch03_q018	Hedging six-month ATM calls A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging	options delta-hedging atm	1500	x0
✓	pr_ch04_q008	OTM put 6-month lognormal A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	lognormal options probabilities	1500	x0
✓	pr_ch04_q009	Delta of ATM call no dividends A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	options delta atm	1600	x0
✓	pr_ch04_q010	Powerball expected payoff A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	options exotic risk-neutral	1900	x0
✓	pr_ch04_q011	Asset following normal process A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing	options normal-model risk-neutral	1800	x0
✓	pr_ch05_q006	Approximate ATM put error vs Black-Scholes A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	taylor atm-approximation options	1500	x0
✓	pr_ch05_q008	Vanilla put with 30% vol, ATM A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series	taylor atm-approximation options	1300	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	options butterfly limits arrow-debreu	1600	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	options bullspread limits delta	1500	x0
✓	pr_ch07_q001	Gamma of plain vanilla call as function of S A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options gamma maxima	1600	x0
✓	pr_ch07_q007	OTM puts price compare to American A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options american early-exercise	1500	x0
✓	pr_ch07_q008	Hedge european call w/ replicating portfolio A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options intrinsic-value time-value maxima	1600	x0
✓	pr_ch07_q009	Down-and-out call no dividend A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options barrier down-and-out	1700	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	options barrier limits lhopital	1700	x0
✓	pr_ch07_q011	Delta and Gamma of down-and-out call A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options	options barrier greeks	1700	x0
✓	rb_ch02_q001	Black-Scholes ATM call worth and hedge Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options black-scholes hedging	1500	x0
✓	rb_ch02_q002	Two options same features one short one long maturity Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options greeks gamma	1600	x0
✓	rb_ch02_q003	European call and put at zero interest rate Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options put-call-parity payoff-diagrams	1400	x0
✓	rb_ch02_q004	Delta graph for European call Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options greeks delta	1700	x0
✓	rb_ch02_q005	ATM call delta greater than 0.5 Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options delta moneyness	1500	x0
✓	rb_ch02_q006	ATM call delta with dividends Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options delta dividends	1700	x0
✓	rb_ch02_q007	MITCO long call delta-hedged CEO arrested Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options delta-hedging gap-risk	1800	x0
✓	rb_ch02_q008	How to calculate option's delta Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options delta calculation	1600	x0
✓	rb_ch02_q009	Explain N(d_1) and N(d_2) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options black-scholes interpretation	1700	x0
✓	rb_ch02_q010	European digital option above strike pays H Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options binary-option digital-option	1500	x0
✓	rb_ch02_q011	European digital pays H below strike Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options binary-option vega	1700	x0
✓	rb_ch02_q012	Delta of standard call vs down-and-out call Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options barrier-options delta	1800	x0
✓	rb_ch02_q013	Daily vs monthly volatility estimators Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options volatility-estimation time-series	1900	x0
✓	rb_ch02_q014	American call non-dividend-paying intrinsic vs time value Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options intrinsic-value time-value	1900	x0
✓	rb_ch02_q015	Delta-hedged short call replicating portfolio falling Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options delta-hedging in-the-money	2000	x0
✓	rb_ch02_q017	Three graphs call price stock price three perspectives Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options futures graphs	1800	x0
✓	rb_ch02_q018	Black-Scholes formula four-year option from one-year Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options black-scholes volatility-scaling	1900	x0
✓	rb_ch02_q019	(***) Black-Scholes with arithmetic Brownian motion Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options arithmetic-brownian-motion derivation	2000	x0
✓	rb_ch02_q020	Black-Scholes 3-month ATM call IV mental calc Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options mental-math approximation	2100	x0
✓	rb_ch02_q021	100-day call quote 200-day call price Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options maturity pricing	1800	x0
✓	rb_ch02_q022	Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options approximation ATM	1900	x0
✓	rb_ch02_q023	100-day call IV increases by 25 - effect on one-day IV Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options vega vega-equivalent-time	1700	x0
✓	rb_ch02_q024	Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options straddle breakeven	1900	x0
✓	rb_ch02_q026	MC simulation GBM directly or underlying Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	monte-carlo options simulation	2000	x0
✓	rb_ch02_q028	Short call hedge strategy Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options hedging stop-loss	2000	x0
✓	rb_ch02_q032	Power call max(S^a - X, 0) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options exotic-options power-options	2000	x0
✓	rb_ch02_q033	Why volatility smile effect Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options implied-volatility volatility-smile	2100	x0
✓	rb_ch02_q034	Double-barrier knock-out vs sum of up-and-out and down-and-out Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options barrier-options exotic	2100	x0
✓	rb_ch02_q035	Analytical procedure for digital options Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options digital-options derivation	2200	x0
✓	rb_ch02_q036	American out call with up and down barriers Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options exotic-options barrier-options	2000	x0
✓	rb_ch02_q037	Gold prices Gaussian digital cash-or-nothing Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options digital-options gold	1800	x0
✓	rb_ch02_q038	(**) Perpetual option value Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options american-options perpetual	1900	x0
✓	rb_ch02_q040	ATM how many shares of stock Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options delta-hedging ATM	1900	x0
✓	rb_ch02_q041	Price of option vs mean reversion vs random walk Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options mean-reversion volatility	1800	x0
✓	rb_ch02_q042	Hedging an options position taking more risk Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options hedging risk	1700	x0
✓	rb_ch02_q043	Written put on stock without short stock or options Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options hedging synthetic-positions	1900	x0
✓	rb_ch02_q045	When short put option IBM Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options trading-strategy	1800	x0
✓	rb_ch02_q049	Derive Black-Scholes without math Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options risk-neutral-pricing intuition	2000	x0
✓	rb_ch02_q051	Out-of-the-money call vs put more valuable Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options moneyness	1800	x0
✓	rb_ch02_q052	Theta and gamma opposite signs Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options greeks theta gamma	2000	x0
✓	rb_ch02_q053	Riskless rate zero stock one year either 130 or 70 call value Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options binomial-tree risk-neutral	1900	x0
✓	rb_ch02_q054	(**) Product call max(S1 S2 - X, 0) Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options exotic-options multi-asset	2000	x0
✓	rb_ch02_q055	Asian options cheaper or more expensive Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options asian-options exotic	1800	x0
✓	rb_ch02_q056	American vanilla call as European put Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options early-exercise American-vs-European	2000	x0
✓	rb_ch02_q059	(**) Call priced at c today expected price tomorrow Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options expected-price martingale	2200	x0
✓	rb_ch02_q060	(**) Question 2.59 negative theta reconciliation Red Book (Heard on the Street) · Ch 2 · Derivatives Questions	options theta expected-return	2100	x0

1	inderjeet230502	1218
2	kalash.kankaria	1205