Problemset
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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | 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 | ||
| ✓ | rb_ch03_q019 | Two stocks same expected return 20%/30%, corr 50% Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 | ||
| ✓ | rb_ch03_q020 | Same stocks 10%/40% corr 50% Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 |