Problemset
11 / 689 problems
Filters
| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s23_q006 | Stock month then put option payoff 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q010 | Put-call parity statement and proof 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s23_q014 | European call put written same time 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | gb_ch06_q002 | Put-call parity (European) Green Book · Ch 6 · Finance | x0 | ||
| ✓ | gb_ch06_q003 | American vs European calls Green Book · Ch 6 · Finance | 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 | 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 | 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 | 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 | x0 | ||
| ✓ | pr_ch05_q007 | Put-call approximation under r-q A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | rb_ch02_q003 | European call and put at zero interest rate Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | x0 |