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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | pr_ch01_q004 | Taylor approximations of sqrt(1+x) and e^x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | x0 | ||
| ✓ | pr_ch05_q001 | Cubic Taylor approximation of sqrt(1+x) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q002 | Taylor series of e^x A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q003 | Taylor series of ln(1-x^2) and 1/(1-x^2) A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q004 | Taylor expansion of ln(1+x) and remainder bound A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | x0 | ||
| ✓ | pr_ch05_q005 | Cox-Ross-Rubinstein with Taylor expansion A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 5 · Taylor's formula. Taylor series | 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 | 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 | ||
| ✓ | 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 | x0 |