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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | dn_s26_q013 | Variance of W*dW 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | dn_s26_q017 | Variance of stochastic integral with sqrt(t) 150 Most Frequently Asked Questions on Quant Interviews (Stefanica, Radoicic, Wang) · Ch 2 · Questions | x0 | ||
| ✓ | gb_ch04_q034 | Optimal hedge ratio Green Book · Ch 4 · Probability Theory | x0 | ||
| ✓ | pr_ch03_q003 | Stock model up/down/middle over three periods A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | x0 | ||
| ✓ | pr_ch04_q002 | Sample average normal mean and var A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | x0 | ||
| ✓ | rb_ch01_q036 | Minimize variance aX+bY Red Book (Heard on the Street) · Ch 1 · Purely Quantitative & Logic Questions | 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 | ||
| ✓ | rb_ch04_q027 | Red Book (Heard on the Street) · Ch 4 · Statistics Questions | x0 |