Problemset
4 / 689 problems
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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | 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 | x0 | ||
| ✓ | pr_ch06_q009 | Greeks of 6-month call from finite differences A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 6 · Finite Differences. Black-Scholes PDE | x0 | ||
| ✓ | rb_ch02_q011 | European digital pays H below strike Red Book (Heard on the Street) · Ch 2 · Derivatives Questions | 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 | x0 |