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| # | Name | Tags | Difficulty | Solved by | |
|---|---|---|---|---|---|
| ✓ | pr_ch08_q007 | Bootstrap zero rate curve from T-bills and bonds A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | x0 | ||
| ✓ | pr_ch08_q008 | Bootstrap yield curve from semi-annual coupon A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 8 · Lagrange multipliers. Newton's method. Implied volatility. Bootstrapping | x0 | ||
| ✓ | rb_ch03_q015 | Yield curve corporate vs treasuries strategy Red Book (Heard on the Street) · Ch 3 · Other Financial Economics Questions | x0 |