Finance. In order.

Price it before you trade it — options, bonds, cash flows, drawdowns.

10 problems~3h7 easy2 medium1 hard

paper only · educational · not advice

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01Black-Scholes call price
Price a European call from S, K, T, r and σ. Remember who pays the strike, and when.
easy15 minstart →
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02Put-call parity check
Given a call, a put, spot and strike, find the arbitrage-free gap.
easy10 min
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03Implied volatility by bisection
Invert the pricer: find the σ that reproduces a market price.
medium25 min
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04Bond price & duration
Discount the coupons, then measure how far the price moves per 1% of yield.
easy15 min
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05CAGR from an equity curve
Turn a series of account values into one annualised growth rate.
easy10 min
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06PV of a cash-flow ladder
Discount an uneven ladder of cash flows at a flat rate.
easy10 min
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07Greeks by finite difference
Bump the inputs, re-price, and read delta, gamma and vega off the differences.
medium25 min
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08Binomial-tree American put
Build a CRR tree and exercise early wherever it pays.
hard40 min
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09Covered-call payoff table
Long stock plus a short call — tabulate the outcome across expiry prices.
easy15 min
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10Max drawdown
The deepest peak-to-trough fall in an equity curve, as a fraction.
easy10 min