Numerical Implementation
Write code that compiles, produces correct reproducible results, and demonstrates convergence analysis. C++ or Python with stated precision.
12 questions · L1–L3 · first 3 free, rest Premium
01L1Monte Carlo European PricerJunior Quant→02L1Antithetic VariatesJunior Quant→03L1Optimal Bump Size for GreeksJunior Quant→04L2Crank-Nicolson PDE SolverSenior QuantPremium05L2Heston Monte CarloSenior QuantPremium06L2Newton-Raphson Implied VolSenior QuantPremium07L2Vol Surface No-Arbitrage CalibrationSenior QuantPremium08L3PSOR for American OptionsQuant ResearcherPremium09L3Heston Calibration via Carr-Madan FFTQuant ResearcherPremium10L3Quasi-Monte Carlo & Sobol SequencesQuant ResearcherPremium11L2Milstein Discretisation for Heston CIR ProcessSenior QuantPremium12L2LSMC: In-the-Money Path RestrictionSenior QuantPremium