[Pricing the Variance Contract]. Suppose we have the assumptions of the Black- Scholes Model. Find the pricing formula for the European Style derivative whose payoff is given by function max(ST- K),o]² , where ST is the stock price in the BS model on date T.

Q: Show that if A × B = B × A then A = B

A:

Q: 10! 9! с. 4!(10-4 )! d. 8p5 9! 10! b.

A:

Q: F (2, 12)

A: Given that  F( 2 ,12) It is the F statistic with the df1 = 2  and df2 = 12 df1 = Degrees of freedom…

Q: 1 dx

A:

Q: Could you explain (b),(c) too?

A: We already have an orthonormal basis B from the standard basis is

Q: (22) Let A = (-∞, -2] and B = (102, ∞).

A: Given A=(-∞, -2] , B=(102, ∞). Now, the union of two sets consists all those elements that belong to…

Q: if N {A} = 25 and N {B} = 31 and N { A n B } = 20 find n { A U B }

A: Given that n{A}=25 and n{B}=31 and n{A ∩B }=20   We have to find n{A∪B}  . We use the union property…

Q: dx. Evaluate - 1)²(x² + 2) x+3

A:

Q: Find the LU factorization of A = A = 1 1 -3 0 9 3 -17 5 2

A:

Q: If B = 101 -1 1 2 -1 2 1 then det (B5) =

A:

Q: If B = 10 1 -21 1 1 1 -2 then det (B5) =

A:

Q: 45 73 73 17 13 43 )0 (B) 2 (C) 7. (D) 8 (E) 9

A: We can observe that in left box there is 5 which is 4+1 of the right box. Hence similarly, X should…

Q: Compute: -57 [3] + 5] 4 5 0

A: To add the following matrices.

Q: If B = 1 1 01 2 2 -1 1 1 then det (B5) =

A:

Q: Σ (4) -1 x = 4

A:

Q: Find det(4). 1 2 2+a 3 3 3+a 3 4 4 4+a,

A: Remark:  Interchanging two rows or columns causes the determinant to switch sign. If we multiply a…

Q: is incorrect

A: Answer p =90% =90/100 =0.90n =200

Q: If (a-b)/c = (c-b)/a = 0.1, what are a, b, and c?

A: (a-b)/c = (c-b)/a = 0.1

Q: 1 1 -1 A = | 2 3 1 2 2 -1 Ex: 5 : -1 ||

A:

Q: 15. Find mzN. (8x+17) (12x-39)

A: Since you have asked multiple question, we will solve the first question for you. If youwant any…

Q: (2n)! 323. 2n

A: