EBK MATLAB: AN INTRODUCTION WITH APPLIC
5th Edition
ISBN: 8220102007642
Author: GILAT
Publisher: YUZU
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Chapter 10, Problem 10P
Molecules of a gas in a container are moving around at different speeds. Maxwell’s speed distribution law gives the
Where M is the molar mass of the gas in kg/mol, R = 8.31J/(mol K), is the gas constant, T is the temperature in kelvins, and v is the molecule’s speed in m/s. Make a 3-D plot of P(v) as a function of i and T for
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Chapter 10 Solutions
EBK MATLAB: AN INTRODUCTION WITH APPLIC
Ch. 10 - Prob. 1PCh. 10 - Prob. 2PCh. 10 - The ladder of a fire truck can be elevated...Ch. 10 - Prob. 4PCh. 10 - Prob. 5PCh. 10 - a 3-D mesh plot of the function z=cos2Re0.2R where...Ch. 10 - Prob. 7PCh. 10 - Prob. 8PCh. 10 - Prob. 9PCh. 10 - Molecules of a gas in a container are moving...
Ch. 10 - Plank’s distribution law gives the black-body...Ch. 10 - Prob. 12PCh. 10 - An RLC circuit with an alternating voltage source...Ch. 10 - 14. A defect in a crystal lattice where a row of...Ch. 10 - 15. The current I flowing through a semiconductor...Ch. 10 - The equation for the streamlines for uniform flow...Ch. 10 - 18. The deflection w of a clamped circular...Ch. 10 - The Verhulst model, given in the following...Ch. 10 - The geometry of a ship hull (Wigleyhull) can be...Ch. 10 - Prob. 20PCh. 10 - 22. A ball thrown up falls back to the floor and...
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- Question 3. We want to price a put option with strike price K and expiration T. Two financial advisors estimate the parameters with two different statistical methods: they obtain the same return rate μ, the same volatility σ, but the first advisor has interest r₁ and the second advisor has interest rate r2 (r1>r2). They both use a CRR model with the same number of periods to price the option. Which advisor will get the larger price? (Explain your answer.)arrow_forwardQuestion 5. We consider a put option with strike price K and expiration T. This option is priced using a 1-period CRR model. We consider r > 0, and σ > 0 very large. What is the approximate price of the option? In other words, what is the limit of the price of the option as σ∞. (Briefly justify your answer.)arrow_forwardQuestion 6. You collect daily data for the stock of a company Z over the past 4 months (i.e. 80 days) and calculate the log-returns (yk)/(-1. You want to build a CRR model for the evolution of the stock. The expected value and standard deviation of the log-returns are y = 0.06 and Sy 0.1. The money market interest rate is r = 0.04. Determine the risk-neutral probability of the model.arrow_forward
- Several markets (Japan, Switzerland) introduced negative interest rates on their money market. In this problem, we will consider an annual interest rate r < 0. We consider a stock modeled by an N-period CRR model where each period is 1 year (At = 1) and the up and down factors are u and d. (a) We consider an American put option with strike price K and expiration T. Prove that if <0, the optimal strategy is to wait until expiration T to exercise.arrow_forwardWe consider an N-period CRR model where each period is 1 year (At = 1), the up factor is u = 0.1, the down factor is d = e−0.3 and r = 0. We remind you that in the CRR model, the stock price at time tn is modeled (under P) by Sta = So exp (μtn + σ√AtZn), where (Zn) is a simple symmetric random walk. (a) Find the parameters μ and σ for the CRR model described above. (b) Find P Ste So 55/50 € > 1). StN (c) Find lim P 804-N (d) Determine q. (You can use e- 1 x.) Ste (e) Find Q So (f) Find lim Q 004-N StN Soarrow_forwardIn this problem, we consider a 3-period stock market model with evolution given in Fig. 1 below. Each period corresponds to one year. The interest rate is r = 0%. 16 22 28 12 16 12 8 4 2 time Figure 1: Stock evolution for Problem 1. (a) A colleague notices that in the model above, a movement up-down leads to the same value as a movement down-up. He concludes that the model is a CRR model. Is your colleague correct? (Explain your answer.) (b) We consider a European put with strike price K = 10 and expiration T = 3 years. Find the price of this option at time 0. Provide the replicating portfolio for the first period. (c) In addition to the call above, we also consider a European call with strike price K = 10 and expiration T = 3 years. Which one has the highest price? (It is not necessary to provide the price of the call.) (d) We now assume a yearly interest rate r = 25%. We consider a Bermudan put option with strike price K = 10. It works like a standard put, but you can exercise it…arrow_forward
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