University Calculus: Early Transcendentals (4th Edition)
4th Edition
ISBN: 9780134995540
Author: Joel R. Hass, Christopher E. Heil, Przemyslaw Bogacki, Maurice D. Weir, George B. Thomas Jr.
Publisher: PEARSON
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Chapter 10, Problem 53PE
To determine
Find the length of the curve
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The OU process studied in the previous problem is a common model for interest rates.
Another common model is the CIR model, which solves the SDE:
dX₁ = (a = X₁) dt + σ √X+dWt,
-
under the condition Xoxo. We cannot solve this SDE explicitly.
=
(a) Use the Brownian trajectory simulated in part (a) of Problem 1, and the Euler
scheme to simulate a trajectory of the CIR process. On a graph, represent both the
trajectory of the OU process and the trajectory of the CIR process for the same
Brownian path.
(b) Repeat the simulation of the CIR process above M times (M large), for a large
value of T, and use the result to estimate the long-term expectation and variance
of the CIR process. How do they compare to the ones of the OU process?
Numerical application: T = 10, N = 500, a = 0.04, x0 = 0.05, σ = 0.01, M = 1000.
1
(c) If you use larger values than above for the parameters, such as the ones in Problem
1, you may encounter errors when implementing the Euler scheme for CIR. Explain
why.
#8 (a) Find the equation of the tangent line to y = √x+3 at x=6
(b) Find the differential dy at y = √x +3 and evaluate it for x=6 and dx = 0.3
Q.2 Q.4 Determine ffx dA where R is upper half of the circle shown below.
x²+y2=1
(1,0)
Chapter 10 Solutions
University Calculus: Early Transcendentals (4th Edition)
Ch. 10.1 - Finding Cartesian from Parametric...Ch. 10.1 - Finding Cartesian from Parametric...Ch. 10.1 - Prob. 3ECh. 10.1 - Prob. 4ECh. 10.1 - Finding Cartesian from Parametric...Ch. 10.1 - Prob. 6ECh. 10.1 - Prob. 7ECh. 10.1 - Prob. 8ECh. 10.1 - Finding Cartesian from Parametric Equations...Ch. 10.1 - Finding Cartesian from Parametric...
Ch. 10.1 - Finding Cartesian from Parametric Equations...Ch. 10.1 - Prob. 12ECh. 10.1 - Finding Cartesian from Parametric Equations...Ch. 10.1 - Prob. 14ECh. 10.1 - Finding Cartesian from Parametric Equations...Ch. 10.1 - Finding Cartesian from Parametric Equations...Ch. 10.1 - Finding Cartesian from Parametric Equations...Ch. 10.1 - Finding Cartesian from Parametric...Ch. 10.1 - Prob. 19ECh. 10.1 - Prob. 20ECh. 10.1 - In Exercises 19–24, match the parametric equations...Ch. 10.1 - In Exercises 19–24, match the parametric equations...Ch. 10.1 - In Exercises 19–24, match the parametric equations...Ch. 10.1 - In Exercises 19–24, match the parametric equations...Ch. 10.1 - Prob. 25ECh. 10.1 - Prob. 26ECh. 10.1 - Prob. 27ECh. 10.1 - In Exercises 25–28, use the given graphs of x =...Ch. 10.1 - Finding Parametric Equations
Find parametric...Ch. 10.1 - Find parametric equations and a parameter interval...Ch. 10.1 - Prob. 31ECh. 10.1 - In Exercises 31–36, find a parametrization for the...Ch. 10.1 - Prob. 33ECh. 10.1 - Prob. 34ECh. 10.1 - Prob. 35ECh. 10.1 - Prob. 36ECh. 10.1 - Prob. 37ECh. 10.1 - Prob. 38ECh. 10.1 - Prob. 39ECh. 10.1 - Prob. 40ECh. 10.1 - Prob. 41ECh. 10.1 - Prob. 42ECh. 10.1 - Prob. 43ECh. 10.1 - Prob. 44ECh. 10.1 - Prob. 45ECh. 10.1 - Prob. 46ECh. 10.1 - Prob. 47ECh. 10.1 - Prob. 48ECh. 10.1 - Prob. 49ECh. 10.1 - Prob. 50ECh. 10.2 - In Exercises 1–14, find an equation for the line...Ch. 10.2 - In Exercises 1–14, find an equation for the line...Ch. 10.2 - In Exercises 1–14, find an equation for the line...Ch. 10.2 - In Exercises 1–14, find an equation for the line...Ch. 10.2 - Prob. 5ECh. 10.2 - Prob. 6ECh. 10.2 - Prob. 7ECh. 10.2 - Prob. 8ECh. 10.2 - In Exercises 1–14, find an equation for the line...Ch. 10.2 - In Exercises 1–14, find an equation for the line...Ch. 10.2 - Prob. 11ECh. 10.2 - Prob. 12ECh. 10.2 - Prob. 13ECh. 10.2 - Prob. 14ECh. 10.2 - Prob. 15ECh. 10.2 - Prob. 16ECh. 10.2 - Prob. 17ECh. 10.2 - Prob. 18ECh. 10.2 - Prob. 19ECh. 10.2 - Prob. 20ECh. 10.2 - Prob. 21ECh. 10.2 - Find the area enclosed by the y-axis and the...Ch. 10.2 - Prob. 23ECh. 10.2 - Find the area under y = x3 over [0, 1] using the...Ch. 10.2 - Find the lengths of the curves in Exercises...Ch. 10.2 - Find the lengths of the curves in Exercises...Ch. 10.2 - Prob. 27ECh. 10.2 - Prob. 28ECh. 10.2 - Prob. 29ECh. 10.2 - Prob. 30ECh. 10.2 - Prob. 31ECh. 10.2 - Find the areas of the surfaces generated by...Ch. 10.2 - Prob. 33ECh. 10.2 - Prob. 34ECh. 10.2 - Prob. 35ECh. 10.2 - Prob. 36ECh. 10.2 - Prob. 37ECh. 10.2 - Find the coordinates of the centroid of the...Ch. 10.2 - Find the coordinates of the centroid of the...Ch. 10.2 - Prob. 40ECh. 10.2 - Prob. 41ECh. 10.2 - Prob. 42ECh. 10.2 - Prob. 43ECh. 10.2 - The curve with parametric equations
is called a...Ch. 10.2 - Prob. 45ECh. 10.2 - Prob. 46ECh. 10.2 - Prob. 47ECh. 10.2 - Volume
Find the volume swept out by revolving the...Ch. 10.2 - Prob. 49ECh. 10.2 - Prob. 50ECh. 10.3 - Prob. 1ECh. 10.3 - Prob. 2ECh. 10.3 - Prob. 3ECh. 10.3 - Prob. 4ECh. 10.3 - Prob. 5ECh. 10.3 - Prob. 6ECh. 10.3 - Find the polar coordinates, 0 = ? = 2p and r = 0,...Ch. 10.3 - Prob. 8ECh. 10.3 - Prob. 9ECh. 10.3 - Find the polar coordinates, and , of the...Ch. 10.3 - Graph the sets of points whose polar coordinates...Ch. 10.3 - Prob. 12ECh. 10.3 - Prob. 13ECh. 10.3 - Prob. 14ECh. 10.3 - Graph the sets of points whose polar coordinates...Ch. 10.3 - Prob. 16ECh. 10.3 - Prob. 17ECh. 10.3 - Prob. 18ECh. 10.3 - Prob. 19ECh. 10.3 - Prob. 20ECh. 10.3 - Prob. 21ECh. 10.3 - Prob. 22ECh. 10.3 - Prob. 23ECh. 10.3 - Prob. 24ECh. 10.3 - Prob. 25ECh. 10.3 - Prob. 26ECh. 10.3 - Prob. 27ECh. 10.3 - Prob. 28ECh. 10.3 - Replace the polar equations in Exercises 2752 with...Ch. 10.3 - Prob. 30ECh. 10.3 - Replace the polar equations in Exercises 2752 with...Ch. 10.3 - Prob. 32ECh. 10.3 - Prob. 33ECh. 10.3 - Prob. 34ECh. 10.3 - Prob. 35ECh. 10.3 - Prob. 36ECh. 10.3 - Replace the polar equations in Exercises 27–52...Ch. 10.3 - Prob. 38ECh. 10.3 - Prob. 39ECh. 10.3 - Prob. 40ECh. 10.3 - Prob. 41ECh. 10.3 - Prob. 42ECh. 10.3 - Prob. 43ECh. 10.3 - Prob. 44ECh. 10.3 - Prob. 45ECh. 10.3 - Prob. 46ECh. 10.3 - Replace the polar equations in Exercises 2752 with...Ch. 10.3 - Prob. 48ECh. 10.3 - Prob. 49ECh. 10.3 - Prob. 50ECh. 10.3 - Prob. 51ECh. 10.3 - Prob. 52ECh. 10.3 - Replace the Cartesian equations in Exercises 5366...Ch. 10.3 - Prob. 54ECh. 10.3 - Prob. 55ECh. 10.3 - Prob. 56ECh. 10.3 - Replace the Cartesian equations in Exercises 5366...Ch. 10.3 - Prob. 58ECh. 10.3 - Replace the Cartesian equations in Exercises 53–66...Ch. 10.3 - Prob. 60ECh. 10.3 - Prob. 61ECh. 10.3 - Prob. 62ECh. 10.3 - Prob. 63ECh. 10.3 - Prob. 64ECh. 10.3 - Prob. 65ECh. 10.3 - Prob. 66ECh. 10.3 - Prob. 67ECh. 10.3 - Prob. 68ECh. 10.4 - Prob. 1ECh. 10.4 - Prob. 2ECh. 10.4 - Prob. 3ECh. 10.4 - Prob. 4ECh. 10.4 - Prob. 5ECh. 10.4 - Prob. 6ECh. 10.4 - Prob. 7ECh. 10.4 - Prob. 8ECh. 10.4 - Prob. 9ECh. 10.4 - Prob. 10ECh. 10.4 - Prob. 11ECh. 10.4 - Prob. 12ECh. 10.4 - Prob. 13ECh. 10.4 - Prob. 14ECh. 10.4 - Prob. 15ECh. 10.4 - Prob. 16ECh. 10.4 - Find the slopes of the curves in Exercises 17-20...Ch. 10.4 - Find the slopes of the curves in Exercises 17-20...Ch. 10.4 - Find the slopes of the curves in Exercises 17-20...Ch. 10.4 - Find the slopes of the curves in Exercises 17-20...Ch. 10.4 - Prob. 21ECh. 10.4 - Prob. 22ECh. 10.4 - Prob. 23ECh. 10.4 - Prob. 24ECh. 10.4 - Prob. 25ECh. 10.4 - Prob. 26ECh. 10.4 - Prob. 27ECh. 10.4 - Prob. 28ECh. 10.4 - Prob. 29ECh. 10.4 - Prob. 30ECh. 10.4 - Prob. 31ECh. 10.4 - Prob. 32ECh. 10.4 - Prob. 33ECh. 10.4 - Which of the following has the same graph as r =...Ch. 10.4 - Prob. 35ECh. 10.4 - Prob. 36ECh. 10.4 - Prob. 37ECh. 10.4 - Prob. 38ECh. 10.4 - Prob. 39ECh. 10.4 - Prob. 40ECh. 10.5 - Finding Polar Areas
Find the areas of the regions...Ch. 10.5 - Finding Polar Areas Find the areas of the regions...Ch. 10.5 - Finding Polar Areas
Find the areas of the regions...Ch. 10.5 - Finding Polar Areas
Find the areas of the regions...Ch. 10.5 - Prob. 5ECh. 10.5 - Prob. 6ECh. 10.5 - Prob. 7ECh. 10.5 - Prob. 8ECh. 10.5 - Find the areas of the regions in Exercises...Ch. 10.5 - Find the areas of the regions in Exercises...Ch. 10.5 - Find the areas of the regions in Exercises...Ch. 10.5 - Prob. 12ECh. 10.5 - Prob. 13ECh. 10.5 - Prob. 14ECh. 10.5 - Prob. 15ECh. 10.5 - Prob. 16ECh. 10.5 - Find the areas of the regions in Exercises...Ch. 10.5 - Find the areas of the regions in Exercises...Ch. 10.5 - Prob. 19ECh. 10.5 - Prob. 20ECh. 10.5 - Find the lengths of the curves in Exercises 2128....Ch. 10.5 - Prob. 22ECh. 10.5 - Prob. 23ECh. 10.5 - Prob. 24ECh. 10.5 - Prob. 25ECh. 10.5 - Prob. 26ECh. 10.5 - Find the lengths of the curves in Exercises 2128....Ch. 10.5 - Prob. 28ECh. 10.5 - Prob. 29ECh. 10.5 - Prob. 30ECh. 10.5 - Prob. 31ECh. 10.5 - Prob. 32ECh. 10 - Prob. 1GYRCh. 10 - Prob. 2GYRCh. 10 - Prob. 3GYRCh. 10 - Prob. 4GYRCh. 10 - Prob. 5GYRCh. 10 - Prob. 6GYRCh. 10 - Prob. 7GYRCh. 10 - Prob. 8GYRCh. 10 - Prob. 9GYRCh. 10 - Prob. 10GYRCh. 10 - Prob. 11GYRCh. 10 - Prob. 12GYRCh. 10 - Prob. 13GYRCh. 10 - Prob. 1PECh. 10 - Prob. 2PECh. 10 - Prob. 3PECh. 10 - Prob. 4PECh. 10 - Prob. 5PECh. 10 - Prob. 6PECh. 10 - Prob. 7PECh. 10 - Prob. 8PECh. 10 - Prob. 9PECh. 10 - Prob. 10PECh. 10 - Prob. 11PECh. 10 - Prob. 12PECh. 10 - Prob. 13PECh. 10 - Prob. 14PECh. 10 - Prob. 15PECh. 10 - Prob. 16PECh. 10 - Prob. 17PECh. 10 - Prob. 18PECh. 10 - Prob. 19PECh. 10 - Prob. 20PECh. 10 - Prob. 21PECh. 10 - Prob. 22PECh. 10 - Prob. 23PECh. 10 - Prob. 24PECh. 10 - Prob. 25PECh. 10 - Prob. 26PECh. 10 - Prob. 27PECh. 10 - Prob. 28PECh. 10 - Prob. 29PECh. 10 - Prob. 30PECh. 10 - Prob. 31PECh. 10 - Prob. 32PECh. 10 - Prob. 33PECh. 10 - Prob. 34PECh. 10 - Prob. 35PECh. 10 - Prob. 36PECh. 10 - Prob. 37PECh. 10 - Prob. 38PECh. 10 - Prob. 39PECh. 10 - Prob. 40PECh. 10 - Prob. 41PECh. 10 - Prob. 42PECh. 10 - Prob. 43PECh. 10 - Prob. 44PECh. 10 - Prob. 45PECh. 10 - Prob. 46PECh. 10 - Prob. 47PECh. 10 - Prob. 48PECh. 10 - Prob. 49PECh. 10 - Prob. 50PECh. 10 - Prob. 51PECh. 10 - Prob. 52PECh. 10 - Prob. 53PECh. 10 - Prob. 54PECh. 10 - Prob. 1AAECh. 10 - Prob. 2AAECh. 10 - Prob. 3AAECh. 10 - Prob. 4AAECh. 10 - Prob. 5AAECh. 10 - Prob. 6AAECh. 10 - Prob. 7AAECh. 10 - Prob. 8AAE
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