Discrete Mathematics With Applications
5th Edition
ISBN: 9781337694193
Author: EPP, Susanna S.
Publisher: Cengage Learning,
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Chapter 10.4, Problem 17ES
To determine
To draw:
A graph with the given specifications and also explain if no such type of graph exists.
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Students have asked these similar questions
In this problem, we consider a Brownian motion (W+) t≥0. We consider a stock model (St)t>0
given (under the measure P) by
d.St 0.03 St dt + 0.2 St dwt,
with So 2. We assume that the interest rate is r = 0.06. The purpose of this problem is to
price an option on this stock (which we name cubic put). This option is European-type, with
maturity 3 months (i.e. T = 0.25 years), and payoff given by
F = (8-5)+
(a) Write the Stochastic Differential Equation satisfied by (St) under the risk-neutral measure
Q. (You don't need to prove it, simply give the answer.)
(b) Give the price of a regular European put on (St) with maturity 3 months and strike K = 2.
(c) Let X =
S. Find the Stochastic Differential Equation satisfied by the process (Xt)
under the measure Q.
(d) Find an explicit expression for X₁ = S3 under measure Q.
(e) Using the results above, find the price of the cubic put option mentioned above.
(f) Is the price in (e) the same as in question (b)? (Explain why.)
Problem 4. Margrabe formula and the Greeks (20 pts)
In the homework, we determined the Margrabe formula for the price of an option allowing you to
swap an x-stock for a y-stock at time T. For stocks with initial values xo, yo, common volatility
σ and correlation p, the formula was given by
Fo=yo (d+)-x0Þ(d_),
where
In (±²
Ꭲ
d+
õ√T
and
σ = σ√√√2(1 - p).
дго
(a) We want to determine a "Greek" for ỡ on the option: find a formula for
θα
(b) Is
дго
θα
positive or negative?
(c) We consider a situation in which the correlation p between the two stocks increases: what
can you say about the price Fo?
(d) Assume that yo< xo and p = 1. What is the price of the option?
The Course Name Real Analysis please Solve questions by Real Analysis
Chapter 10 Solutions
Discrete Mathematics With Applications
Ch. 10.1 - Let G be a graph and let v and w be vertices in G....Ch. 10.1 - A graph is connected if, any only if, _____.Ch. 10.1 - Removing an edge from a circuit in a graph does...Ch. 10.1 - An Euler circuit in graph is _____.Ch. 10.1 - Prob. 5TYCh. 10.1 - Prob. 6TYCh. 10.1 - Prob. 7TYCh. 10.1 - If a graph G has a Hamiltonian circuit, then G has...Ch. 10.1 - A travelling salesman problem involves finding a...Ch. 10.1 - In the graph below, determine whether the...
Ch. 10.1 - In the graph below, determine whether the...Ch. 10.1 - Let G be the graph and consider the walk...Ch. 10.1 - Consider the following graph. How many paths are...Ch. 10.1 - Consider the following graph. How many paths are...Ch. 10.1 - An edge whose removal disconnects the graph of...Ch. 10.1 - Given any positive integer n, (a) find a connected...Ch. 10.1 - Find the number of connected components for each...Ch. 10.1 - Each of (a)—(c) describes a graph. In each case...Ch. 10.1 - Prob. 10ESCh. 10.1 - Is it possible for a citizen of Königsberg to make...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Determine which of the graph in 12-17 have Euler...Ch. 10.1 - Is it possible to take a walk around the city...Ch. 10.1 - For each of the graph in 19-21, determine whether...Ch. 10.1 - Prob. 20ESCh. 10.1 - Prob. 21ESCh. 10.1 - Prob. 22ESCh. 10.1 - Prob. 23ESCh. 10.1 - Find the complement of each of the following...Ch. 10.1 - Find the complement of the graph K4, the complete...Ch. 10.1 - Suppose that in a group of five people A,B,C,D,...Ch. 10.1 - Prob. 27ESCh. 10.1 - Show that at a party with at least two people,...Ch. 10.1 - Find Hamiltonian circuits for each of the graph in...Ch. 10.1 - Find Hamiltonian circuits for each of the graph in...Ch. 10.1 - Prob. 31ESCh. 10.1 - Show that none of graphs in 31-33 has a...Ch. 10.1 - Prob. 33ESCh. 10.1 - Prob. 34ESCh. 10.1 - Prob. 35ESCh. 10.1 - In 34-37, find Hamiltonian circuits for those...Ch. 10.1 - Prob. 37ESCh. 10.1 - Give two examples of graphs that have Euler...Ch. 10.1 - Prob. 39ESCh. 10.1 - Prob. 40ESCh. 10.1 - Give two examples of graphs that have Euler...Ch. 10.1 - A traveler in Europe wants to visit each of the...Ch. 10.1 - a. Prove that if a walk in a graph contains a...Ch. 10.1 - Prob. 44ESCh. 10.1 - Prob. 45ESCh. 10.1 - Prob. 46ESCh. 10.1 - Prove that if there is a trail in a graph G from a...Ch. 10.1 - If a graph contains a circuits that starts and...Ch. 10.1 - Prob. 49ESCh. 10.1 - Let G be a connected graph, and let C be any...Ch. 10.1 - Prob. 51ESCh. 10.1 - Prob. 52ESCh. 10.1 - For what values of n dies the complete graph Kn...Ch. 10.1 - For what values of m and n does the complete...Ch. 10.1 - What is the maximum number of edges a simple...Ch. 10.1 - Prob. 56ESCh. 10.1 - Prob. 57ESCh. 10.2 - In the adjacency matrix for a directed graph, the...Ch. 10.2 - Prob. 2TYCh. 10.2 - Prob. 3TYCh. 10.2 - Prob. 4TYCh. 10.2 - Prob. 5TYCh. 10.2 - Prob. 6TYCh. 10.2 - Find real numbers a, b, and c such that the...Ch. 10.2 - Find the adjacency matrices for the following...Ch. 10.2 - Find directed graphs that have the following...Ch. 10.2 - Find adjacency matrices for the following...Ch. 10.2 - Find graphs that have the following adjacency...Ch. 10.2 - Prob. 6ESCh. 10.2 - Prob. 7ESCh. 10.2 - Prob. 8ESCh. 10.2 - Prob. 9ESCh. 10.2 - Prob. 10ESCh. 10.2 - Prob. 11ESCh. 10.2 - Prob. 12ESCh. 10.2 - Let O denote the matrix [0000] . Find 2 × 2...Ch. 10.2 - Prob. 14ESCh. 10.2 - Prob. 15ESCh. 10.2 - In 14-18, assume the entries of all matrices are...Ch. 10.2 - Prob. 17ESCh. 10.2 - Prob. 18ESCh. 10.2 - Prob. 19ESCh. 10.2 - The following is an adjacency matrix for a graph:...Ch. 10.2 - Let A be the adjacency matrix for K3, the complete...Ch. 10.2 - Draw a graph that has [0001200011000211120021100]...Ch. 10.2 - Prob. 23ESCh. 10.3 - If G and G’ are graphs, then G is isomorphic to G’...Ch. 10.3 - A property P is an invariant for graph isomorphism...Ch. 10.3 - Prob. 3TYCh. 10.3 - For each pair of graphs G and G’ in 1-5, determine...Ch. 10.3 - For each pair of graphs G and G’ in 1-5, determine...Ch. 10.3 - For each pair of graphs G and G’ in 1-5, determine...Ch. 10.3 - For each pair of graphs G and G’ in 1-5, determine...Ch. 10.3 - For each pair of graphs G and G in 1—5, determine...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - Prob. 9ESCh. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - For each pair of simple graphs G and G in 6—13,...Ch. 10.3 - For each pair of graphs G and G’ in 6-13,...Ch. 10.3 - Draw all nonisomorphic simple graphs with three...Ch. 10.3 - Draw all nonisomorphic simple graphs with four...Ch. 10.3 - Prob. 16ESCh. 10.3 - Draw all nonisomorphic graphs with four vertices...Ch. 10.3 - Draw all nonisomorphic graphs with four vertices...Ch. 10.3 - Prob. 19ESCh. 10.3 - Draw four nonisomorphic graphs with six vertices,...Ch. 10.3 - Prob. 21ESCh. 10.3 - Prove that each of the properties in 21-29 is an...Ch. 10.3 - Prob. 23ESCh. 10.3 - Prove that each of the properties in 21-29 is an...Ch. 10.3 - Prob. 25ESCh. 10.3 - Prob. 26ESCh. 10.3 - Prob. 27ESCh. 10.3 - Prove that each of the properties in 21-29 is an...Ch. 10.3 - Prob. 29ESCh. 10.3 - Show that the following two graphs are not...Ch. 10.4 - A circuit-free graph is a graph with __________.Ch. 10.4 - Prob. 2TYCh. 10.4 - Prob. 3TYCh. 10.4 - Prob. 4TYCh. 10.4 - Prob. 5TYCh. 10.4 - Prob. 6TYCh. 10.4 - For any positive integer n, if G is a connected...Ch. 10.4 - Read the tree in Example 10.4.2 from left to right...Ch. 10.4 - Prob. 2ESCh. 10.4 - Prob. 3ESCh. 10.4 - Prob. 4ESCh. 10.4 - Prob. 5ESCh. 10.4 - Prob. 6ESCh. 10.4 - Prob. 7ESCh. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - Prob. 14ESCh. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - Prob. 17ESCh. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - In each of 8—21, either draw a graph with the...Ch. 10.4 - A connected graph has twelve vertices and eleven...Ch. 10.4 - A connected graph has nine vertices and twelve...Ch. 10.4 - Prob. 24ESCh. 10.4 - Prob. 25ESCh. 10.4 - If a graph has n vertices and n2 or fewer can it...Ch. 10.4 - A circuit-free graph has ten vertices and nine...Ch. 10.4 - Is a circuit-free graph with n vertices and at...Ch. 10.4 - Prob. 29ESCh. 10.4 - Prob. 30ESCh. 10.4 - a. Prove that the following is an invariant for...Ch. 10.5 - Prob. 1TYCh. 10.5 - Prob. 2TYCh. 10.5 - Prob. 3TYCh. 10.5 - Prob. 4TYCh. 10.5 - Prob. 5TYCh. 10.5 - Prob. 1ESCh. 10.5 - Prob. 2ESCh. 10.5 - Draw binary trees to represent the following...Ch. 10.5 - Prob. 4ESCh. 10.5 - Prob. 5ESCh. 10.5 - Prob. 6ESCh. 10.5 - Prob. 7ESCh. 10.5 - Prob. 8ESCh. 10.5 - Prob. 9ESCh. 10.5 - Prob. 10ESCh. 10.5 - Prob. 11ESCh. 10.5 - Prob. 12ESCh. 10.5 - Prob. 13ESCh. 10.5 - Prob. 14ESCh. 10.5 - Prob. 15ESCh. 10.5 - Prob. 16ESCh. 10.5 - Prob. 17ESCh. 10.5 - Prob. 18ESCh. 10.5 - Prob. 19ESCh. 10.5 - Prob. 20ESCh. 10.5 - Prob. 21ESCh. 10.5 - Prob. 22ESCh. 10.5 - Prob. 23ESCh. 10.5 - Prob. 24ESCh. 10.5 - In 21-25, use the steps of Algorithm 10.5.1 to...Ch. 10.6 - Prob. 1TYCh. 10.6 - Prob. 2TYCh. 10.6 - Prob. 3TYCh. 10.6 - In Kruskal’s algorithm, the edges of a connected,...Ch. 10.6 - Prob. 5TYCh. 10.6 - Prob. 6TYCh. 10.6 - At each stage of Dijkstra’s algorithm, the vertex...Ch. 10.6 - Prob. 1ESCh. 10.6 - Prob. 2ESCh. 10.6 - Prob. 3ESCh. 10.6 - Prob. 4ESCh. 10.6 - Prob. 5ESCh. 10.6 - Prob. 6ESCh. 10.6 - Prob. 7ESCh. 10.6 - Prob. 8ESCh. 10.6 - Prob. 9ESCh. 10.6 - Prob. 10ESCh. 10.6 - A pipeline is to be built that will link six...Ch. 10.6 - Use Dijkstra’s algorithm for the airline route...Ch. 10.6 - Use Dijkstra’s algorithm to find the shortest path...Ch. 10.6 - Use Dijkstra’s algorithm to find the shortest path...Ch. 10.6 - Use Dijkstra’s algorithm to find the shortest path...Ch. 10.6 - Use Dijkstra’s algorithm to find the shortest path...Ch. 10.6 - Prob. 17ESCh. 10.6 - Prob. 18ESCh. 10.6 - Prob. 19ESCh. 10.6 - Prob. 20ESCh. 10.6 - Prob. 21ESCh. 10.6 - Prob. 22ESCh. 10.6 - Prob. 23ESCh. 10.6 - Prob. 24ESCh. 10.6 - Prob. 25ESCh. 10.6 - Prob. 26ESCh. 10.6 - Prob. 27ESCh. 10.6 - Suppose a disconnected graph is input to Kruskal’s...Ch. 10.6 - Suppose a disconnected graph is input to Prim’s...Ch. 10.6 - Modify Algorithm 10.6.3 so that the output...Ch. 10.6 - Prob. 31ES
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