Discrete Mathematics with Graph Theory (Classic Version) (3rd Edition) (Pearson Modern Classics for Advanced Mathematics Series)
3rd Edition
ISBN: 9780134689555
Author: Edgar Goodaire, Michael Parmenter
Publisher: PEARSON
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Chapter 11.2, Problem 6E
To determine
The maximum number of arcs on a (directed) walk between two vertices. If a digraph with n vertices has no (directed) cycles.
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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 11 Solutions
Discrete Mathematics with Graph Theory (Classic Version) (3rd Edition) (Pearson Modern Classics for Advanced Mathematics Series)
Ch. 11.1 - Prob. 1TFQCh. 11.1 - Prob. 2TFQCh. 11.1 - Prob. 3TFQCh. 11.1 - In a graph G with two odd vertices, 1 and 2 , the...Ch. 11.1 - If a graph G has six odd vertices, to solve the...Ch. 11.1 - Prob. 6TFQCh. 11.1 - Prob. 7TFQCh. 11.1 - In the weighted graph the Chinese Postman Problem...Ch. 11.1 - Prob. 9TFQCh. 11.1 - In the unweighted graph n, n odd, the Chinese...
Ch. 11.1 - Solve the Chinese Postman Problem for each of the...Ch. 11.1 - Prob. 2ECh. 11.1 - 3. [BB] Solve the Chinese Postman Problem for the...Ch. 11.1 - In a graph G with two odd vertices, 1 and 2 , the...Ch. 11.1 - Solve the Chinese Postman Problem for each of the...Ch. 11.1 - Prob. 6ECh. 11.1 - Prob. 7ECh. 11.1 - Solve the Chinese Postman Problem for the weighted...Ch. 11.1 - Prob. 9ECh. 11.1 - Prob. 10ECh. 11.1 - Prob. 11ECh. 11.1 - Prob. 12ECh. 11.2 - Prob. 1TFQCh. 11.2 - Prob. 2TFQCh. 11.2 - Prob. 3TFQCh. 11.2 - Prob. 4TFQCh. 11.2 - Prob. 5TFQCh. 11.2 - Prob. 6TFQCh. 11.2 - Prob. 7TFQCh. 11.2 - Prob. 8TFQCh. 11.2 - Prob. 9TFQCh. 11.2 - Prob. 10TFQCh. 11.2 - Prob. 1ECh. 11.2 - Prob. 2ECh. 11.2 - Prob. 3ECh. 11.2 - Prob. 4ECh. 11.2 - Prob. 5ECh. 11.2 - Prob. 6ECh. 11.2 - Prob. 7ECh. 11.2 - Prob. 8ECh. 11.2 - Prob. 9ECh. 11.2 - Prove Theorem 11.2.4: A digraph is Eulerian if and...Ch. 11.2 - Prob. 11ECh. 11.2 - Prob. 12ECh. 11.2 - 13. Label the vertices of each pair of digraphs in...Ch. 11.2 - 14. Consider the digraphs , shown.
(a) Find the...Ch. 11.2 - The answers to exercises marked [BB] can be found...Ch. 11.2 - In each of the following cases, find a permutation...Ch. 11.2 - Prob. 17ECh. 11.2 - Prob. 18ECh. 11.2 - [BB] if a graph G is connected and some...Ch. 11.2 - Prob. 20ECh. 11.2 - Prob. 21ECh. 11.2 - Prob. 22ECh. 11.2 - Prob. 23ECh. 11.2 - [BB] Apply the original form of Dijkstras...Ch. 11.2 - Prob. 25ECh. 11.2 - Prob. 26ECh. 11.2 - Prob. 27ECh. 11.2 - Prob. 28ECh. 11.2 - [BB] The Bellman-Ford algorithm can be terminated...Ch. 11.2 - Prob. 30ECh. 11.2 - Prob. 31ECh. 11.2 - Prob. 32ECh. 11.2 - Prob. 33ECh. 11.3 - Prob. 1TFQCh. 11.3 - Prob. 2TFQCh. 11.3 - Prob. 3TFQCh. 11.3 - Prob. 4TFQCh. 11.3 - Prob. 5TFQCh. 11.3 - Prob. 6TFQCh. 11.3 - Prob. 7TFQCh. 11.3 - Prob. 8TFQCh. 11.3 - Prob. 9TFQCh. 11.3 - Prob. 1ECh. 11.3 - Prob. 2ECh. 11.3 - Prob. 3ECh. 11.3 - Prob. 4ECh. 11.3 - Prob. 5ECh. 11.4 - Prob. 1TFQCh. 11.4 - Prob. 2TFQCh. 11.4 - Prob. 3TFQCh. 11.4 - Prob. 4TFQCh. 11.4 - Prob. 5TFQCh. 11.4 - Prob. 6TFQCh. 11.4 - Prob. 7TFQCh. 11.4 - Prob. 8TFQCh. 11.4 - Prob. 9TFQCh. 11.4 - Prob. 10TFQCh. 11.4 - Prob. 1ECh. 11.4 - Prob. 2ECh. 11.4 - Prob. 3ECh. 11.4 - Prob. 4ECh. 11.4 - Prob. 5ECh. 11.4 - Prob. 6ECh. 11.4 - Prob. 7ECh. 11.4 - Prob. 8ECh. 11.4 - Prob. 9ECh. 11.4 - Prob. 10ECh. 11.4 - Prob. 11ECh. 11.4 - Prob. 12ECh. 11.5 - Prob. 1TFQCh. 11.5 - Prob. 2TFQCh. 11.5 - Prob. 3TFQCh. 11.5 - Prob. 4TFQCh. 11.5 - Prob. 5TFQCh. 11.5 - Prob. 6TFQCh. 11.5 - Prob. 7TFQCh. 11.5 - Prob. 8TFQCh. 11.5 - Prob. 9TFQCh. 11.5 - 10. In a type scheduling problem, a vertex that...Ch. 11.5 - Prob. 1ECh. 11.5 - [BB] The construction of a certain part in an...Ch. 11.5 - Prob. 3ECh. 11.5 - Prob. 4ECh. 11.5 - Prob. 5ECh. 11.5 - 6.(a) Find two different orientations on the edges...Ch. 11.5 - Prob. 7ECh. 11.5 - 8. Repeat Exercise 7 if, in addition to all the...Ch. 11.5 - Repeat Exercise 7 if A takes 6 months to complete...Ch. 11.5 - Prob. 10ECh. 11.5 - Prob. 11ECh. 11.5 - Prob. 12ECh. 11.5 - Prob. 13ECh. 11.5 - Prob. 14ECh. 11.5 - Prob. 15ECh. 11.5 - Prob. 16ECh. 11.5 - 17. The computer systems manager in mathematics...Ch. 11 - Solve the Chinese Postman Problem for the two...Ch. 11 - Prob. 2RECh. 11 - 3. Solve the Chinese Postman Problem for the...Ch. 11 - Prob. 4RECh. 11 - Prob. 5RECh. 11 - Prob. 6RECh. 11 - Prob. 7RECh. 11 - Prob. 8RECh. 11 - Prob. 9RECh. 11 - 11. Let and assume that the complete graph has...Ch. 11 - Prob. 11RECh. 11 - Prob. 12RECh. 11 - Prob. 13RECh. 11 - Prob. 14RECh. 11 - Use a version of Dijkstras algorithm to find a...Ch. 11 - Prob. 16RECh. 11 - Prob. 17RECh. 11 - Prob. 18RECh. 11 - Prob. 19RECh. 11 - 20. The following chart lists a number of tasks...Ch. 11 - Prob. 21RE
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