Differential Equations with Boundary-Value Problems
9th Edition
ISBN: 9781337632515
Author: Dennis G. Zill
Publisher: Cengage Learning US
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Chapter 12.4, Problem 6E
In Problems 1–6 solve the wave equation (1) subject to the given conditions.
6.
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Problem1
We consider a two-period binomial model with the following properties: each period lastsone (1) year and the current stock price is S0 = 4. On each period, the stock price doubleswhen it moves up and is reduced by half when it moves down. The annual interest rateon the money market is 25%. (This model is the same as in Prob. 1 of HW#2).We consider four options on this market: A European call option with maturity T = 2 years and strike price K = 5; A European put option with maturity T = 2 years and strike price K = 5; An American call option with maturity T = 2 years and strike price K = 5; An American put option with maturity T = 2 years and strike price K = 5.(a) Find the price at time 0 of both European options.(b) Find the price at time 0 of both American options. Compare your results with (a)and comment.(c) For each of the American options, describe the optimal exercising strategy.
Please ensure that all parts of the question are answered thoroughly and clearly. Include a diagram to help explain answers. Make sure the explanation is easy to follow. Would appreciate work done written on paper. Thank you.
This question builds on an earlier problem. The randomized numbers may have changed, but have your work for the previous problem available to help with this one.
A 4-centimeter rod is attached at one end to a point A rotating counterclockwise on a wheel of radius 2 cm. The other end B is free to move back and forth along a horizontal bar that goes through the center of the wheel. At time t=0 the rod is situated as in the diagram at the left below. The
wheel rotates counterclockwise at 1.5 rev/sec. At some point, the rod will be tangent to the circle as shown in the third picture.
A
B
A
B
at some instant, the piston will be tangent to the circle
(a) Express the x and y coordinates of point A as functions of t:
x= 2 cos(3πt)
and y= 2 sin(3t)
(b) Write a formula for the slope of the tangent line to the circle at the point A at time t seconds:
-cot(3πt)
sin(3лt)
(c) Express the x-coordinate of the right end of the rod at point B as a function of t: 2 cos(3πt) +411-
4
-2 sin (3лt)
(d)…
Chapter 12 Solutions
Differential Equations with Boundary-Value Problems
Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...
Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 116 use separation of variables to...Ch. 12.1 - In Problems 1726 classify the given partial...Ch. 12.1 - Prob. 18ECh. 12.1 - In Problems 1726 classify the given partial...Ch. 12.1 - Prob. 20ECh. 12.1 - In Problems 1726 classify the given partial...Ch. 12.1 - Prob. 22ECh. 12.1 - Prob. 23ECh. 12.1 - Prob. 24ECh. 12.1 - Prob. 25ECh. 12.1 - Prob. 26ECh. 12.1 - In Problems 27 and 28 show that the given partial...Ch. 12.1 - In Problems 27 and 28 show that the given partial...Ch. 12.1 - Verify that each of the products u = XY in (3),...Ch. 12.1 - Prob. 30ECh. 12.1 - Prob. 31ECh. 12.1 - Prob. 32ECh. 12.2 - In Problems 16 a rod of length L coincides with...Ch. 12.2 - In Problems 16 a rod of length L coincides with...Ch. 12.2 - In Problems 16 a rod of length L coincides with...Ch. 12.2 - In Problems 16 a rod of length L coincides with...Ch. 12.2 - In Problems 16 a rod of length L coincides with...Ch. 12.2 - In Problems 16 a rod of length L coincides with...Ch. 12.2 - In Problems 710 a string of length L coincides...Ch. 12.2 - In Problems 710 a string of length L coincides...Ch. 12.2 - In Problems 710 a string of length L coincides...Ch. 12.2 - Prob. 10ECh. 12.2 - In Problems 11 and 12 set up the boundary-value...Ch. 12.2 - In Problems 11 and 12 set up the boundary-value...Ch. 12.3 - In Problems 1 and 2 solve the heat equation (1)...Ch. 12.3 - In Problems 1 and 2 solve the heat equation (1)...Ch. 12.3 - Find the temperature u(x, t) in a rod of length L...Ch. 12.3 - Solve Problem 3 if L = 2 and f(x)={x,0x10,1x2.Ch. 12.3 - Suppose heat is lost from the lateral surface of a...Ch. 12.3 - Solve Problem 5 if the ends x = 0 and x = L are...Ch. 12.3 - A thin wire coinciding with the x-axis on the...Ch. 12.3 - Find the temperature u(x, t) for the...Ch. 12.4 - In Problems 16 solve the wave equation (1) subject...Ch. 12.4 - In Problems 16 solve the wave equation (1) subject...Ch. 12.4 - In Problems 16 solve the wave equation (1) subject...Ch. 12.4 - In Problems 16 solve the wave equation (1) subject...Ch. 12.4 - In Problems 16 solve the wave equation (1) subject...Ch. 12.4 - In Problems 16 solve the wave equation (1) subject...Ch. 12.4 - In Problems 710 a string is tied to the x-axis at...Ch. 12.4 - In Problems 710 a string is tied to the x-axis at...Ch. 12.4 - In Problems 710 a string is tied to the x-axis at...Ch. 12.4 - In Problems 710 a string is tied to the x-axis at...Ch. 12.4 - Prob. 11ECh. 12.4 - A model for the motion of a vibrating string whose...Ch. 12.4 - Prob. 13ECh. 12.4 - Prob. 14ECh. 12.4 - Prob. 15ECh. 12.4 - Prob. 16ECh. 12.4 - The transverse displacement u(x, t) of a vibrating...Ch. 12.4 - Prob. 19ECh. 12.4 - The vertical displacement u(x, t) of an infinitely...Ch. 12.4 - Prob. 21ECh. 12.4 - Prob. 22ECh. 12.4 - Prob. 23ECh. 12.4 - Prob. 24ECh. 12.5 - In Problems 110 solve Laplaces equation (1) for a...Ch. 12.5 - In Problems 1–10 solve Laplace’s equation (1) for...Ch. 12.5 - In Problems 110 solve Laplaces equation (1) for a...Ch. 12.5 - In Problems 110 solve Laplaces equation (1) for a...Ch. 12.5 - In Problems 110 solve Laplaces equation (1) for a...Ch. 12.5 - In Problems 110 solve Laplaces equation (1) for a...Ch. 12.5 - In Problems 110 solve Laplaces equation (1) for a...Ch. 12.5 - In Problems 1–10 solve Laplace’s equation (1) for...Ch. 12.5 - In Problems 110 solve Laplaces equation (1) for a...Ch. 12.5 - Prob. 10ECh. 12.5 - In Problems 11 and 12 solve Laplaces equation (1)...Ch. 12.5 - In Problems 11 and 12 solve Laplaces equation (1)...Ch. 12.5 - Prob. 13ECh. 12.5 - Prob. 14ECh. 12.5 - In Problems 15 and 16 use the superposition...Ch. 12.5 - In Problems 15 and 16 use the superposition...Ch. 12.5 - Prob. 18ECh. 12.5 - Solve the Neumann problem for a rectangle:...Ch. 12.5 - Prob. 20ECh. 12.6 - In Problems 1-12 proceed as in Example 1 to solve...Ch. 12.6 - In Problems 1-12 proceed as in Example 1 to solve...Ch. 12.6 - Prob. 3ECh. 12.6 - In Problems 1-12 proceed as in Example 1 to solve...Ch. 12.6 - In Problems 1-12 proceed as in Example 1 to solve...Ch. 12.6 - Prob. 6ECh. 12.6 - Prob. 7ECh. 12.6 - Prob. 8ECh. 12.6 - In Problems 1-12 proceed as in Example 1 to solve...Ch. 12.6 - In Problems 1-12 proceed as in Example 1 to solve...Ch. 12.6 - Prob. 11ECh. 12.6 - Prob. 12ECh. 12.6 - Prob. 13ECh. 12.6 - In Problems 13-16 proceed as in Example 2 to solve...Ch. 12.6 - Prob. 15ECh. 12.6 - In Problems 13-16 proceed as in Example 2 to solve...Ch. 12.6 - Prob. 17ECh. 12.6 - Prob. 18ECh. 12.6 - Prob. 19ECh. 12.6 - Prob. 20ECh. 12.7 - In Example 1 find the temperature u(x, t) when the...Ch. 12.7 - Prob. 2ECh. 12.7 - Find the steady-state temperature for a...Ch. 12.7 - Prob. 4ECh. 12.7 - Prob. 5ECh. 12.7 - Prob. 6ECh. 12.7 - Prob. 7ECh. 12.7 - Prob. 8ECh. 12.7 - Prob. 9ECh. 12.7 - Prob. 10ECh. 12.8 - In Problems 1 and 2 solve the heat equation (1)...Ch. 12.8 - Prob. 2ECh. 12.8 - Prob. 3ECh. 12.8 - In Problems 3 and 4 solve the wave equation (2)...Ch. 12.8 - Prob. 5ECh. 12.8 - Prob. 6ECh. 12 - Use separation of variables to find product...Ch. 12 - Use separation of variables to find product...Ch. 12 - Find a steady-state solution (x) of the...Ch. 12 - Give a physical interpretation for the boundary...Ch. 12 - At t = 0 a string of unit length is stretched on...Ch. 12 - Prob. 6RECh. 12 - Find the steady-state temperature u(x, y) in the...Ch. 12 - Find the steady-state temperature u(x, y) in the...Ch. 12 - Prob. 9RECh. 12 - Find the temperature u(x, t) in the infinite plate...Ch. 12 - Prob. 11RECh. 12 - Solve the boundary-value problem 2ux2+sinx=ut, 0 ...Ch. 12 - Prob. 13RECh. 12 - The concentration c(x, t) of a substance that both...Ch. 12 - Prob. 15RECh. 12 - Solve Laplaces equation for a rectangular plate...Ch. 12 - Prob. 17RECh. 12 - Prob. 18RECh. 12 - Prob. 19RECh. 12 - If the four edges of the rectangular plate in...
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- 5. [-/1 Points] DETAILS MY NOTES SESSCALCET2 6.5.AE.003. y y= ex² 0 Video Example x EXAMPLE 3 (a) Use the Midpoint Rule with n = 10 to approximate the integral कर L'ex² dx. (b) Give an upper bound for the error involved in this approximation. SOLUTION 8+2 1 L'ex² d (a) Since a = 0, b = 1, and n = 10, the Midpoint Rule gives the following. (Round your answer to six decimal places.) dx Ax[f(0.05) + f(0.15) + ... + f(0.85) + f(0.95)] 0.1 [0.0025 +0.0225 + + e0.0625 + 0.1225 e0.3025 + e0.4225 + e0.2025 + + e0.5625 €0.7225 +0.9025] The figure illustrates this approximation. (b) Since f(x) = ex², we have f'(x) = 0 ≤ f'(x) = < 6e. ASK YOUR TEACHER and f'(x) = Also, since 0 ≤ x ≤ 1 we have x² ≤ and so Taking K = 6e, a = 0, b = 1, and n = 10 in the error estimate, we see that an upper bound for the error is as follows. (Round your final answer to five decimal places.) 6e(1)3 e 24( = ≈arrow_forward1. Consider the following preference ballots: Number of voters Rankings 6 5 4 2 1st choice A DCB DC 2nd choice B B D 3rd choice DCBD 4th choice CA AAA For each of the four voting systems we have studied, determine who would win the election in each case. (Remember: For plurality with runoff, all but the top two vote-getters are simultaneously eliminated at the end of round 1.)arrow_forwardPractice k Help ises A 96 Anewer The probability that you get a sum of at least 10 is Determine the number of ways that the specified event can occur when two number cubes are rolled. 1. Getting a sum of 9 or 10 3. Getting a sum less than 5 2. Getting a sum of 6 or 7 4. Getting a sum that is odd Tell whether you would use the addition principle or the multiplication principle to determine the total number of possible outcomes for the situation described. 5. Rolling three number cubes 6. Getting a sum of 10 or 12 after rolling three number cubes A set of playing cards contains four groups of cards designated by color (black, red, yellow, and green) with cards numbered from 1 to 14 in each group. Determine the number of ways that the specified event can occur when a card is drawn from the set. 7. Drawing a 13 or 14 9. Drawing a number less than 4 8. Drawing a yellow or green card 10. Drawing a black, red, or green car The spinner is divided into equal parts. Find the specified…arrow_forward
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