DISCRETE MATHEMATICS+ITS APPL. (LL)-W/A
8th Edition
ISBN: 9781260521337
Author: ROSEN
Publisher: MCG
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Textbook Question
Chapter 12.4, Problem 6E
Use K-maps to find simpler circuits with the same output as each of the circuits shown.
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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 12 Solutions
DISCRETE MATHEMATICS+ITS APPL. (LL)-W/A
Ch. 12.1 - Prob. 1ECh. 12.1 - Find the values, if any, of the Boolean...Ch. 12.1 - a) Show that(1.1)+(0.1+0)=1 . b) Translate the...Ch. 12.1 - a) Show that(10)+(10)=1 . b) Translate the...Ch. 12.1 - Use a table to express the values of each of these...Ch. 12.1 - Use a table to express the values of each of these...Ch. 12.1 - Use a 3-cubeQ3to represent each of the Boolean...Ch. 12.1 - Use a 3-cubeQ3to represent each of the Boolean...Ch. 12.1 - What values of the Boolean...Ch. 12.1 - How many different Boolean functions are there of...
Ch. 12.1 - Prove the absorption lawx+xy=x using the other...Ch. 12.1 - Show thatF(x,y,z)=xy+xz+yz has the value 1 if and...Ch. 12.1 - Show thatxy+yz+xz=xy+yz+xz .Ch. 12.1 - 3Exercises 14-23 deal the Boolean algebra {0, 1}...Ch. 12.1 - Exercises 14-23 deal with the Boolean algebra {0,...Ch. 12.1 - Prob. 16ECh. 12.1 - Exercises 14-23 deal with the Boolean algebra {0,...Ch. 12.1 - Prob. 18ECh. 12.1 - Prob. 19ECh. 12.1 - Prob. 20ECh. 12.1 - Prob. 21ECh. 12.1 - Prob. 22ECh. 12.1 - Exercises 4-3 deal with the Boolean algebra {0, 1}...Ch. 12.1 - Prob. 24ECh. 12.1 - Prob. 25ECh. 12.1 - Prob. 26ECh. 12.1 - Prove or disprove these equalities. a)x(yz)=(xy)z...Ch. 12.1 - Find the duals of these Boolean expressions. a)x+y...Ch. 12.1 - Prob. 29ECh. 12.1 - Show that ifFandGare Boolean functions represented...Ch. 12.1 - How many different Boolean functionsF(x,y,z) are...Ch. 12.1 - How many different Boolean functionsF(x,y,z) are...Ch. 12.1 - Show that you obtain De Morgan’s laws for...Ch. 12.1 - Show that you obtain the ab,sorption laws for...Ch. 12.1 - In Exercises 35-42, use the laws in Definition 1...Ch. 12.1 - In Exercises 35-42, use the laws in Definition to...Ch. 12.1 - Prob. 37ECh. 12.1 - Prob. 38ECh. 12.1 - In Exercises 35-42, use the laws in Definition 1...Ch. 12.1 - Prob. 40ECh. 12.1 - Prob. 41ECh. 12.1 - Prob. 42ECh. 12.1 - Prob. 43ECh. 12.2 - Find a Boolean product of the Boolean...Ch. 12.2 - Find the sum of products expansions of these...Ch. 12.2 - Find the sum-of-products expansions of these...Ch. 12.2 - Find the sum-of-products expansions of the Boolean...Ch. 12.2 - Find the sum-of -products expansion of the Boolean...Ch. 12.2 - Find the sum-of-products expansion of the Boolean...Ch. 12.2 - Another way to find a Boolean expression that...Ch. 12.2 - Prob. 8ECh. 12.2 - Prob. 9ECh. 12.2 - Another way to find a Boolean expression that...Ch. 12.2 - Prob. 11ECh. 12.2 - Express each of these Boolean functions using the...Ch. 12.2 - Express each of the Boolean functions in...Ch. 12.2 - Show that a)x=xx . b)xy=(xy)(xy) . c)x+y=(xx)(yy)...Ch. 12.2 - Prob. 15ECh. 12.2 - Show that{} is functionally complete using...Ch. 12.2 - Express each of the Boolean functions in Exercise...Ch. 12.2 - Express each of the Boolean functions in Exercise...Ch. 12.2 - Show that the set of operators{+,} is not...Ch. 12.2 - Are these sets of operators functionally complete?...Ch. 12.3 - In Exercises 1—5 find the output of the given...Ch. 12.3 - In Exercises 1—5 find the output of the given...Ch. 12.3 - In Exercises 1—5 find the output of the given...Ch. 12.3 - In Exercises 1—5 find the output of the given...Ch. 12.3 - In Exercises 1—5 find the output of the given...Ch. 12.3 - Construct circuits from inverters, AND gates, and...Ch. 12.3 - Design a circuit that implements majority voting...Ch. 12.3 - Design a circuit for a light fixture controlled by...Ch. 12.3 - Show how the sum of two five-bit integers can be...Ch. 12.3 - Construct a circuit for a half subtractor using...Ch. 12.3 - Construct a circuit for a full subtractor using...Ch. 12.3 - Use the circuits from Exercises 10 and 11 to find...Ch. 12.3 - Construct a circuit that compares the two-bit...Ch. 12.3 - Construct a circuit that computes the product of...Ch. 12.3 - Use NAND gates to construct circuits with these...Ch. 12.3 - Use NOR gates to construct circuits for the...Ch. 12.3 - Construct a half adder using NAND gates.Ch. 12.3 - Construct a half adder using NOR gates.Ch. 12.3 - Construct a multiplexer using AND gates, OR gates,...Ch. 12.3 - Find the depth of a) the circuit constructed in...Ch. 12.4 - Prob. 1ECh. 12.4 - Find the sum-of-products expansions represented by...Ch. 12.4 - Draw the K-maps of these sum-of-products...Ch. 12.4 - Use a K-map to find a minimal expansion as a...Ch. 12.4 - a) Draw a K-map for a function in three variables....Ch. 12.4 - Use K-maps to find simpler circuits with the same...Ch. 12.4 - Prob. 7ECh. 12.4 - Prob. 8ECh. 12.4 - Construct a K-map for F(x,y,z) =xz + yz+y z. Use...Ch. 12.4 - Draw the 3-cube Q3 and label each vertex with the...Ch. 12.4 - Prob. 11ECh. 12.4 - Use a K-map to find a minimal expansion as a...Ch. 12.4 - a) Draw a K-map for a function in four variables....Ch. 12.4 - Use a K-map to find a minimal expansion as a...Ch. 12.4 - Find the cells in a K-map for Boolean functions...Ch. 12.4 - How many cells in a K-map for Boolean functions...Ch. 12.4 - a) How many cells does a K-map in six variables...Ch. 12.4 - Show that cells in a K-map for Boolean functions...Ch. 12.4 - Which rows and which columns of a 4 x 16 map for...Ch. 12.4 - Prob. 20ECh. 12.4 - Prob. 21ECh. 12.4 - Use the Quine-McCluskey method to simplify the...Ch. 12.4 - Use the Quine—McCluskey method to simp1i’ the...Ch. 12.4 - Prob. 24ECh. 12.4 - Use the Quine—McCluskey method to simplify the...Ch. 12.4 - Prob. 26ECh. 12.4 - Prob. 27ECh. 12.4 - Prob. 28ECh. 12.4 - Prob. 29ECh. 12.4 - Prob. 30ECh. 12.4 - Prob. 31ECh. 12.4 - Prob. 32ECh. 12.4 - show that products of k literals correspond to...Ch. 12 - Define a Boolean function of degreen.Ch. 12 - Prob. 2RQCh. 12 - Prob. 3RQCh. 12 - Prob. 4RQCh. 12 - Prob. 5RQCh. 12 - Prob. 6RQCh. 12 - Explain how to build a circuit for a light...Ch. 12 - Prob. 8RQCh. 12 - Is there a single type of logic gate that can be...Ch. 12 - a) Explain how K-maps can be used to simplify...Ch. 12 - a) Explain how K-maps can be used to simplify...Ch. 12 - a) What is a don’t care condition? b) Explain how...Ch. 12 - a) Explain how to use the Quine-McCluskev method...Ch. 12 - Prob. 1SECh. 12 - Prob. 2SECh. 12 - Prob. 3SECh. 12 - Prob. 4SECh. 12 - Prob. 5SECh. 12 - Prob. 6SECh. 12 - Prob. 7SECh. 12 - Prob. 8SECh. 12 - Prob. 9SECh. 12 - Prob. 10SECh. 12 - Prob. 11SECh. 12 - Prob. 12SECh. 12 - Prob. 13SECh. 12 - Prob. 14SECh. 12 - Prob. 15SECh. 12 - Prob. 16SECh. 12 - How many of the 16 Boolean functions in two...Ch. 12 - Prob. 18SECh. 12 - Prob. 19SECh. 12 - Design a circuit that determines whether three or...Ch. 12 - Prob. 21SECh. 12 - A Boolean function that can be represented by a...Ch. 12 - Prob. 23SECh. 12 - Prob. 24SECh. 12 - Given the values of two Boolean variablesxandy,...Ch. 12 - Prob. 2CPCh. 12 - Prob. 3CPCh. 12 - Prob. 4CPCh. 12 - Prob. 5CPCh. 12 - Prob. 6CPCh. 12 - Prob. 7CPCh. 12 - Prob. 8CPCh. 12 - Prob. 9CPCh. 12 - Given the table of values of a Boolean function,...Ch. 12 - Prob. 11CPCh. 12 - Prob. 12CPCh. 12 - Prob. 1CAECh. 12 - Prob. 2CAECh. 12 - Prob. 3CAECh. 12 - Prob. 4CAECh. 12 - Prob. 5CAECh. 12 - Prob. 6CAECh. 12 - Prob. 7CAECh. 12 - Describe some of the early machines devised to...Ch. 12 - Explain the difference between combinational...Ch. 12 - Prob. 3WPCh. 12 - Prob. 4WPCh. 12 - Find out how logic gates are physically...Ch. 12 - Explain howdependency notationcan be used to...Ch. 12 - Describe how multiplexers are used to build...Ch. 12 - Explain the advantages of using threshold gates to...Ch. 12 - Describe the concept ofhazard-free switching...Ch. 12 - Explain how to use K-maps to minimize functions of...Ch. 12 - Prob. 11WPCh. 12 - Describe what is meant by the functional...
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