Differential Equations with Boundary-Value Problems
9th Edition
ISBN: 9781337632515
Author: Dennis G. Zill
Publisher: Cengage Learning US
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Chapter 13.1, Problem 19E
Consider the annular plate in Figure 13.1.7. Discuss how the superposition principal discussed in Section 12.5 can be used to find the steady-state temperature u(r, θ) when the boundary conditions are
Figure 13.1.7 Annular plate in Problem 11
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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.
Chapter 13 Solutions
Differential Equations with Boundary-Value Problems
Ch. 13.1 - In Problems 1 4 find the steady-state temperature...Ch. 13.1 - In Problems 1 4 find the steady-state temperature...Ch. 13.1 - In Problems 1– 4 find the steady-state temperature...Ch. 13.1 - In Problems 1 4 find the steady-state temperature...Ch. 13.1 - Solve the exterior Dirichlet problem for a...Ch. 13.1 - Find the steady-state temperature u(r, θ) in a...Ch. 13.1 - Find the steady-state temperature u(r, θ) in a...Ch. 13.1 - Find the steady-state temperature u(r, θ) in the...Ch. 13.1 - Find the steady-state temperature u(r, ) in the...Ch. 13.1 - Find the steady-state temperature u(r, ) in the...
Ch. 13.1 - Find the steady-state temperature u(r, ) in the...Ch. 13.1 - If the boundary conditions for the annular plate...Ch. 13.1 - Find the steady-state temperature u(r, θ) in the...Ch. 13.1 - Find the steady-state temperature u(r, θ) in the...Ch. 13.1 - Find the steady-state temperature u(r, ) in the...Ch. 13.1 - Prob. 16ECh. 13.1 - Find the steady-state temperature u(r, ) in the...Ch. 13.1 - The plate in the first quadrant shown in Figure...Ch. 13.1 - Consider the annular plate in Figure 13.1.7....Ch. 13.1 - Prob. 20ECh. 13.1 - Prob. 21ECh. 13.1 - Prob. 22ECh. 13.2 - Find the displacement u(r, t) in Example 1 if f...Ch. 13.2 - A circular membrane of unit radius 1 is clamped...Ch. 13.2 - Find the steady-state temperature u(r, z) in the...Ch. 13.2 - Prob. 4ECh. 13.2 - Prob. 5ECh. 13.2 - Find the steady-state temperature u(r, z) in the...Ch. 13.2 - Find the steady-state temperatures u(r, z) in the...Ch. 13.2 - Find the steady-state temperatures u(r, z) in the...Ch. 13.2 - Prob. 9ECh. 13.2 - Prob. 10ECh. 13.2 - When there is heat transfer from the lateral side...Ch. 13.2 - Find the steady-state temperature u(r, z) in a...Ch. 13.2 - A circular plate is a composite of two different...Ch. 13.2 - Prob. 14ECh. 13.2 - Prob. 15ECh. 13.2 - Prob. 16ECh. 13.2 - In this problem we consider the general casethat...Ch. 13.3 - Solve the BVP in Example 1 if f()={50,0/20,/2....Ch. 13.3 - Prob. 2ECh. 13.3 - Prob. 3ECh. 13.3 - Prob. 4ECh. 13.3 - Find the steady-state temperature u(r, ) within a...Ch. 13.3 - The steady-state temperature in a hemisphere of...Ch. 13.3 - Prob. 7ECh. 13.3 - Prob. 8ECh. 13.3 - Prob. 9ECh. 13.3 - Prob. 10ECh. 13.3 - Prob. 11ECh. 13.3 - Prob. 12ECh. 13.3 - Prob. 13ECh. 13 - Find the steady-state temperature u(r, θ) in a...Ch. 13 - Find the steady-state temperature in the circular...Ch. 13 - Prob. 3RECh. 13 - Prob. 4RECh. 13 - Find the steady-state temperature u(r, ) in the...Ch. 13 - Prob. 6RECh. 13 - Prob. 7RECh. 13 - Prob. 8RECh. 13 - Find the steady-state temperature u(r, z) in the...Ch. 13 - Prob. 10RECh. 13 - Find the steady-state temperature u(r, θ) in a...Ch. 13 - Prob. 12RECh. 13 - Prob. 13RECh. 13 - Prob. 14RECh. 13 - Prob. 15RECh. 13 - Find the steady-state temperature u(r, θ) in the...Ch. 13 - Find the steady-state temperature u(r, z) in a...Ch. 13 - Prob. 18RECh. 13 - Prob. 19RECh. 13 - Prob. 20RECh. 13 - Prob. 21RE
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