MATHEMATICAL METHODS IN THE PHY SCIENC
3rd Edition
ISBN: 9781118048870
Author: Boas
Publisher: WILEY
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Textbook Question
Chapter 1.6, Problem 25P
Use the ratio test to find whether the following series converge or diverge:
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Problem 1.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%.
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.(d) We assume that you sell the American put to a market participant A for the pricefound in (b). Explain how you act on the market…
Chapter 1 Solutions
MATHEMATICAL METHODS IN THE PHY SCIENC
Ch. 1.1 - In the bouncing ball example above, find the...Ch. 1.1 - Derive the formula (1.4) for the sum Sn of the...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - Use equation (1.8) to find the fractions that are...
Ch. 1.1 - Use equation (1.8) to find the fractions that are...Ch. 1.1 - In a water purification process, one-nth of the...Ch. 1.1 - If you invest a dollar at 6% interest compounded...Ch. 1.1 - A computer program gives the result 1/6 for the...Ch. 1.1 - Connect the midpoints of the sides of an...Ch. 1.1 - Suppose a large number of particles are bouncing...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.2 - In the following problems, find the limit of the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.4 - For the following series, write formulas for the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Use the preliminary test to decide whether the...Ch. 1.5 - Using (4.6), give a proof of the preliminary test....Ch. 1.6 - Show that n! 2 for all n 3. Hint: Write out a...Ch. 1.6 - Prove that the harmonic series n=11/n is divergent...Ch. 1.6 - Prove the convergence n=11/n2 by grouping terms...Ch. 1.6 - Use the comparison test to prove the convergence...Ch. 1.6 - Test the following series for convergence using...Ch. 1.6 - There are 9 one-digit numbers (1 to 9), 90...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to find whether the...Ch. 1.6 - Use the integral test to prove the following...Ch. 1.6 - In testing 1/n2 for convergence, a student...Ch. 1.6 - Use the integral test to show that n=0en2...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Use the ratio test to find whether the following...Ch. 1.6 - Prove the ratio test. Hint: If an+1/an1, take ...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Use the special comparison test to find whether...Ch. 1.6 - Prove the special comparison test. Hint (part a):...Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Test the following series for convergence....Ch. 1.7 - Prove that an absolutely convergent series n=1an...Ch. 1.7 - The following alternating series are divergent...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.9 - Test the following series for convergence or...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - Find the interval of convergence of each of the...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.10 - The following series are not power series, but you...Ch. 1.12 - By the method used to obtain (12.5) [which is the...Ch. 1.13 - Use the ratio test to show that a binomial series...Ch. 1.13 - Show that the binomial coefficients 1n=(1)n.Ch. 1.13 - Show that if p is a positive integer, then pn=0...Ch. 1.13 - Write the Maclaurin series for 1/1+x in form...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Using the methods of this section: Find the first...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - In cos x Hints: Method l: Write cos x = 1+(cos...Ch. 1.13 - Find the first few terms of the Maclaurin series...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.13 - Using method F above, find the first few terms of...Ch. 1.14 - Prove theorem (14.3). Hint: Group the terms in the...Ch. 1.14 - Using computer or tables (or Chapter 7, Section...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - In Problem 3 to 7, assume that the Maclaurin...Ch. 1.14 - Estimate the error if n=1xn/n3 is approximated by...Ch. 1.14 - Consider the series in Problem 4.6 and show that...Ch. 1.14 - Show that the interval of convergence of the...Ch. 1.14 - Show that the Maclaurin series for sin x converges...Ch. 1.14 - Show as in Problem 11 that the Maclaurin series...Ch. 1.14 - Show that Maclaurin for (1+x)p converges to (1+x)p...Ch. 1.15 - In problems 1 to 4, use power series to evaluate...Ch. 1.15 - In problems 1 to 4, use power series to evaluate...Ch. 1.15 - In problems 1 to 4, use power series to evaluate...Ch. 1.15 - In problems 1 to 4, use power series to evaluate...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Use Maclaurin series to evaluate each of the...Ch. 1.15 - Find a two term aproximation for each of the...Ch. 1.15 - Find a two term aproximation for each of the...Ch. 1.15 - Find the sum of each of the following series by...Ch. 1.15 - Find the sum of each of the following series by...Ch. 1.15 - Find the sum of each of the following series by...Ch. 1.15 - Find the sum of each of the following series by...Ch. 1.15 - By computer or tables, find the exact sum of each...Ch. 1.15 - By computer, find a numerical approximation for...Ch. 1.15 - The series n=11/n8,s1, is called the Riemann Zeta...Ch. 1.15 - Find the following limits using Maclaurin series...Ch. 1.15 - Evaluate the following indeterminate forms by...Ch. 1.15 - In general, we do not expect Maclaurin series to...Ch. 1.15 - Find the values of several derivatives of...Ch. 1.15 - The velocity of electrons from a high energy...Ch. 1.15 - The energy of an electron at speed in special...Ch. 1.15 - The figure shows a heavy weight suspended by a...Ch. 1.15 - Prob. 30PCh. 1.15 - A tall tower of circular cross section is...Ch. 1.15 - Show that the doubling time (time for your money...Ch. 1.15 - If you are at the top Of a tower Of height h above...Ch. 1.16 - Show that it is possible to stack a pile of...Ch. 1.16 - The picture is a mobile constructed of dowels (or...Ch. 1.16 - Show that n=21/n3/2 is convergent. What is wrong...Ch. 1.16 - Test for convergence: n=12nn!Ch. 1.16 - Test for convergence: n=2(n1)21+n2Ch. 1.16 - Test for convergence: n=2n1(n+1)21Ch. 1.16 - Test for convergence: n=21n1n(n)3Ch. 1.16 - Test for convergence: n=22n3n42Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the interval of convergence, including...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the Maclaurin series for the folliwing...Ch. 1.16 - Find the few terms of the Taylor series for the...Ch. 1.16 - Find the few terms of the Taylor series for the...Ch. 1.16 - Find the few terms of the Taylor series for the...Ch. 1.16 - Use the series you know to show that:...Ch. 1.16 - Use the series you know to show that:...Ch. 1.16 - Use the series you know to show that:...Ch. 1.16 - Evaluate the limit limx0x2/1ncosx by series (in...Ch. 1.16 - Use Maclaurin to do Problem 26 to 29 and check...Ch. 1.16 - Use Maclaurin to do Problem 26 to 29 and check...Ch. 1.16 - Use Maclaurin to do Problem 26 to 29 and check...Ch. 1.16 - Use Maclaurin to do Problem 26 to 29 and check...Ch. 1.16 - It is clear that you (or your computer) cant find...Ch. 1.16 - As in Problem 30, for each of the following...
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