Discrete Mathematics
5th Edition
ISBN: 9780134689562
Author: Dossey, John A.
Publisher: Pearson,
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Chapter 2, Problem 5SE
To determine
To compute: The set operation
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The purpose of this problem is to solve the Black-Scholes PDE with analytical techniques,
which will lead us back to the Black-Scholes formula. The technique is very similar to the
one used with the Feynman-Kac formula back in MATH 467.
Let's consider the PDE given by
with terminal condition f(T,x)
af
+
Ət
1
02
ર
.2მ2 f
af
მ2
+rx
მე
- rf = 0,
=
(x-K)+. The solution f(t, x) corresponds to the price
of a call option (given the initial condition) at time t if the stock price is x.
(a) The first two things that prevent us from solving this PDE directly are
(i) the fact that we have a terminal condition, instead of an initial condition;
(ii) the terms in front of the derivatives are not constant.
To address these, we use the transformation g(t, x) = ƒ(T − t,e³), equivalent to
f(t, x) = g(T-t, log(x)). Under this condition, determine the PDE and the initial
condition satisfied by g.
(b) Now, the PDE obtained in (a) should have an initial condition and constant coeffi-
cients, but it still…
٣:٥٣
النموذج الاول
. . .
O O O
بشما ند الحمر الحمر
الجمهورية الجنية
وزارة التربية والتعليم
اليوم
التاريخ
اللجنة العليا للاختبارات
الزمن
اختبار مادة الجبر والهندسة
لجنة المطابع السرية المركزية
للشهادة الثانوية العامة (القسم العلمي)
الفترة
%97
(1)
ظلل في ورقة الإجابة الدائرة التي تحتوي على الحرف ( ص ) للإجابة الصحيحة والحرف ( خ ) للإجابة الخطأ بحسب رقم الفقرة لكل مما يأتي ( درجة لكل فقرة )
)1
)
2
)
3
)
4
) بؤرة القطع س" = ١٢ ص هي (
۲
) طول المحور الأصغر للقطع ٩ س + ص = ٩ يساوي 6 وحدات طول .
) إذا كان & عدد مركب ، 181 + 11 = ٦ ، فإن ١١ = ٣ .
) إذا كان م + ۳ ت = ۲ + ت ب م ، ب دع ، فإن م + ب =
5 ( ) إذا كان & = ۱ + ٣ ت ، فإن ٠ = ١٠ .
6 ( - ) إذا كان ٥٠ - ٣ - ١٢٠ ٤ - ٣ ، فإن قيمة ٧ = ٥ .
1
)
=
N
) إذا كان ح هو الحد الخالي من س في المفكوك ( س +
v. N
8 ( ( قيمة المقدار , = + ۱ ، * . . +
، فإن قيمة ٧ = ١٦ .
۱ +
9 ( ) المستقيمان المقاربان للقطع الذي معادلته س" = ١ هما ص = :
۹
10 ( ) إذا كان ٥ + س = ٢٤ ، فإن قيمة س = - 1
س
11 ( ) إذا كانت النسبة بين الحدين الأوسطين تساوي 9 في المفكوك ( س + - ) ،…
الاسم
يمنع استخدام الآلة الحاسبة
ظلل في ورقة الإجابة الدائرة التي تحتوي على الحرف (ص) للإجابة الصحيحة والحرف (خ) للإجابة الخطأ بحسب رقم الفقرة لكل مما يأتي:
درجة لكل فقرة.
( ) نها جا
元
جتا
= صفر
س ۱
س
س -۱
( ) يمكن إعادة تعريف الدالة د(س) = س قاس لكي تكون متصلة عند س = 7
( ) إذا كانت د(س) = (٢) س - س ) ؛ فإن د(١) = ٦
٢ س ص ( ) إذا كانت س +
0=
؛ فإن عند ) - ١ ، - ٦ ) تساوي (٦)
( ) إذا كانت د(س) = س ه ، و (س) = ٣ س ٢ + ٢ س ؛ فإن ( د ) (۱) = ۸
) ( معادلة ناظم الدالة ص = د(س) عند النقطة ) ( ، د (۲)) هي ص - (د (م) - - د (۲) ( س - م )
( ) إذا كانت ص = ظتا٢ س ؛ فإن ص = ٢ ص قتا ٢س
) ( إذا كانت د(س) = س ؛ فإن د (T) =
جتاس
1-
T
( ) إذا كانت د(س) = 1 - جناس
جاس
؛ فإن د () = - 1
( ) إذا كانت الدالة د (س) تحقق شروط مبرهنة القيمة المتوسطة على [ ، ب ] ، فإنه يوجد جـ ] ، ب [ بحيث (جـ) =
(P) + (~)- -
ب + P
1
2
3
4
5
6
7
8
9
10
11
( ) للدالة د(س) = لو ( س ) + (٣) نقطة حرجة عند س = .
( ) إذا كان س = - ٢ مقارباً رأسياً للدالة د(س)
12
10 13
14
15
16
17
س = لو|س | + ث
-
=
۲ س + ٣
ب س + ٤ ، فإن معادلة…
Chapter 2 Solutions
Discrete Mathematics
Ch. 2.1 - Prob. 1ECh. 2.1 - Prob. 2ECh. 2.1 - Prob. 3ECh. 2.1 - Prob. 4ECh. 2.1 - In Exercises 5–8, compute A × B for each of the...Ch. 2.1 - In Exercises 5–8, compute A × B for each of the...Ch. 2.1 - In Exercises 5–8, compute A × B for each of the...Ch. 2.1 - Prob. 8ECh. 2.1 - Prob. 9ECh. 2.1 - Prob. 10E
Ch. 2.1 - Prob. 11ECh. 2.1 - Prob. 12ECh. 2.1 - Give an example of sets for which , but A ≠ B.
Ch. 2.1 - Give an example of sets for which , but A ≠ B.
Ch. 2.1 - Give an example of sets for which , but A ≠ B.
Ch. 2.1 - Give an example of sets for which (A − B) − C ≠ A...Ch. 2.1 - Use Theorems 2.1 and 2.2 as in Example 2.4 to...Ch. 2.1 - Use Theorems 2.1 and 2.2 as in Example 2.4 to...Ch. 2.1 - Use Theorems 2.1 and 2.2 as in Example 2.4 to...Ch. 2.1 - Prob. 20ECh. 2.1 - Prob. 21ECh. 2.1 - Prob. 22ECh. 2.1 - Prob. 23ECh. 2.1 - Use Theorems 2.1 and 2.2 as in Example 2.4 to...Ch. 2.1 - If A is a set containing m elements and B is a set...Ch. 2.1 - Under what conditions is A − B = B − A?
Ch. 2.1 - Under what conditions is A ⋃ B = A?
Ch. 2.1 - Under what conditions is A ⋂ B = A?
Ch. 2.1 - Prob. 29ECh. 2.1 - Prob. 30ECh. 2.1 - Prob. 31ECh. 2.1 - Prob. 32ECh. 2.1 - Prob. 33ECh. 2.1 - Prob. 34ECh. 2.1 - Prob. 35ECh. 2.1 - Prob. 36ECh. 2.1 - Prob. 37ECh. 2.1 - Prove the set equalities in Exercises...Ch. 2.1 - Prob. 39ECh. 2.1 - Prove that (A × C) ⋃ (B × D) ⊆ (A ⋃ B) × (C ⋃ D).
Ch. 2.2 - In Exercises 1–12, determine which of the...Ch. 2.2 - In Exercises 1–12, determine which of the...Ch. 2.2 - In Exercises 1–12, determine which of the...Ch. 2.2 - In Exercises 1–12, determine which of the...Ch. 2.2 - In Exercises 1-12, determine which of the...Ch. 2.2 - Prob. 6ECh. 2.2 - In Exercises 1–12, determine which of the...Ch. 2.2 - Prob. 8ECh. 2.2 - In Exercises 1–12, determine which of the...Ch. 2.2 - In Exercises 1–12, determine which of the...Ch. 2.2 - In Exercises 1–12, determine which of the...Ch. 2.2 - Prob. 12ECh. 2.2 - In Exercises 13-18, show that the given relation R...Ch. 2.2 - In Exercises 13-18, show that the given relation R...Ch. 2.2 - In Exercises 13-18, show that the given relation R...Ch. 2.2 - In Exercises 13-18, show that the given relation R...Ch. 2.2 - Prob. 17ECh. 2.2 - In Exercises 13–18, show that the given relation R...Ch. 2.2 - Prob. 19ECh. 2.2 - Write the equivalence relation on {1, 2, 3, 4, 5,...Ch. 2.2 - Prob. 21ECh. 2.2 - Prob. 22ECh. 2.2 - Prob. 23ECh. 2.2 - Let R1 and R2 be equivalence relations on sets S1...Ch. 2.2 - Determine the number of relations on a set S...Ch. 2.2 - Prob. 26ECh. 2.2 - Prob. 27ECh. 2.2 - How many partitions are there of a set containing...Ch. 2.2 - Prob. 29ECh. 2.2 - Prob. 30ECh. 2.2 - Prob. 31ECh. 2.2 - Prob. 33ECh. 2.3 - In Exercises 1–8, determine whether the given...Ch. 2.3 - Prob. 2ECh. 2.3 - Prob. 3ECh. 2.3 - Prob. 4ECh. 2.3 - Prob. 5ECh. 2.3 - Prob. 6ECh. 2.3 - Prob. 7ECh. 2.3 - Prob. 8ECh. 2.3 - Prob. 9ECh. 2.3 - Prob. 10ECh. 2.3 - Prob. 11ECh. 2.3 - Prob. 12ECh. 2.3 - Prob. 13ECh. 2.3 - Prob. 14ECh. 2.3 - Prob. 15ECh. 2.3 - Prob. 16ECh. 2.3 - Prob. 17ECh. 2.3 - Prob. 18ECh. 2.3 - Prob. 19ECh. 2.3 - Prob. 20ECh. 2.3 - Prob. 21ECh. 2.3 - Prob. 22ECh. 2.3 - Prob. 23ECh. 2.3 - Prob. 24ECh. 2.3 - Prob. 25ECh. 2.3 - Prob. 26ECh. 2.3 - Prob. 27ECh. 2.3 - Consider the “divides” relation on the set of...Ch. 2.3 - Prob. 29ECh. 2.3 - Prob. 30ECh. 2.3 - Prob. 31ECh. 2.3 - Prob. 32ECh. 2.3 - Prob. 33ECh. 2.3 - Prob. 34ECh. 2.3 - Prob. 35ECh. 2.3 - Prob. 37ECh. 2.3 - Prob. 38ECh. 2.3 - Prob. 39ECh. 2.3 - Prob. 40ECh. 2.3 - Prob. 41ECh. 2.3 - Prob. 42ECh. 2.4 - In Exercises 1–4, determine which of the given...Ch. 2.4 - In Exercises 1–4, determine which of the given...Ch. 2.4 - In Exercises 1–4, determine which of the given...Ch. 2.4 - In Exercises 1–4, determine which of the given...Ch. 2.4 - In Exercises 5–12, determine whether the given g...Ch. 2.4 - In Exercises 5–12, determine whether the given g...Ch. 2.4 - In Exercises 5–12, determine whether the given g...Ch. 2.4 - In Exercises 5–12, determine whether the given g...Ch. 2.4 - In Exercises 5–12, determine whether the given g...Ch. 2.4 - In Exercises 5–12, determine whether the given g...Ch. 2.4 - In Exercises 5–12, determine whether the given g...Ch. 2.4 - In Exercises 5–12, determine whether the given g...Ch. 2.4 - Prob. 13ECh. 2.4 - Prob. 14ECh. 2.4 - Prob. 15ECh. 2.4 - Prob. 16ECh. 2.4 - Prob. 17ECh. 2.4 - Prob. 18ECh. 2.4 - Prob. 19ECh. 2.4 - Prob. 20ECh. 2.4 - Prob. 21ECh. 2.4 - Prob. 22ECh. 2.4 - Prob. 23ECh. 2.4 - Prob. 24ECh. 2.4 - Prob. 25ECh. 2.4 - Prob. 26ECh. 2.4 - Prob. 27ECh. 2.4 - Prob. 28ECh. 2.4 - Prob. 29ECh. 2.4 - Prob. 30ECh. 2.4 - Prob. 31ECh. 2.4 - Prob. 32ECh. 2.4 - Prob. 33ECh. 2.4 - Prob. 34ECh. 2.4 - Prob. 35ECh. 2.4 - Prob. 36ECh. 2.4 - Prob. 37ECh. 2.4 - Prob. 38ECh. 2.4 - Prob. 39ECh. 2.4 - Determine formulas for the functions gf and fg in...Ch. 2.4 - Prob. 41ECh. 2.4 - Prob. 42ECh. 2.4 - Prob. 43ECh. 2.4 - Prob. 44ECh. 2.4 - In Exercises 45–52, Z denotes the set of integers....Ch. 2.4 - In Exercises 45–52, Z denotes the set of integers....Ch. 2.4 - In Exercises 45–52, Z denotes the set of integers....Ch. 2.4 - In Exercises 45–52, Z denotes the set of integers....Ch. 2.4 - Prob. 49ECh. 2.4 - In Exercises 45–52, Z denotes the set of integers....Ch. 2.4 - In Exercises 45–52, Z denotes the set of integers....Ch. 2.4 - Prob. 52ECh. 2.4 - In Exercises 53–60, X denotes the set of real...Ch. 2.4 - In Exercises 53–60, X denotes the set of real...Ch. 2.4 - In Exercises 53–60, X denotes the set of real...Ch. 2.4 - In Exercises 53–60, X denotes the set of real...Ch. 2.4 - In Exercises 53–60, X denotes the set of real...Ch. 2.4 - In Exercises 53–60, X denotes the set of real...Ch. 2.4 - In Exercises 53–60, X denotes the set of real...Ch. 2.4 - In Exercises 53–60, X denotes the set of real...Ch. 2.4 - Find a subset Y of the set of real numbers X such...Ch. 2.4 - Find a subset Y of the set of real numbers X such...Ch. 2.4 - Prob. 63ECh. 2.4 - If X has m elements and Y has n elements, how many...Ch. 2.4 - Prob. 65ECh. 2.4 - Prob. 66ECh. 2.4 - Prob. 67ECh. 2.4 - Prob. 68ECh. 2.4 - Prob. 69ECh. 2.4 - Prob. 70ECh. 2.5 - Compute the Fibonacci numbers F1 through F10.
Ch. 2.5 - Suppose that a number xn is defined recursively by...Ch. 2.5 - Prob. 3ECh. 2.5 - Prob. 4ECh. 2.5 - Prob. 5ECh. 2.5 - Prob. 6ECh. 2.5 - Prob. 7ECh. 2.5 - Prob. 8ECh. 2.5 - Prob. 9ECh. 2.5 - In Exercises 7–10, determine what is wrong with...Ch. 2.5 - In Exercises 11–26, prove each of the given...Ch. 2.5 - In Exercises 11–26, prove each of the given...Ch. 2.5 - Prob. 13ECh. 2.5 - Prob. 14ECh. 2.5 - Prob. 15ECh. 2.5 - Prob. 16ECh. 2.5 - Prob. 17ECh. 2.5 - In Exercises 11–26, prove each of the given...Ch. 2.5 - Prob. 19ECh. 2.5 - Prob. 20ECh. 2.5 - Prob. 21ECh. 2.5 - Prob. 22ECh. 2.5 - Prob. 23ECh. 2.5 - Prob. 24ECh. 2.5 - Prob. 25ECh. 2.5 - Prob. 26ECh. 2.5 - A sequence s0, s1, s2,… is called a geometric...Ch. 2.5 - A sequence, s0, s1, s2,… is called an arithmetic...Ch. 2.6 - Prob. 1ECh. 2.6 - Prob. 2ECh. 2.6 - Prob. 3ECh. 2.6 - Evaluate the numbers in Exercises 1–12.
4. C(12,...Ch. 2.6 - Evaluate the numbers in Exercises 1–12.
5. C(11,...Ch. 2.6 - Prob. 6ECh. 2.6 - Prob. 7ECh. 2.6 - Evaluate the numbers in Exercises 1–12.
8. C(13,...Ch. 2.6 - Evaluate the numbers in Exercises 1–12.
9. C(n,...Ch. 2.6 - Prob. 10ECh. 2.6 - Prob. 11ECh. 2.6 - Evaluate the numbers in Exercises 1–12.
12.
Ch. 2.6 - Prob. 13ECh. 2.6 - How many nonempty subsets of the set {a, e, i, o,...Ch. 2.6 - At Avanti’s, a pizza can be ordered with any...Ch. 2.6 - If a test consists of 12 questions to be answered...Ch. 2.6 - Prob. 17ECh. 2.6 - Jennifer’s grandmother has told her that she can...Ch. 2.6 - Prob. 19ECh. 2.6 - Prob. 20ECh. 2.6 - Prob. 21ECh. 2.6 - Prob. 22ECh. 2.6 - Prob. 23ECh. 2.6 - Prob. 24ECh. 2.6 - Prob. 25ECh. 2.6 - Prob. 26ECh. 2.6 - Prob. 27ECh. 2.6 - Prob. 28ECh. 2.6 - Prove each of the statements in Exercises 29–40 by...Ch. 2.6 - Prob. 30ECh. 2.6 - Prob. 31ECh. 2.6 - Prove each of the statements in Exercises 29–40 by...Ch. 2.6 - Prob. 33ECh. 2.6 - Prove each of the statements in Exercises 29–40 by...Ch. 2.6 - Prob. 35ECh. 2.6 - Prob. 36ECh. 2 - Prob. 1SECh. 2 - Prob. 2SECh. 2 - Prob. 3SECh. 2 - Prob. 4SECh. 2 - Prob. 5SECh. 2 - Prob. 6SECh. 2 - Prob. 7SECh. 2 - Prob. 8SECh. 2 - Prob. 9SECh. 2 - Draw Venn diagrams depicting the sets in Exercises...Ch. 2 - Prob. 11SECh. 2 - Prob. 12SECh. 2 - Prob. 13SECh. 2 - Prob. 14SECh. 2 - Prob. 15SECh. 2 - Prob. 16SECh. 2 - Prob. 17SECh. 2 - Prob. 18SECh. 2 - Prob. 19SECh. 2 - Prob. 20SECh. 2 - Prob. 21SECh. 2 - Prob. 22SECh. 2 - Prob. 23SECh. 2 - Prob. 24SECh. 2 - Prob. 25SECh. 2 - Prob. 26SECh. 2 - Prob. 27SECh. 2 - Prob. 28SECh. 2 - Prob. 29SECh. 2 - Prob. 30SECh. 2 - Prob. 31SECh. 2 - Prob. 32SECh. 2 - Prob. 33SECh. 2 - Prob. 34SECh. 2 - Prob. 35SECh. 2 - How many equivalence relations on S = {a, b, c}...Ch. 2 - Prob. 37SECh. 2 - Prob. 38SECh. 2 - Prob. 39SECh. 2 - Prob. 40SECh. 2 - Prob. 41SECh. 2 - Prob. 42SECh. 2 - Prob. 43SECh. 2 - Prob. 44SECh. 2 - Prob. 45SECh. 2 - Prob. 46SECh. 2 - Prob. 47SECh. 2 - Prob. 49SECh. 2 - Prob. 50SECh. 2 - Prob. 51SECh. 2 - Prob. 52SECh. 2 - Prob. 53SECh. 2 - Prob. 54SECh. 2 - Prob. 55SECh. 2 - Prob. 56SECh. 2 - Prob. 57SECh. 2 - Prob. 58SECh. 2 - Prob. 59SECh. 2 - Prob. 60SECh. 2 - Prob. 61SECh. 2 - Prob. 62SECh. 2 - Prob. 63SECh. 2 - Prob. 64SECh. 2 - Prove the results in Exercises 63–72 by...Ch. 2 - Prob. 66SECh. 2 - Prob. 67SECh. 2 - Prob. 68SECh. 2 - Prob. 69SECh. 2 - Prob. 70SECh. 2 - Prob. 71SECh. 2 - Prob. 72SECh. 2 - Prob. 1CPCh. 2 - Prob. 6CPCh. 2 - Prob. 7CPCh. 2 - Prob. 12CP
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