Basic Technical Mathematics
11th Edition
ISBN: 9780134437705
Author: Washington
Publisher: PEARSON
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Chapter 30.6, Problem 6E
To determine
To find: The Fourier series of the function.
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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…
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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 30 Solutions
Basic Technical Mathematics
Ch. 30.1 - Prob. 1PECh. 30.1 - Prob. 2PECh. 30.1 - Prob. 1ECh. 30.1 - Prob. 2ECh. 30.1 - Prob. 3ECh. 30.1 - Prob. 4ECh. 30.1 - Prob. 5ECh. 30.1 - Prob. 6ECh. 30.1 - Prob. 7ECh. 30.1 - Prob. 8E
Ch. 30.1 - Prob. 9ECh. 30.1 - Prob. 10ECh. 30.1 - Prob. 11ECh. 30.1 - Prob. 12ECh. 30.1 - Prob. 13ECh. 30.1 - Prob. 14ECh. 30.1 - Prob. 15ECh. 30.1 - Prob. 16ECh. 30.1 - Prob. 17ECh. 30.1 - Prob. 18ECh. 30.1 - Prob. 19ECh. 30.1 - Prob. 20ECh. 30.1 - Prob. 21ECh. 30.1 - Prob. 22ECh. 30.1 - Prob. 23ECh. 30.1 - Prob. 24ECh. 30.1 - Prob. 25ECh. 30.1 - Prob. 26ECh. 30.1 - Prob. 27ECh. 30.1 - Prob. 28ECh. 30.1 - Prob. 29ECh. 30.1 - Prob. 30ECh. 30.1 - Prob. 31ECh. 30.1 - Prob. 32ECh. 30.1 - Prob. 33ECh. 30.1 - Prob. 34ECh. 30.1 - Prob. 35ECh. 30.1 - Prob. 36ECh. 30.1 - Prob. 37ECh. 30.1 - Prob. 38ECh. 30.1 - Prob. 39ECh. 30.1 - Prob. 40ECh. 30.1 - Prob. 41ECh. 30.1 - In Exercises 39–48, solve the given problems as...Ch. 30.1 - Prob. 43ECh. 30.1 - Prob. 44ECh. 30.1 - In Exercises 39–48, solve the given problems as...Ch. 30.1 - Prob. 46ECh. 30.1 - Prob. 47ECh. 30.1 - Prob. 48ECh. 30.2 - Find the first four terms of the Maclaurin series...Ch. 30.2 - Prob. 1ECh. 30.2 - Prob. 2ECh. 30.2 - Prob. 3ECh. 30.2 - Prob. 4ECh. 30.2 - Prob. 5ECh. 30.2 - Prob. 6ECh. 30.2 - Prob. 7ECh. 30.2 - Prob. 8ECh. 30.2 - Prob. 9ECh. 30.2 - Prob. 10ECh. 30.2 - Prob. 11ECh. 30.2 - Prob. 12ECh. 30.2 - Prob. 13ECh. 30.2 - Prob. 14ECh. 30.2 - Prob. 15ECh. 30.2 - Prob. 16ECh. 30.2 - Prob. 17ECh. 30.2 - Prob. 18ECh. 30.2 - Prob. 19ECh. 30.2 - Prob. 20ECh. 30.2 - Prob. 21ECh. 30.2 - Prob. 22ECh. 30.2 - Prob. 23ECh. 30.2 - Prob. 24ECh. 30.2 - Prob. 25ECh. 30.2 - Prob. 26ECh. 30.2 - Prob. 27ECh. 30.2 - In Exercises 21–28, find the first two nonzero...Ch. 30.2 - Prob. 29ECh. 30.2 - Prob. 30ECh. 30.2 - In Exercises 29–44, solve the given problems.
Is...Ch. 30.2 - In Exercises 29–44, solve the given problems.
Is...Ch. 30.2 - Prob. 33ECh. 30.2 - Prob. 34ECh. 30.2 - Prob. 35ECh. 30.2 - Prob. 36ECh. 30.2 - In Exercises 29–44, solve the given problems.
The...Ch. 30.2 - Prob. 38ECh. 30.2 - Prob. 39ECh. 30.2 - Prob. 40ECh. 30.2 - Prob. 41ECh. 30.2 - Prob. 42ECh. 30.2 - Prob. 43ECh. 30.2 - Prob. 44ECh. 30.3 - Using the Maclaurin series for ln(1 + x), find the...Ch. 30.3 - Prob. 2PECh. 30.3 - Prob. 1ECh. 30.3 - Prob. 2ECh. 30.3 - Prob. 3ECh. 30.3 - Prob. 4ECh. 30.3 - Prob. 5ECh. 30.3 - In Exercises 3–10, find the first four nonzero...Ch. 30.3 - Prob. 7ECh. 30.3 - Prob. 8ECh. 30.3 - In Exercises 3–10, find the first four nonzero...Ch. 30.3 - Prob. 10ECh. 30.3 - Prob. 11ECh. 30.3 - Prob. 12ECh. 30.3 - In Exercises 11–16, evaluate the given integrals...Ch. 30.3 - Prob. 14ECh. 30.3 - Prob. 15ECh. 30.3 - Prob. 16ECh. 30.3 - Prob. 17ECh. 30.3 - Prob. 18ECh. 30.3 - In Exercises 17–30, find the indicated series by...Ch. 30.3 - Prob. 20ECh. 30.3 - Prob. 21ECh. 30.3 - In Exercises 17–30, find the indicated series by...Ch. 30.3 - Prob. 23ECh. 30.3 - Prob. 24ECh. 30.3 - Prob. 25ECh. 30.3 - Prob. 26ECh. 30.3 - Prob. 27ECh. 30.3 - Prob. 28ECh. 30.3 - Prob. 29ECh. 30.3 - Prob. 30ECh. 30.3 - Prob. 31ECh. 30.3 - Prob. 32ECh. 30.3 - Prob. 33ECh. 30.3 - Prob. 34ECh. 30.3 - Prob. 35ECh. 30.3 - Prob. 36ECh. 30.3 - Prob. 37ECh. 30.3 - Prob. 38ECh. 30.3 - Prob. 39ECh. 30.3 - Prob. 40ECh. 30.3 - Prob. 41ECh. 30.3 - Prob. 42ECh. 30.3 - Prob. 43ECh. 30.3 - Prob. 44ECh. 30.3 - Prob. 45ECh. 30.3 - Prob. 46ECh. 30.4 - Using three terms of the appropriate series,...Ch. 30.4 - Prob. 2PECh. 30.4 - Prob. 1ECh. 30.4 - Prob. 2ECh. 30.4 - Prob. 3ECh. 30.4 - Prob. 4ECh. 30.4 - Prob. 5ECh. 30.4 - Prob. 6ECh. 30.4 - Prob. 7ECh. 30.4 - Prob. 8ECh. 30.4 - Prob. 9ECh. 30.4 - Prob. 10ECh. 30.4 - Prob. 11ECh. 30.4 - Prob. 12ECh. 30.4 - In Exercises 3–20, calculate the value of each of...Ch. 30.4 - Prob. 14ECh. 30.4 - Prob. 15ECh. 30.4 - Prob. 16ECh. 30.4 - Prob. 17ECh. 30.4 - Prob. 18ECh. 30.4 - Prob. 19ECh. 30.4 - Prob. 20ECh. 30.4 - Prob. 21ECh. 30.4 - Prob. 22ECh. 30.4 - Prob. 23ECh. 30.4 - Prob. 24ECh. 30.4 - Prob. 25ECh. 30.4 - Prob. 26ECh. 30.4 - Prob. 27ECh. 30.4 - Prob. 28ECh. 30.4 - Prob. 29ECh. 30.4 - Prob. 30ECh. 30.4 - Prob. 31ECh. 30.4 - Prob. 32ECh. 30.4 - Prob. 33ECh. 30.4 - Prob. 34ECh. 30.4 - Prob. 35ECh. 30.4 - Prob. 36ECh. 30.4 - In Exercises 29–40, solve the given problems by...Ch. 30.4 - Prob. 38ECh. 30.4 - Prob. 39ECh. 30.4 - Prob. 40ECh. 30.5 - Expand f(x) = ex in a Taylor series with a = 3.
Ch. 30.5 - Prob. 1ECh. 30.5 - Prob. 2ECh. 30.5 - Prob. 3ECh. 30.5 - Prob. 4ECh. 30.5 - Prob. 5ECh. 30.5 - Prob. 6ECh. 30.5 - Prob. 7ECh. 30.5 - Prob. 8ECh. 30.5 - Prob. 9ECh. 30.5 - Prob. 10ECh. 30.5 - In Exercises 11–22, find the first three nonzero...Ch. 30.5 - Prob. 12ECh. 30.5 - Prob. 13ECh. 30.5 - Prob. 14ECh. 30.5 - Prob. 15ECh. 30.5 - Prob. 16ECh. 30.5 - In Exercises 11–22, find the first three nonzero...Ch. 30.5 - In Exercises 11–22, find the first three nonzero...Ch. 30.5 - Prob. 19ECh. 30.5 - Prob. 20ECh. 30.5 - Prob. 21ECh. 30.5 - Prob. 22ECh. 30.5 - Prob. 23ECh. 30.5 - Prob. 24ECh. 30.5 - Prob. 25ECh. 30.5 - Prob. 26ECh. 30.5 - Prob. 27ECh. 30.5 - Prob. 28ECh. 30.5 - Prob. 29ECh. 30.5 - Prob. 30ECh. 30.5 - Prob. 31ECh. 30.5 - Prob. 33ECh. 30.5 - Prob. 34ECh. 30.5 - In Exercises 31–38, solve the given...Ch. 30.5 - Prob. 36ECh. 30.5 - In Exercises 31–38, solve the given...Ch. 30.5 - Prob. 38ECh. 30.5 - In Exercises 39–42, use a calculator to display...Ch. 30.5 - In Exercises 39–42, use a calculator to display...Ch. 30.5 - In Exercises 39–42, use a calculator to display...Ch. 30.5 - In Exercises 39–42, use a calculator to display...Ch. 30.6 - In Example 2, in the definition of f(x), replace 1...Ch. 30.6 - Prob. 1ECh. 30.6 - Prob. 2ECh. 30.6 - In Exercises 3–14, find at least three nonzero...Ch. 30.6 - Prob. 4ECh. 30.6 - In Exercises 3–14, find at least three nonzero...Ch. 30.6 - Prob. 6ECh. 30.6 - In Exercises 3–14, find at least three nonzero...Ch. 30.6 - Prob. 8ECh. 30.6 - In Exercises 3–14, find at least three nonzero...Ch. 30.6 - Prob. 10ECh. 30.6 - Prob. 11ECh. 30.6 - Prob. 12ECh. 30.6 - Prob. 13ECh. 30.6 - Prob. 14ECh. 30.6 - Prob. 15ECh. 30.6 - Prob. 16ECh. 30.6 - Prob. 17ECh. 30.6 - Prob. 18ECh. 30.6 - Prob. 19ECh. 30.6 - Prob. 20ECh. 30.6 - In Exercises 21–24, solve the given problems.
21....Ch. 30.6 - In Exercises 21–24, solve the given problems.
22....Ch. 30.6 - In Exercises 21–24, solve the given problems.
23....Ch. 30.6 - Prob. 24ECh. 30.7 - Determine whether the following functions are even...Ch. 30.7 - Prob. 2PECh. 30.7 - Prob. 3PECh. 30.7 - In Exercises 1–4, write the Fourier series for...Ch. 30.7 - In Exercises 1–4, write the Fourier series for...Ch. 30.7 - In Exercises 1–4, write the Fourier series for...Ch. 30.7 - In Exercises 1–4, write the Fourier series for...Ch. 30.7 - In Exercises 5−12, determine whether the given...Ch. 30.7 - In Exercises 5–12, determine whether the given...Ch. 30.7 - In Exercises 5–12, determine whether the given...Ch. 30.7 - In Exercises 5–12, determine whether the given...Ch. 30.7 - In Exercises 5–12, determine whether the given...Ch. 30.7 - In Exercises 5–12, determine whether the given...Ch. 30.7 - In Exercises 5–12, determine whether the given...Ch. 30.7 - In Exercises 5–12, determine whether the given...Ch. 30.7 - In Exercises 13–16, determine whether the Fourier...Ch. 30.7 - In Exercises 13–16, determine whether the Fourier...Ch. 30.7 - In Exercises 13–16, determine whether the Fourier...Ch. 30.7 - In Exercises 13–16, determine whether the Fourier...Ch. 30.7 - Prob. 17ECh. 30.7 - Prob. 18ECh. 30.7 - Prob. 19ECh. 30.7 - Prob. 20ECh. 30.7 - Prob. 21ECh. 30.7 - Prob. 22ECh. 30.7 - Prob. 23ECh. 30.7 - Prob. 24ECh. 30.7 - Prob. 25ECh. 30.7 - Prob. 26ECh. 30.7 - Prob. 27ECh. 30.7 - In Exercises 23–28, solve the given problems.
28....Ch. 30 - Prob. 1RECh. 30 - Prob. 2RECh. 30 - Prob. 3RECh. 30 - Prob. 4RECh. 30 - Prob. 5RECh. 30 - Prob. 6RECh. 30 - Prob. 7RECh. 30 - Prob. 8RECh. 30 - Prob. 9RECh. 30 - Prob. 10RECh. 30 - Prob. 11RECh. 30 - Prob. 12RECh. 30 - Prob. 13RECh. 30 - Prob. 14RECh. 30 - Prob. 15RECh. 30 - Prob. 16RECh. 30 - Prob. 17RECh. 30 - Prob. 18RECh. 30 - Prob. 19RECh. 30 - Prob. 20RECh. 30 - Prob. 21RECh. 30 - Prob. 22RECh. 30 - Prob. 23RECh. 30 - Prob. 24RECh. 30 - Prob. 25RECh. 30 - Prob. 26RECh. 30 - Prob. 27RECh. 30 - Prob. 28RECh. 30 - Prob. 29RECh. 30 - Prob. 30RECh. 30 - Prob. 31RECh. 30 - Prob. 32RECh. 30 - Prob. 33RECh. 30 - Prob. 34RECh. 30 - Prob. 35RECh. 30 - Prob. 36RECh. 30 - Prob. 37RECh. 30 - Prob. 38RECh. 30 - Prob. 39RECh. 30 - Prob. 40RECh. 30 - Prob. 41RECh. 30 - Prob. 42RECh. 30 - Prob. 43RECh. 30 - Prob. 44RECh. 30 - Prob. 45RECh. 30 - Prob. 46RECh. 30 - Prob. 47RECh. 30 - Prob. 48RECh. 30 - Prob. 49RECh. 30 - Prob. 50RECh. 30 - Prob. 51RECh. 30 - Prob. 52RECh. 30 - Prob. 53RECh. 30 - Prob. 54RECh. 30 - Prob. 55RECh. 30 - In Exercises 43–80, solve the given...Ch. 30 - Prob. 57RECh. 30 - Prob. 58RECh. 30 - Prob. 59RECh. 30 - Prob. 60RECh. 30 - Prob. 61RECh. 30 - Prob. 62RECh. 30 - Prob. 63RECh. 30 - Prob. 64RECh. 30 - Prob. 65RECh. 30 - Prob. 66RECh. 30 - Prob. 67RECh. 30 - Prob. 68RECh. 30 - Prob. 69RECh. 30 - Prob. 70RECh. 30 - Prob. 71RECh. 30 - Prob. 72RECh. 30 - Prob. 73RECh. 30 - Prob. 74RECh. 30 - Prob. 75RECh. 30 - Prob. 76RECh. 30 - Prob. 77RECh. 30 - Prob. 78RECh. 30 - Prob. 79RECh. 30 - Prob. 80RECh. 30 - Prob. 81RECh. 30 - Prob. 1PTCh. 30 - Prob. 2PTCh. 30 - Prob. 3PTCh. 30 - Prob. 4PTCh. 30 - Prob. 5PTCh. 30 - Prob. 6PTCh. 30 - Prob. 7PT
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