Loose-leaf Version For Calculus: Early Transcendentals
4th Edition
ISBN: 9781319055912
Author: Jon Rogawski, Colin Adams, Robert Franzosa
Publisher: W. H. Freeman
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Chapter 3.10, Problem 9E
To determine
How fast is the water level rising when it is 2m?:
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The OU process studied in the previous problem is a common model for interest rates.
Another common model is the CIR model, which solves the SDE:
dX₁ = (a = X₁) dt + σ √X+dWt,
-
under the condition Xoxo. We cannot solve this SDE explicitly.
=
(a) Use the Brownian trajectory simulated in part (a) of Problem 1, and the Euler
scheme to simulate a trajectory of the CIR process. On a graph, represent both the
trajectory of the OU process and the trajectory of the CIR process for the same
Brownian path.
(b) Repeat the simulation of the CIR process above M times (M large), for a large
value of T, and use the result to estimate the long-term expectation and variance
of the CIR process. How do they compare to the ones of the OU process?
Numerical application: T = 10, N = 500, a = 0.04, x0 = 0.05, σ = 0.01, M = 1000.
1
(c) If you use larger values than above for the parameters, such as the ones in Problem
1, you may encounter errors when implementing the Euler scheme for CIR. Explain
why.
#8 (a) Find the equation of the tangent line to y = √x+3 at x=6
(b) Find the differential dy at y = √x +3 and evaluate it for x=6 and dx = 0.3
Q.2 Q.4 Determine ffx dA where R is upper half of the circle shown below.
x²+y2=1
(1,0)
Chapter 3 Solutions
Loose-leaf Version For Calculus: Early Transcendentals
Ch. 3.1 - Prob. 1PQCh. 3.1 - Prob. 2PQCh. 3.1 - Prob. 3PQCh. 3.1 - Prob. 4PQCh. 3.1 - Prob. 5PQCh. 3.1 - Prob. 6PQCh. 3.1 - Prob. 7PQCh. 3.1 - Prob. 1ECh. 3.1 - Prob. 2ECh. 3.1 - Prob. 3E
Ch. 3.1 - Prob. 4ECh. 3.1 - Prob. 5ECh. 3.1 - Prob. 6ECh. 3.1 - Prob. 7ECh. 3.1 - Prob. 8ECh. 3.1 - Prob. 9ECh. 3.1 - Prob. 10ECh. 3.1 - Prob. 11ECh. 3.1 - Prob. 12ECh. 3.1 - Prob. 13ECh. 3.1 - Prob. 14ECh. 3.1 - Prob. 15ECh. 3.1 - Prob. 16ECh. 3.1 - Prob. 17ECh. 3.1 - Prob. 18ECh. 3.1 - Prob. 19ECh. 3.1 - Prob. 20ECh. 3.1 - Prob. 21ECh. 3.1 - Prob. 22ECh. 3.1 - Prob. 23ECh. 3.1 - Prob. 24ECh. 3.1 - Prob. 25ECh. 3.1 - Prob. 26ECh. 3.1 - Prob. 27ECh. 3.1 - Prob. 28ECh. 3.1 - Prob. 29ECh. 3.1 - Prob. 30ECh. 3.1 - Prob. 31ECh. 3.1 - Prob. 32ECh. 3.1 - Prob. 33ECh. 3.1 - Prob. 34ECh. 3.1 - Prob. 35ECh. 3.1 - Prob. 36ECh. 3.1 - Prob. 37ECh. 3.1 - Prob. 38ECh. 3.1 - Prob. 39ECh. 3.1 - Prob. 40ECh. 3.1 - Prob. 41ECh. 3.1 - Prob. 42ECh. 3.1 - Prob. 43ECh. 3.1 - Prob. 44ECh. 3.1 - Prob. 45ECh. 3.1 - Prob. 46ECh. 3.1 - Prob. 47ECh. 3.1 - Prob. 48ECh. 3.1 - Prob. 49ECh. 3.1 - Prob. 50ECh. 3.1 - Prob. 51ECh. 3.1 - Prob. 52ECh. 3.1 - Prob. 53ECh. 3.1 - Prob. 54ECh. 3.1 - Prob. 55ECh. 3.1 - Prob. 56ECh. 3.1 - 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Prob. 3ECh. 3.4 - Prob. 4ECh. 3.4 - Prob. 5ECh. 3.4 - Prob. 6ECh. 3.4 - Prob. 7ECh. 3.4 - Prob. 8ECh. 3.4 - Prob. 9ECh. 3.4 - Prob. 10ECh. 3.4 - Prob. 11ECh. 3.4 - Prob. 12ECh. 3.4 - Prob. 13ECh. 3.4 - Prob. 14ECh. 3.4 - Prob. 15ECh. 3.4 - Prob. 16ECh. 3.4 - Prob. 17ECh. 3.4 - Prob. 18ECh. 3.4 - Prob. 19ECh. 3.4 - Prob. 20ECh. 3.4 - Prob. 21ECh. 3.4 - Prob. 22ECh. 3.4 - Prob. 23ECh. 3.4 - Prob. 24ECh. 3.4 - Prob. 25ECh. 3.4 - Prob. 26ECh. 3.4 - Prob. 27ECh. 3.4 - Prob. 28ECh. 3.4 - Prob. 29ECh. 3.4 - Prob. 30ECh. 3.4 - Prob. 31ECh. 3.4 - Prob. 32ECh. 3.4 - Prob. 33ECh. 3.4 - Prob. 34ECh. 3.4 - Prob. 35ECh. 3.4 - Prob. 36ECh. 3.4 - Prob. 37ECh. 3.4 - Prob. 38ECh. 3.4 - Prob. 39ECh. 3.4 - Prob. 40ECh. 3.4 - Prob. 41ECh. 3.4 - Prob. 42ECh. 3.4 - Prob. 43ECh. 3.4 - Prob. 44ECh. 3.4 - Prob. 45ECh. 3.4 - Prob. 46ECh. 3.4 - Prob. 47ECh. 3.4 - Prob. 48ECh. 3.4 - Prob. 49ECh. 3.4 - Prob. 50ECh. 3.4 - Prob. 51ECh. 3.5 - Prob. 1PQCh. 3.5 - Prob. 2PQCh. 3.5 - Prob. 3PQCh. 3.5 - Prob. 4PQCh. 3.5 - Prob. 5PQCh. 3.5 - Prob. 6PQCh. 3.5 - Prob. 7PQCh. 3.5 - Prob. 1ECh. 3.5 - Prob. 2ECh. 3.5 - Prob. 3ECh. 3.5 - Prob. 4ECh. 3.5 - Prob. 5ECh. 3.5 - Prob. 6ECh. 3.5 - Prob. 7ECh. 3.5 - Prob. 8ECh. 3.5 - Prob. 9ECh. 3.5 - Prob. 10ECh. 3.5 - Prob. 11ECh. 3.5 - Prob. 12ECh. 3.5 - Prob. 13ECh. 3.5 - Prob. 14ECh. 3.5 - Prob. 15ECh. 3.5 - Prob. 16ECh. 3.5 - Prob. 17ECh. 3.5 - Prob. 18ECh. 3.5 - Prob. 19ECh. 3.5 - Prob. 20ECh. 3.5 - Prob. 21ECh. 3.5 - Prob. 22ECh. 3.5 - Prob. 23ECh. 3.5 - Prob. 24ECh. 3.5 - Prob. 25ECh. 3.5 - Prob. 26ECh. 3.5 - Prob. 27ECh. 3.5 - Prob. 28ECh. 3.5 - Prob. 29ECh. 3.5 - Prob. 30ECh. 3.5 - Prob. 31ECh. 3.5 - Prob. 32ECh. 3.5 - Prob. 33ECh. 3.5 - Prob. 34ECh. 3.5 - Prob. 35ECh. 3.5 - Prob. 36ECh. 3.5 - Prob. 37ECh. 3.5 - Prob. 38ECh. 3.5 - Prob. 39ECh. 3.5 - Prob. 40ECh. 3.5 - Prob. 41ECh. 3.5 - Prob. 42ECh. 3.5 - Prob. 43ECh. 3.5 - Prob. 44ECh. 3.5 - Prob. 45ECh. 3.5 - Prob. 46ECh. 3.5 - Prob. 47ECh. 3.5 - Prob. 48ECh. 3.5 - Prob. 49ECh. 3.5 - Prob. 50ECh. 3.5 - Prob. 51ECh. 3.5 - Prob. 52ECh. 3.5 - Prob. 53ECh. 3.5 - Prob. 54ECh. 3.6 - Prob. 1PQCh. 3.6 - Prob. 2PQCh. 3.6 - Prob. 3PQCh. 3.6 - Prob. 4PQCh. 3.6 - Prob. 1ECh. 3.6 - Prob. 2ECh. 3.6 - Prob. 3ECh. 3.6 - Prob. 4ECh. 3.6 - Prob. 5ECh. 3.6 - Prob. 6ECh. 3.6 - Prob. 7ECh. 3.6 - Prob. 8ECh. 3.6 - Prob. 9ECh. 3.6 - Prob. 10ECh. 3.6 - Prob. 11ECh. 3.6 - Prob. 12ECh. 3.6 - Prob. 13ECh. 3.6 - Prob. 14ECh. 3.6 - Prob. 15ECh. 3.6 - Prob. 16ECh. 3.6 - Prob. 17ECh. 3.6 - Prob. 18ECh. 3.6 - Prob. 19ECh. 3.6 - Prob. 20ECh. 3.6 - Prob. 21ECh. 3.6 - Prob. 22ECh. 3.6 - Prob. 23ECh. 3.6 - Prob. 24ECh. 3.6 - Prob. 25ECh. 3.6 - Prob. 26ECh. 3.6 - Prob. 27ECh. 3.6 - Prob. 28ECh. 3.6 - Prob. 29ECh. 3.6 - Prob. 30ECh. 3.6 - Prob. 31ECh. 3.6 - Prob. 32ECh. 3.6 - Prob. 33ECh. 3.6 - Prob. 34ECh. 3.6 - Prob. 35ECh. 3.6 - Prob. 36ECh. 3.6 - Prob. 37ECh. 3.6 - Prob. 38ECh. 3.6 - Prob. 39ECh. 3.6 - Prob. 40ECh. 3.6 - Prob. 41ECh. 3.6 - Prob. 42ECh. 3.6 - Prob. 43ECh. 3.6 - Prob. 44ECh. 3.6 - Prob. 45ECh. 3.6 - Prob. 46ECh. 3.6 - Prob. 47ECh. 3.6 - 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Prob. 77ECh. 3.8 - Prob. 78ECh. 3.8 - Prob. 79ECh. 3.8 - Prob. 80ECh. 3.8 - Prob. 81ECh. 3.8 - Prob. 82ECh. 3.8 - Prob. 83ECh. 3.8 - Prob. 84ECh. 3.8 - Prob. 85ECh. 3.8 - Prob. 86ECh. 3.8 - Prob. 87ECh. 3.8 - Prob. 88ECh. 3.8 - Prob. 89ECh. 3.8 - Prob. 90ECh. 3.8 - Prob. 91ECh. 3.8 - Prob. 92ECh. 3.8 - Prob. 93ECh. 3.9 - Prob. 1PQCh. 3.9 - Prob. 2PQCh. 3.9 - Prob. 3PQCh. 3.9 - Prob. 4PQCh. 3.9 - Prob. 5PQCh. 3.9 - Prob. 1ECh. 3.9 - Prob. 2ECh. 3.9 - Prob. 3ECh. 3.9 - Prob. 4ECh. 3.9 - Prob. 5ECh. 3.9 - Prob. 6ECh. 3.9 - Prob. 7ECh. 3.9 - Prob. 8ECh. 3.9 - Prob. 9ECh. 3.9 - Prob. 10ECh. 3.9 - Prob. 11ECh. 3.9 - Prob. 12ECh. 3.9 - Prob. 13ECh. 3.9 - Prob. 14ECh. 3.9 - Prob. 15ECh. 3.9 - Prob. 16ECh. 3.9 - Prob. 17ECh. 3.9 - Prob. 18ECh. 3.9 - Prob. 19ECh. 3.9 - Prob. 20ECh. 3.9 - Prob. 21ECh. 3.9 - Prob. 22ECh. 3.9 - Prob. 23ECh. 3.9 - Prob. 24ECh. 3.9 - Prob. 25ECh. 3.9 - Prob. 26ECh. 3.9 - Prob. 27ECh. 3.9 - Prob. 28ECh. 3.9 - Prob. 29ECh. 3.9 - Prob. 30ECh. 3.9 - Prob. 31ECh. 3.9 - Prob. 32ECh. 3.9 - Prob. 33ECh. 3.9 - Prob. 34ECh. 3.9 - Prob. 35ECh. 3.9 - Prob. 36ECh. 3.9 - Prob. 37ECh. 3.9 - Prob. 38ECh. 3.9 - Prob. 39ECh. 3.9 - Prob. 40ECh. 3.9 - Prob. 41ECh. 3.9 - Prob. 42ECh. 3.9 - Prob. 43ECh. 3.9 - Prob. 44ECh. 3.9 - Prob. 45ECh. 3.9 - Prob. 46ECh. 3.9 - Prob. 47ECh. 3.9 - Prob. 48ECh. 3.9 - Prob. 49ECh. 3.9 - Prob. 50ECh. 3.9 - Prob. 51ECh. 3.9 - Prob. 52ECh. 3.9 - Prob. 53ECh. 3.9 - Prob. 54ECh. 3.9 - Prob. 55ECh. 3.9 - Prob. 56ECh. 3.9 - Prob. 57ECh. 3.9 - Prob. 58ECh. 3.9 - Prob. 59ECh. 3.9 - Prob. 60ECh. 3.9 - Prob. 61ECh. 3.9 - Prob. 62ECh. 3.9 - Prob. 63ECh. 3.9 - Prob. 64ECh. 3.9 - Prob. 65ECh. 3.9 - Prob. 66ECh. 3.9 - Prob. 67ECh. 3.9 - Prob. 68ECh. 3.9 - Prob. 69ECh. 3.9 - Prob. 70ECh. 3.9 - Prob. 71ECh. 3.9 - Prob. 72ECh. 3.9 - Prob. 73ECh. 3.9 - Prob. 74ECh. 3.9 - Prob. 75ECh. 3.9 - Prob. 76ECh. 3.9 - Prob. 77ECh. 3.9 - Prob. 78ECh. 3.9 - Prob. 79ECh. 3.9 - Prob. 80ECh. 3.9 - Prob. 81ECh. 3.9 - Prob. 82ECh. 3.9 - Prob. 83ECh. 3.9 - Prob. 84ECh. 3.9 - Prob. 85ECh. 3.9 - Prob. 86ECh. 3.9 - Prob. 87ECh. 3.9 - Prob. 88ECh. 3.10 - Prob. 1PQCh. 3.10 - Prob. 2PQCh. 3.10 - Prob. 3PQCh. 3.10 - Prob. 4PQCh. 3.10 - Prob. 5PQCh. 3.10 - Prob. 6PQCh. 3.10 - Prob. 1ECh. 3.10 - Prob. 2ECh. 3.10 - Prob. 3ECh. 3.10 - Prob. 4ECh. 3.10 - Prob. 5ECh. 3.10 - Prob. 6ECh. 3.10 - Prob. 7ECh. 3.10 - Prob. 8ECh. 3.10 - Prob. 9ECh. 3.10 - Prob. 10ECh. 3.10 - Prob. 11ECh. 3.10 - Prob. 12ECh. 3.10 - Prob. 13ECh. 3.10 - Prob. 14ECh. 3.10 - Prob. 15ECh. 3.10 - Prob. 16ECh. 3.10 - Prob. 17ECh. 3.10 - Prob. 18ECh. 3.10 - Prob. 19ECh. 3.10 - Prob. 20ECh. 3.10 - Prob. 21ECh. 3.10 - Prob. 22ECh. 3.10 - Prob. 23ECh. 3.10 - Prob. 24ECh. 3.10 - Prob. 25ECh. 3.10 - Prob. 26ECh. 3.10 - Prob. 27ECh. 3.10 - Prob. 28ECh. 3.10 - Prob. 29ECh. 3.10 - Prob. 30ECh. 3.10 - Prob. 31ECh. 3.10 - Prob. 32ECh. 3.10 - Prob. 33ECh. 3.10 - Prob. 34ECh. 3.10 - Prob. 35ECh. 3.10 - Prob. 36ECh. 3.10 - Prob. 37ECh. 3.10 - Prob. 38ECh. 3.10 - Prob. 39ECh. 3.10 - Prob. 40ECh. 3.10 - Prob. 41ECh. 3.10 - Prob. 42ECh. 3.10 - Prob. 43ECh. 3.10 - Prob. 44ECh. 3.10 - Prob. 45ECh. 3 - Prob. 1CRECh. 3 - Prob. 2CRECh. 3 - Prob. 3CRECh. 3 - Prob. 4CRECh. 3 - Prob. 5CRECh. 3 - Prob. 6CRECh. 3 - Prob. 7CRECh. 3 - Prob. 8CRECh. 3 - Prob. 9CRECh. 3 - Prob. 10CRECh. 3 - Prob. 11CRECh. 3 - Prob. 12CRECh. 3 - Prob. 13CRECh. 3 - Prob. 14CRECh. 3 - Prob. 15CRECh. 3 - Prob. 16CRECh. 3 - Prob. 17CRECh. 3 - Prob. 18CRECh. 3 - Prob. 19CRECh. 3 - Prob. 20CRECh. 3 - Prob. 21CRECh. 3 - Prob. 22CRECh. 3 - Prob. 23CRECh. 3 - Prob. 24CRECh. 3 - Prob. 25CRECh. 3 - Prob. 26CRECh. 3 - Prob. 27CRECh. 3 - Prob. 28CRECh. 3 - Prob. 29CRECh. 3 - Prob. 30CRECh. 3 - Prob. 31CRECh. 3 - Prob. 32CRECh. 3 - Prob. 33CRECh. 3 - Prob. 34CRECh. 3 - Prob. 35CRECh. 3 - Prob. 36CRECh. 3 - Prob. 37CRECh. 3 - Prob. 38CRECh. 3 - Prob. 39CRECh. 3 - Prob. 40CRECh. 3 - Prob. 41CRECh. 3 - Prob. 42CRECh. 3 - Prob. 43CRECh. 3 - Prob. 44CRECh. 3 - Prob. 45CRECh. 3 - Prob. 46CRECh. 3 - Prob. 47CRECh. 3 - Prob. 48CRECh. 3 - Prob. 49CRECh. 3 - Prob. 50CRECh. 3 - Prob. 51CRECh. 3 - Prob. 52CRECh. 3 - Prob. 53CRECh. 3 - Prob. 54CRECh. 3 - Prob. 55CRECh. 3 - Prob. 56CRECh. 3 - Prob. 57CRECh. 3 - Prob. 58CRECh. 3 - Prob. 59CRECh. 3 - Prob. 60CRECh. 3 - Prob. 61CRECh. 3 - Prob. 62CRECh. 3 - Prob. 63CRECh. 3 - Prob. 64CRECh. 3 - Prob. 65CRECh. 3 - Prob. 66CRECh. 3 - Prob. 67CRECh. 3 - Prob. 68CRECh. 3 - Prob. 69CRECh. 3 - Prob. 70CRECh. 3 - Prob. 71CRECh. 3 - Prob. 72CRECh. 3 - Prob. 73CRECh. 3 - Prob. 74CRECh. 3 - Prob. 75CRECh. 3 - Prob. 76CRECh. 3 - Prob. 77CRECh. 3 - Prob. 78CRECh. 3 - Prob. 79CRECh. 3 - Prob. 80CRECh. 3 - Prob. 81CRECh. 3 - Prob. 82CRECh. 3 - Prob. 83CRECh. 3 - Prob. 84CRECh. 3 - Prob. 85CRECh. 3 - Prob. 86CRECh. 3 - Prob. 87CRECh. 3 - Prob. 88CRECh. 3 - Prob. 89CRECh. 3 - Prob. 90CRECh. 3 - Prob. 91CRECh. 3 - Prob. 92CRECh. 3 - Prob. 93CRECh. 3 - Prob. 94CRECh. 3 - Prob. 95CRECh. 3 - Prob. 96CRECh. 3 - Prob. 97CRECh. 3 - Prob. 98CRECh. 3 - Prob. 99CRECh. 3 - Prob. 100CRECh. 3 - Prob. 101CRECh. 3 - Prob. 102CRECh. 3 - Prob. 103CRECh. 3 - Prob. 104CRECh. 3 - Prob. 105CRECh. 3 - Prob. 106CRECh. 3 - Prob. 107CRECh. 3 - Prob. 108CRECh. 3 - Prob. 109CRECh. 3 - Prob. 110CRECh. 3 - Prob. 111CRECh. 3 - Prob. 112CRECh. 3 - Prob. 113CRECh. 3 - Prob. 114CRECh. 3 - Prob. 115CRECh. 3 - Prob. 116CRECh. 3 - Prob. 117CRECh. 3 - Prob. 118CRECh. 3 - Prob. 119CRECh. 3 - Prob. 120CRE
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