Calculus Volume 1
17th Edition
ISBN: 9781938168024
Author: Strang, Gilbert
Publisher: OpenStax College
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Textbook Question
Chapter 3.2, Problem 60E
For the following exercises, use the definition of a derivative to find
60.
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In this problem, we consider a Brownian motion (W+) t≥0. We consider a stock model (St)t>0
given (under the measure P) by
d.St 0.03 St dt + 0.2 St dwt,
with So 2. We assume that the interest rate is r = 0.06. The purpose of this problem is to
price an option on this stock (which we name cubic put). This option is European-type, with
maturity 3 months (i.e. T = 0.25 years), and payoff given by
F = (8-5)+
(a) Write the Stochastic Differential Equation satisfied by (St) under the risk-neutral measure
Q. (You don't need to prove it, simply give the answer.)
(b) Give the price of a regular European put on (St) with maturity 3 months and strike K = 2.
(c) Let X =
S. Find the Stochastic Differential Equation satisfied by the process (Xt)
under the measure Q.
(d) Find an explicit expression for X₁ = S3 under measure Q.
(e) Using the results above, find the price of the cubic put option mentioned above.
(f) Is the price in (e) the same as in question (b)? (Explain why.)
Problem 4. Margrabe formula and the Greeks (20 pts)
In the homework, we determined the Margrabe formula for the price of an option allowing you to
swap an x-stock for a y-stock at time T. For stocks with initial values xo, yo, common volatility
σ and correlation p, the formula was given by
Fo=yo (d+)-x0Þ(d_),
where
In (±²
Ꭲ
d+
õ√T
and
σ = σ√√√2(1 - p).
дго
(a) We want to determine a "Greek" for ỡ on the option: find a formula for
θα
(b) Is
дго
θα
positive or negative?
(c) We consider a situation in which the correlation p between the two stocks increases: what
can you say about the price Fo?
(d) Assume that yo< xo and p = 1. What is the price of the option?
The Course Name Real Analysis please Solve questions by Real Analysis
Chapter 3 Solutions
Calculus Volume 1
Ch. 3.1 - For the following exercises, use Equation 3.3 to...Ch. 3.1 - For the following exercises, use Equation 3.3 to...Ch. 3.1 - For the following exercises, use Equation 3.3 to...Ch. 3.1 - For the following exercises, use Equation 3.3 to...Ch. 3.1 - For the following exercises, use Equation 3.3 to...Ch. 3.1 - For the following exercises, use Equation 3.3 to...Ch. 3.1 - For the following exercises, use Equation 3.3 to...Ch. 3.1 - For the following exercises, use Equation 3.3 to...Ch. 3.1 - For the following exercises, use Equation 3.3 to...Ch. 3.1 - For the following exercises, use Equation 3.3 to...
Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions, use Equation 3.4 to...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following functions y=f(x) , find f(a)...Ch. 3.1 - For the following exercises, given the function...Ch. 3.1 - For the following exercises, given the function...Ch. 3.1 - For the following exercises, given the function...Ch. 3.1 - For the following exercises, given the function...Ch. 3.1 - [T] For the following position functions y=s(t),...Ch. 3.1 - [T] For the following position functions y=s(t),...Ch. 3.1 - [T] For the following position functions y=s(t),...Ch. 3.1 - [T] For the following position functions y=s(t),...Ch. 3.1 - [T] For the following position functions y=s(t),...Ch. 3.1 - [T] For the following position functions y=s(t),...Ch. 3.1 - For the following exercises, use the limit...Ch. 3.1 - For the following exercises, use the limit...Ch. 3.1 - For the following exercises, use the limit...Ch. 3.1 - For the following exercises, use the limit...Ch. 3.1 - [T] The position in feet of a lace car along a...Ch. 3.1 - [T] The distance in feet that a ball rolls down an...Ch. 3.1 - Two vehicles start out traveling side by side...Ch. 3.1 - [T] The total cost C(x), in hundreds of dollars,...Ch. 3.1 - [T] For the function f(x)=x32x211x+12 , do the...Ch. 3.1 - [T] For the function f(x)=x1+x2 , do the...Ch. 3.1 - Suppose that N(x) computes the number of gallons...Ch. 3.1 - [T] For the function f(x)=x45x2+4 , do the...Ch. 3.1 - [T] For the function f(x)=x2x2+1 , do the...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the definition of...Ch. 3.2 - For the following exercises, use the graph of...Ch. 3.2 - For the following exercises, use the graph of...Ch. 3.2 - For the following exercises, use the graph of...Ch. 3.2 - For the following exercises, use the graph of...Ch. 3.2 - For the following exercises, the given limit...Ch. 3.2 - For the following exercises, the given limit...Ch. 3.2 - For the following exercises, the given limit...Ch. 3.2 - For the following exercises, the given limit...Ch. 3.2 - For the following exercises, the given limit...Ch. 3.2 - For the following exercises, the given limit...Ch. 3.2 - For the following functions, sketch the graph and...Ch. 3.2 - For the following functions, sketch the graph and...Ch. 3.2 - For the following functions, sketch the graph and...Ch. 3.2 - For the following functions, sketch the graph and...Ch. 3.2 - For the following graphs, a. determine for which...Ch. 3.2 - For the following graphs, a. determine for which...Ch. 3.2 - Use the graph to evaluate a. f’(0.5), b. f’(0), c....Ch. 3.2 - For the following functions, use...Ch. 3.2 - For the following functions, use...Ch. 3.2 - For the following functions, use...Ch. 3.2 - For the following exercises, use a calculator to...Ch. 3.2 - For the following exercises, use a calculator to...Ch. 3.2 - For the following exercises, use a calculator to...Ch. 3.2 - For the following exercises, use a calculator to...Ch. 3.2 - For the following exercises, use a calculator to...Ch. 3.2 - For the following exercises, use a calculator to...Ch. 3.2 - For the following exercises, describe what the two...Ch. 3.2 - For the following exercises, describe what the two...Ch. 3.2 - For the following exercises, describe what the two...Ch. 3.2 - For the following exercises, describe what the two...Ch. 3.2 - For the following exercises, describe what the two...Ch. 3.2 - For the following exercises, describe what the two...Ch. 3.2 - Sketch the graph of a function y=f(x) with all of...Ch. 3.2 - Suppose temperature T in degrees Fahrenheit at a...Ch. 3.2 - Suppose the total profit of a company is y=P(x)...Ch. 3.2 - The graph in the following figure models die...Ch. 3.2 - For the following exercises, use the following...Ch. 3.2 - [T] Construct a table of values for h' (t) and...Ch. 3.2 - [T] The best linear fit to the data is given by...Ch. 3.2 - [T] The best quadratic fit to the data is given by...Ch. 3.2 - [T] The best cubic fir to the data is given by...Ch. 3.2 - Using the best linear, quadratic, and cubic fits...Ch. 3.3 - Figure 3.21 (a) one section of the racetrack can...Ch. 3.3 - Figure 3.21 (a) one section of the racetrack can...Ch. 3.3 - Figure 3.21 (a) one section of the racetrack can...Ch. 3.3 - Figure 3.21 (a) one section of the racetrack can...Ch. 3.3 - Figure 3.21 (a) one section of the racetrack can...Ch. 3.3 - Figure 3.21 (a) one section of the racetrack can...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find f(x) for each...Ch. 3.3 - For the following exercises, find the equation of...Ch. 3.3 - For the following exercises, find the equation of...Ch. 3.3 - For the following exercises, find the equation of...Ch. 3.3 - For the following exercises, find the equation of...Ch. 3.3 - For the following exercises, find the equation of...Ch. 3.3 - For the following exercises, find the equation of...Ch. 3.3 - For the following exercises, find the equation of...Ch. 3.3 - For the following exercises, find the equation of...Ch. 3.3 - For the following exercises, assume that f(x) and...Ch. 3.3 - For the following exercises, assume that f(x) and...Ch. 3.3 - For the following exercises, assume that f(x) and...Ch. 3.3 - For the following exercises, assume that f(x) and...Ch. 3.3 - For the following exercises, use the following...Ch. 3.3 - For the following exercises, use the following...Ch. 3.3 - For the following exercises, use the following...Ch. 3.3 - For the following exercises, evaluate f(a), and...Ch. 3.3 - For the following exercises, evaluate f(a), and...Ch. 3.3 - For the following exercises, evaluate f(a), and...Ch. 3.3 - For the following exercises, a. evaluate f(a), and...Ch. 3.3 - For the following exercises, evaluate f(a), and...Ch. 3.3 - For the following exercises, evaluate f(a), and...Ch. 3.3 - For the following exercises, evaluate f(a), and...Ch. 3.3 - For the following exercises, evaluate f(a), and...Ch. 3.3 - For the following exercises, evaluate f(a), and...Ch. 3.3 - Determine all points on the graph of f(x)=x3+x2x1...Ch. 3.3 - Find a quadratic polynomial such that f(1)=5 ,...Ch. 3.3 - A car driving along a freeway with traffic has...Ch. 3.3 - [T] A herring swimming along a straight line has...Ch. 3.3 - The population in millions of arctic flounder in...Ch. 3.3 - [T] The concentration of antibiotic in the...Ch. 3.3 - A book publisher has a cost function given by...Ch. 3.3 - 149. [T] According to Newton’s law of universal...Ch. 3.4 - For the following exercises, the given functions...Ch. 3.4 - For the following exercises, the given functions...Ch. 3.4 - For the following exercises, the given functions...Ch. 3.4 - A rocket is fired vertically upward from the...Ch. 3.4 - A ball is thrown downward with a speed of 8 ft/s...Ch. 3.4 - The position function s(t)=t23t4 represents the...Ch. 3.4 - The position of a hummingbird flying along a...Ch. 3.4 - A potato is launched vertically upward with an...Ch. 3.4 - The position function s(t)=t38t gives the position...Ch. 3.4 - The following graph shows die position y=s(t) of...Ch. 3.4 - The cost function, in dollars, of a company that...Ch. 3.4 - The price p (in dollars) and the demand x for a...Ch. 3.4 - [T] A profit is earned when revenue exceeds cost....Ch. 3.4 - [T] In general, the profit function is the...Ch. 3.4 - A small town in Ohio commissioned an actuarial...Ch. 3.4 - [T] A culture of bacteria grows in number...Ch. 3.4 - The centripetal force of an object of mass m is...Ch. 3.4 - The following questions concern the population (in...Ch. 3.4 - The following questions concern the population (in...Ch. 3.4 - For the following exercises, consider an astronaut...Ch. 3.4 - For the following exercises, consider an astronaut...Ch. 3.4 - For the following exercises, consider an astronaut...Ch. 3.4 - For the following exercises, consider an astronaut...Ch. 3.4 - For the following exercises, consider an astronaut...Ch. 3.4 - [T] The populations of the snowshoe hare (in...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find dydx for the...Ch. 3.5 - For the following exercises, find the equation of...Ch. 3.5 - For the following exercises, find the equation of...Ch. 3.5 - For the following exercises, find the equation of...Ch. 3.5 - For the following exercises, find the equation of...Ch. 3.5 - For the following exercises, find the equation of...Ch. 3.5 - For the following exercises, find the equation of...Ch. 3.5 - For the following exercises, find d2ydx2 for the...Ch. 3.5 - For the following exercises, find d2ydx2 for the...Ch. 3.5 - For the following exercises, find d2ydx2 for the...Ch. 3.5 - For the following exercises, find d2ydx2 for the...Ch. 3.5 - For the following exercises, find d2ydx2 for the...Ch. 3.5 - For the following exercises, find d2ydx2 for the...Ch. 3.5 - Find all x values on the graph of f(x)=3sinxcosx...Ch. 3.5 - Find all x values on the graph of f(x)=x2cosx for...Ch. 3.5 - Let f(x)=cotx . Determine the points on the graph...Ch. 3.5 - [T] A mass on a spring bounces up and down in...Ch. 3.5 - Let the position of a swinging pendulum in simple...Ch. 3.5 - After a diver jumps off a diving board, the edge...Ch. 3.5 - The number of hamburgers sold at a fast-food...Ch. 3.5 - [T] The amount of rainfall per month in Phoenix,...Ch. 3.5 - For the following exercises, use the quotient rule...Ch. 3.5 - For the following exercises, use the quotient rule...Ch. 3.5 - For the following exercises, use the quotient rule...Ch. 3.5 - Use the definition of derivative and the identity...Ch. 3.5 - For the following exercises, find the requested...Ch. 3.5 - For the following exercises, find the requested...Ch. 3.5 - For the following exercises, find the requested...Ch. 3.5 - For the following exercises, find the requested...Ch. 3.5 - For the following exercises, find the requested...Ch. 3.6 - For the following exercises, given y=f(u) and...Ch. 3.6 - For the following exercises, given y=f(u) and...Ch. 3.6 - For the following exercises, given y=f(u) and...Ch. 3.6 - For the following exercises, given y=f(u) and...Ch. 3.6 - For the following exercises, given y=f(u) and...Ch. 3.6 - For the following exercises, given y=f(u) and...Ch. 3.6 - For each of the following exercises, decompose...Ch. 3.6 - For each of the following exercises, decompose...Ch. 3.6 - For each of the following exercises, decompose...Ch. 3.6 - For each of the following exercises, decompose...Ch. 3.6 - For each of the following exercises, decompose...Ch. 3.6 - For each of the following exercises, decompose...Ch. 3.6 - For each of the following exercises, decompose...Ch. 3.6 - For each of the following exercises, decompose...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - For the following exercises, find dydx for each...Ch. 3.6 - Let y=[f(x)]3 and suppose that f(1)=4 and dydx=10...Ch. 3.6 - Let y=(f(x)+5x2)4 and suppose that f(1)=4 and...Ch. 3.6 - Let y=(f(u)+3x)2 and u=x32x . If f(4)=6 and...Ch. 3.6 - [T] Find the equation of the tangent line of...Ch. 3.6 - [T] Fine the equation of the tangent line to...Ch. 3.6 - Find the x-coordinates at which the tangent line...Ch. 3.6 - [T] Find an equation of the line that is normal to...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.6 - For the following exercises, use the information...Ch. 3.7 - For the following exercises, use the graph of...Ch. 3.7 - For the following exercises, use the graph of...Ch. 3.7 - For the following exercises, use the graph of...Ch. 3.7 - For the following exercises, use the graph of...Ch. 3.7 - For the following exercises, use the functions...Ch. 3.7 - For the following exercises, use the functions...Ch. 3.7 - For the following exercises, use the functions...Ch. 3.7 - For the following exercises, use the functions...Ch. 3.7 - For each of the following functions, find (f1)(a)...Ch. 3.7 - For each of the following functions, find (f1)(a)...Ch. 3.7 - For each of the following functions, find (f1)(a)...Ch. 3.7 - For each of the following functions, find (f1)(a)...Ch. 3.7 - For each of the following functions, find (f1)(a)...Ch. 3.7 - For each of the following functions, find (f1)(a)...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For each of the given function y=f(x) . Find the...Ch. 3.7 - For the following exercises, use the given values...Ch. 3.7 - For the following exercises, use the given values...Ch. 3.7 - For the following exercises, use the given values...Ch. 3.7 - For the following exercises, use the given values...Ch. 3.7 - For the following exercises, use the given values...Ch. 3.7 - For the following exercises, use the given values...Ch. 3.7 - [T] The position of a moving hockey puck after t...Ch. 3.7 - [T] A building that is 225 feet tall casts a...Ch. 3.7 - [T] A pole stands 75 feet tall. An angle is...Ch. 3.7 - [T] A television camera at ground level is 2000...Ch. 3.7 - [T] A local movie theater with a 30-foot-high...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, find the equation of...Ch. 3.8 - For the following exercises, find the equation of...Ch. 3.8 - For the following exercises, find the equation of...Ch. 3.8 - For the following exercises, find the equation of...Ch. 3.8 - For the following exercises, find the equation of...Ch. 3.8 - For the following exercises, find the equation of...Ch. 3.8 - [T] The graph of a folium of Descartes with...Ch. 3.8 - For the equation x2+2xy3y2=0 , Find the equation...Ch. 3.8 - Find all points on the graph of y327y=x290 at...Ch. 3.8 - For the equation x2+xy+y2=7 , Find the x...Ch. 3.8 - Find the equation of the tangent line to the graph...Ch. 3.8 - Find the equation of the tangent line to the graph...Ch. 3.8 - Find y and y for x2+6xy2y2=3 .Ch. 3.8 - T] The number of cell phones produced when...Ch. 3.8 - T] The number of cars produced when x dollars is...Ch. 3.8 - The volume of a right circular cone of radius xand...Ch. 3.8 - For the following exercises, consider a closed...Ch. 3.8 - For the following exercises, consider a closed...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.8 - For the following exercises, use implicit...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f (x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, find f(x) for each...Ch. 3.9 - For the following exercises, use logarithmic...Ch. 3.9 - For the following exercises, use logarithmic...Ch. 3.9 - For the following exercises, use logarithmic...Ch. 3.9 - For the following exercises, use logarithmic...Ch. 3.9 - For the following exercises, use logarithmic...Ch. 3.9 - For the following exercises, use logarithmic...Ch. 3.9 - For the following exercises, use logarithmic...Ch. 3.9 - For the following exercises, use logarithmic...Ch. 3.9 - [T] Find an equation of the tangent line to the...Ch. 3.9 - [T] Find the equation of the line that is normal...Ch. 3.9 - [T] Find the equation of the tangent line to the...Ch. 3.9 - Consider the function y=x1/x for x > 0. Determine...Ch. 3.9 - The formula I(t)=sintet is the formula for a...Ch. 3.9 - [T] The population of Toledo, Ohio, in 2000 was...Ch. 3.9 - [T] An isotope of the element erbium has a...Ch. 3.9 - [T] The number of cases of influenza in New York...Ch. 3.9 - [T] The relative rate of change of a...Ch. 3.9 - For the following exercises, use the population of...Ch. 3.9 - For the following exercises, use the population of...Ch. 3.9 - For the following exercises, use the population of...Ch. 3.9 - For the following exercises, use the population of...Ch. 3 - True or False? Justify the answer with a proof or...Ch. 3 - True or False? Justify the answer with a proof or...Ch. 3 - True or False? Justify the answer with a proof or...Ch. 3 - True or False? Justify the answer with a proof or...Ch. 3 - Use the Limit definition of the derivative to...Ch. 3 - Use the Limit definition of the derivative to...Ch. 3 - Find the derivatives of the following functions....Ch. 3 - Find the derivatives of the following functions....Ch. 3 - Find the derivatives of the following functions....Ch. 3 - Find the derivatives of the following functions....Ch. 3 - Find the derivatives of the following functions....Ch. 3 - Find the derivatives of the following functions....Ch. 3 - Find the derivatives of the following functions...Ch. 3 - Find the derivatives of the following functions....Ch. 3 - Find the following derivatives of various orders...Ch. 3 - Find the following derivatives of various orders...Ch. 3 - Find the following derivatives of various orders....Ch. 3 - Find the equation of the tangent line to the...Ch. 3 - Find the equation of the tangent line to the...Ch. 3 - Draw the derivative for the following graphs. 386.Ch. 3 - Draw the derivative for the following graphs. 387....Ch. 3 - Find and graph the derivative. What is the...Ch. 3 - Find w' (3). What is the physical meaning of this...Ch. 3 - Using the table, estimate the derivative of the...Ch. 3 - Estimate the derivative of the wind speed at hour...
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- We consider a 4-dimensional stock price model given (under P) by dẴ₁ = µ· Xt dt + йt · ΣdŴt where (W) is an n-dimensional Brownian motion, π = (0.02, 0.01, -0.02, 0.05), 0.2 0 0 0 0.3 0.4 0 0 Σ= -0.1 -4a За 0 0.2 0.4 -0.1 0.2) and a E R. We assume that ☑0 = (1, 1, 1, 1) and that the interest rate on the market is r = 0.02. (a) Give a condition on a that would make stock #3 be the one with largest volatility. (b) Find the diversification coefficient for this portfolio as a function of a. (c) Determine the maximum diversification coefficient d that you could reach by varying the value of a? 2arrow_forwardQuestion 1. Your manager asks you to explain why the Black-Scholes model may be inappro- priate for pricing options in practice. Give one reason that would substantiate this claim? Question 2. We consider stock #1 and stock #2 in the model of Problem 2. Your manager asks you to pick only one of them to invest in based on the model provided. Which one do you choose and why ? Question 3. Let (St) to be an asset modeled by the Black-Scholes SDE. Let Ft be the price at time t of a European put with maturity T and strike price K. Then, the discounted option price process (ert Ft) t20 is a martingale. True or False? (Explain your answer.) Question 4. You are considering pricing an American put option using a Black-Scholes model for the underlying stock. An explicit formula for the price doesn't exist. In just a few words (no more than 2 sentences), explain how you would proceed to price it. Question 5. We model a short rate with a Ho-Lee model drt = ln(1+t) dt +2dWt. Then the interest rate…arrow_forwardIn this problem, we consider a Brownian motion (W+) t≥0. We consider a stock model (St)t>0 given (under the measure P) by d.St 0.03 St dt + 0.2 St dwt, with So 2. We assume that the interest rate is r = 0.06. The purpose of this problem is to price an option on this stock (which we name cubic put). This option is European-type, with maturity 3 months (i.e. T = 0.25 years), and payoff given by F = (8-5)+ (a) Write the Stochastic Differential Equation satisfied by (St) under the risk-neutral measure Q. (You don't need to prove it, simply give the answer.) (b) Give the price of a regular European put on (St) with maturity 3 months and strike K = 2. (c) Let X = S. Find the Stochastic Differential Equation satisfied by the process (Xt) under the measure Q. (d) Find an explicit expression for X₁ = S3 under measure Q. (e) Using the results above, find the price of the cubic put option mentioned above. (f) Is the price in (e) the same as in question (b)? (Explain why.)arrow_forward
- 3. Consider the polynomial equation 6-iz+7z² - iz³ +z = 0 for which the roots are 3i, -2i, -i, and i. (a) Verify the relations between this roots and the coefficients of the polynomial. (b) Find the annulus region in which the roots lie.arrow_forwardThe managing director of a consulting group has the accompanying monthly data on total overhead costs and professional labor hours to bill to clients. Complete parts a through c. Question content area bottom Part 1 a. Develop a simple linear regression model between billable hours and overhead costs. Overhead Costsequals=212495.2212495.2plus+left parenthesis 42.4857 right parenthesis42.485742.4857times×Billable Hours (Round the constant to one decimal place as needed. Round the coefficient to four decimal places as needed. Do not include the $ symbol in your answers.) Part 2 b. Interpret the coefficients of your regression model. Specifically, what does the fixed component of the model mean to the consulting firm? Interpret the fixed term, b 0b0, if appropriate. Choose the correct answer below. A. The value of b 0b0 is the predicted billable hours for an overhead cost of 0 dollars. B. It is not appropriate to interpret b 0b0, because its value…arrow_forward3. Consider the polynomial equation 6-iz+7z2-iz³ +z = 0 for which the roots are 3i, -2i, -i, and i. (a) Verify the relations between this roots and the coefficients of the polynomial. (b) Find the annulus region in which the roots lie.arrow_forward
- Write the equation of the trigonometric function shown in the graph. LO 5 4 3 2 1 y -5 -5 4 8 8 500 -1 -2 -3 -4 -5 x 5 15л 5л 25л 15л 35π 5л 4 8 2 8 4 8arrow_forwardc) Using only Laplace transforms solve the following Samuelson model given below i.e., the second order difference equation (where yt is national income): - Yt+2 6yt+1+5y₁ = 0, if y₁ = 0 for t < 0, and y₁ = 0, y₁ = 1 1-e-s You may use without proof that L-1[s(1-re-s)] = f(t) = r² for n ≤tarrow_forward5. 156 m/WXY = 59° 63 E 7. B E 101 C mFE = 6. 68° 8. C 17arrow_forwardScoring: MATH 15 FILING /10 COMPARISON /10 RULER I 13 Express EMPLOYMENT PROFESSIONALS NAME: SKILLS EVALUATION TEST- Light Industrial MATH-Solve the following problems. (Feel free to use a calculator.) DATE: 1. If you were asked to load 225 boxes onto a truck, and the boxes are crated, with each crate containing nine boxes, how many crates would you need to load? 2. Imagine you live only one mile from work and you decide to walk. If you walk four miles per hour, how long will it take you to walk one mile? 3. Add 3 feet 6 inches + 8 feet 2 inches + 4 inches + 2 feet 5 inches. 4. In a grocery store, steak costs $3.85 per pound. If you buy a three-pound steak and pay for it with a $20 bill, how much change will you get? 5. Add 8 minutes 32 seconds + 37 minutes 18 seconds + 15 seconds. FILING - In the space provided, write the number of the file cabinet where the company should be filed. Example: File Cabinet #4 Elson Co. File Cabinets: 1. Aa-Bb 3. Cg-Dz 5. Ga-Hz 7. La-Md 9. Na-Oz 2. Bc-Cf…arrow_forwardpart 3 of the question is: A power outage occurs 6 min after the ride started. Passengers must wait for their cage to be manually cranked into the lowest position in order to exit the ride. Sine function model: where h is the height of the last passenger above the ground measured in feet and t is the time of operation of the ride in minutes. What is the height of the last passenger at the moment of the power outage? Verify your answer by evaluating the sine function model. Will the last passenger to board the ride need to wait in order to exit the ride? Explain.arrow_forwardIf you were asked to load 225 boxes onto a truck, and the boxes are crated, with each crate containing nine boxes, how many crates would you need to load?arrow_forwardarrow_back_iosSEE MORE QUESTIONSarrow_forward_ios
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