Discrete Mathematics
5th Edition
ISBN: 9780134689562
Author: Dossey, John A.
Publisher: Pearson,
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Chapter 3.4, Problem 29E
To determine
To add: The code words
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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
+
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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
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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 + - ) ،…
Chapter 3 Solutions
Discrete Mathematics
Ch. 3.1 - In Exercises 1–8, find the quotient and remainder...Ch. 3.1 - Prob. 2ECh. 3.1 - Prob. 3ECh. 3.1 - In Exercises 1–8, find the quotient and remainder...Ch. 3.1 - In Exercises 1–8, find the quotient and remainder...Ch. 3.1 - Prob. 6ECh. 3.1 - Prob. 7ECh. 3.1 - Prob. 8ECh. 3.1 - Prob. 9ECh. 3.1 - Prob. 10E
Ch. 3.1 - Prob. 11ECh. 3.1 - Prob. 12ECh. 3.1 - Prob. 13ECh. 3.1 - In Exercises 9–16, determine whether p ≡ q (mod...Ch. 3.1 - Prob. 15ECh. 3.1 - Prob. 16ECh. 3.1 - Prob. 17ECh. 3.1 - Prob. 18ECh. 3.1 - Prob. 19ECh. 3.1 - In Exercises 17–36, perform the indicated...Ch. 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 - In Exercises 17–36, perform the indicated...Ch. 3.1 - Prob. 29ECh. 3.1 - Prob. 30ECh. 3.1 - Prob. 31ECh. 3.1 - Prob. 32ECh. 3.1 - Prob. 33ECh. 3.1 - In Exercises 17–36, perform the indicated...Ch. 3.1 - Prob. 35ECh. 3.1 - Prob. 36ECh. 3.1 - Prob. 37ECh. 3.1 - A hospital heart monitoring device uses two feet...Ch. 3.1 - Prob. 39ECh. 3.1 - Use Example 3.2 to determine the correct check...Ch. 3.1 - Prob. 41ECh. 3.1 - Federal Express packages carry a 10-digit...Ch. 3.1 - Prob. 43ECh. 3.1 - Use the formula in Example 3.7 to determine all...Ch. 3.1 - Let A denote the equivalence class containing 4 in...Ch. 3.1 - Prob. 46ECh. 3.1 - Let R be the equivalence relation defined in...Ch. 3.1 - Show that there exist integers m, x, and y such...Ch. 3.1 - Prob. 49ECh. 3.1 - A project has the nine tasks T1, T2, T3, T4, T5,...Ch. 3.1 - Prob. 51ECh. 3.1 - Prob. 52ECh. 3.2 - List, in increasing order, the divisors of 45
Ch. 3.2 - Prob. 2ECh. 3.2 - Prob. 3ECh. 3.2 - List, in increasing order, the common divisors of...Ch. 3.2 - Prob. 5ECh. 3.2 - Prob. 6ECh. 3.2 - Prob. 7ECh. 3.2 - Prob. 8ECh. 3.2 - Prob. 9ECh. 3.2 - In Exercises 5–10, make a table such as the one...Ch. 3.2 - Prob. 11ECh. 3.2 - Prob. 12ECh. 3.2 - Prob. 13ECh. 3.2 - Prob. 14ECh. 3.2 - Prob. 15ECh. 3.2 - Prob. 16ECh. 3.2 - Prob. 17ECh. 3.2 - In Exercises 13–18, make a table such as the one...Ch. 3.2 - Prob. 19ECh. 3.2 - In Exercises 19–22, use the Euclidean algorithm to...Ch. 3.2 - Prob. 21ECh. 3.2 - Prob. 22ECh. 3.2 - Prob. 23ECh. 3.2 - Prob. 24ECh. 3.2 - Prob. 25ECh. 3.2 - In Exercises 23–26, use the extended Euclidean...Ch. 3.2 - Prob. 27ECh. 3.2 - Prob. 28ECh. 3.2 - Prob. 29ECh. 3.2 - Prob. 30ECh. 3.2 - Prob. 31ECh. 3.2 - Prob. 32ECh. 3.2 - Prob. 33ECh. 3.3 - Prob. 1ECh. 3.3 - In Exercises 1–4, change the given plaintext...Ch. 3.3 - Prob. 3ECh. 3.3 - In Exercises 1–4, change the given plaintext...Ch. 3.3 - Prob. 5ECh. 3.3 - In Exercises 5–10, apply the modular...Ch. 3.3 - Prob. 7ECh. 3.3 - In Exercises 5–10, apply the modular...Ch. 3.3 - Prob. 9ECh. 3.3 - Prob. 10ECh. 3.3 - Prob. 11ECh. 3.3 - In Exercises 11–14, find b corresponding to the...Ch. 3.3 - Prob. 13ECh. 3.3 - Prob. 14ECh. 3.3 - Prob. 15ECh. 3.3 - Prob. 16ECh. 3.3 - Prob. 17ECh. 3.3 - Prob. 18ECh. 3.3 - Prob. 19ECh. 3.3 - In Exercises 15–22, use the extended Euclidean...Ch. 3.3 - Prob. 21ECh. 3.3 - Prob. 22ECh. 3.3 - Prob. 23ECh. 3.3 - Suppose n = 93, E = 17, and the ciphertext message...Ch. 3.3 - Prob. 25ECh. 3.3 - Prob. 26ECh. 3.3 - Prob. 27ECh. 3.3 - Prob. 28ECh. 3.3 - Prob. 29ECh. 3.3 - Prob. 30ECh. 3.3 - Prob. 31ECh. 3.3 - Prob. 32ECh. 3.3 - Prob. 33ECh. 3.3 - Prob. 34ECh. 3.3 - Prob. 35ECh. 3.3 - Prob. 36ECh. 3.3 - Prob. 37ECh. 3.4 - In Exercises 1–8, determine the parity check digit...Ch. 3.4 - In Exercises 1–8, determine the parity check digit...Ch. 3.4 - Prob. 3ECh. 3.4 - Prob. 4ECh. 3.4 - Prob. 5ECh. 3.4 - Prob. 6ECh. 3.4 - Prob. 7ECh. 3.4 - In Exercises 1–8, determine the parity check digit...Ch. 3.4 - Prob. 9ECh. 3.4 - Prob. 10ECh. 3.4 - Prob. 11ECh. 3.4 - In Exercises 9–16, use formula (3.1) to determine...Ch. 3.4 - Prob. 13ECh. 3.4 - In Exercises 9–16, use formula (3.1) to determine...Ch. 3.4 - Prob. 15ECh. 3.4 - Prob. 16ECh. 3.4 - Prob. 17ECh. 3.4 - In Exercises 17–24, determine the Hamming distance...Ch. 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 - In Exercises 25–32, add the given codewords using...Ch. 3.4 - In Exercises 33–36, suppose that the minimal...Ch. 3.4 - In Exercises 33–36, suppose that the minimal...Ch. 3.4 - In Exercises 33–36, suppose that the minimal...Ch. 3.4 - Prob. 36ECh. 3.4 - Prob. 37ECh. 3.4 - Prob. 38ECh. 3.4 - Prob. 39ECh. 3.4 - Prob. 41ECh. 3.5 - Prob. 1ECh. 3.5 - In Exercises 1–4, determine the number of words in...Ch. 3.5 - Prob. 3ECh. 3.5 - Prob. 4ECh. 3.5 - Prob. 5ECh. 3.5 - Prob. 6ECh. 3.5 - Prob. 7ECh. 3.5 - In Exercises 5–8, suppose that the generator...Ch. 3.5 - Prob. 9ECh. 3.5 - Prob. 10ECh. 3.5 - In Exercises 9–12, determine the size of the check...Ch. 3.5 - In Exercises 9–12, determine the size of the check...Ch. 3.5 - If the check matrix of a matrix code is a 9 × 3...Ch. 3.5 - If the check matrix of a matrix code is an 11 × 4...Ch. 3.5 - Prob. 15ECh. 3.5 - In Exercises 15–20, determine all the codewords...Ch. 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 - In Exercises 21–28, determine the check matrix...Ch. 3.5 - Prob. 25ECh. 3.5 - Prob. 26ECh. 3.5 - Prob. 27ECh. 3.5 - Prob. 28ECh. 3.5 - Prob. 29ECh. 3.5 - Exercises 29 and 30, the check matrix A* for a...Ch. 3.5 - Prob. 31ECh. 3.5 - In Exercises 31–38, use Theorem 3.8(b) to...Ch. 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 - Consider the (3, 7)-code with generator...Ch. 3.5 - Prob. 41ECh. 3.5 - Find the generator matrix of the code that encodes...Ch. 3.5 - Prob. 43ECh. 3.6 - Prob. 1ECh. 3.6 - Prob. 2ECh. 3.6 - Prob. 3ECh. 3.6 - Prob. 4ECh. 3.6 - In Exercises 1–8, determine the syndrome of each...Ch. 3.6 - In Exercises 1–8, determine the syndrome of each...Ch. 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 - In Exercises 9–28, the given word was received...Ch. 3.6 - Prob. 21ECh. 3.6 - In Exercises 9–28, the given word was received...Ch. 3.6 - In Exercises 9–28, the given word was received...Ch. 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 - In Exercises 29 and 30, a check matrix and a list...Ch. 3.6 - Prob. 31ECh. 3.6 - Prob. 32ECh. 3.6 - Prob. 33ECh. 3.6 - In Exercises 31–34, determine the minimal value of...Ch. 3.6 - Prob. 35ECh. 3.6 - Prob. 36ECh. 3.6 - Prob. 37ECh. 3.6 - In Exercises 35–38, determine the smallest values...Ch. 3.6 - Prob. 39ECh. 3.6 - Prob. 40ECh. 3.6 - Prob. 41ECh. 3.6 - Prove by mathematical induction that r2 + 1 ≤ 2r...Ch. 3 - Prob. 1SECh. 3 - Prob. 2SECh. 3 - Determine whether each statement in Exercises 1–4...Ch. 3 - Prob. 4SECh. 3 - Prob. 5SECh. 3 - Prob. 6SECh. 3 - Prob. 7SECh. 3 - Prob. 8SECh. 3 - Prob. 9SECh. 3 - Prob. 10SECh. 3 - Prob. 11SECh. 3 - Prob. 12SECh. 3 - Prob. 13SECh. 3 - Prob. 14SECh. 3 - Prob. 15SECh. 3 - Prob. 16SECh. 3 - Prob. 17SECh. 3 - Prob. 18SECh. 3 - Prob. 19SECh. 3 - Prob. 20SECh. 3 - Prob. 21SECh. 3 - Prob. 22SECh. 3 - Prob. 23SECh. 3 - Prob. 24SECh. 3 - Prob. 25SECh. 3 - Prob. 26SECh. 3 - Prob. 27SECh. 3 - Prob. 28SECh. 3 - Prob. 29SECh. 3 - Prob. 30SECh. 3 - Prob. 31SECh. 3 - Prob. 32SECh. 3 - Prob. 33SECh. 3 - Prob. 34SECh. 3 - Prob. 35SECh. 3 - Prob. 36SECh. 3 - Prob. 37SECh. 3 - Prob. 38SECh. 3 - Prob. 39SECh. 3 - Prob. 40SECh. 3 - Prob. 41SECh. 3 - Prob. 42SECh. 3 - Prob. 43SECh. 3 - Prob. 44SECh. 3 - Prob. 45SECh. 3 - Prob. 46SECh. 3 - Prob. 47SECh. 3 - Prob. 48SECh. 3 - Prob. 49SECh. 3 - Prob. 50SECh. 3 - Prob. 51SECh. 3 - Prob. 52SECh. 3 - Prob. 53SECh. 3 - Prob. 54SECh. 3 - Prob. 55SECh. 3 - Prob. 56SECh. 3 - Prob. 57SECh. 3 - Prob. 58SECh. 3 - Prob. 59SECh. 3 - Prob. 60SECh. 3 - Prob. 62SECh. 3 - Prob. 63SECh. 3 - Prob. 64SECh. 3 - Prob. 65SECh. 3 - Prob. 66SECh. 3 - Prob. 67SECh. 3 - Prob. 68SECh. 3 - Prob. 69SECh. 3 - Prob. 70SECh. 3 - Prob. 71SECh. 3 - Prob. 72SECh. 3 - Prob. 73SECh. 3 - Prob. 2CPCh. 3 - Prob. 3CPCh. 3 - Prob. 4CPCh. 3 - Prob. 5CPCh. 3 - Prob. 6CPCh. 3 - Prob. 7CP
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- 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…arrow_forwardPlease help me answer question b and c for this problem.A student project involved collecting data to see if there was a difference in the amount of time one had to wait at the drive-thru between two fast food restaurants, A and B. She randomly selected 30 cars at fast food restaurant A and 30 cars at fast food restaurant B. For each car chosen, she recorded how much time passed from the placement of the order to receiving their food at the pick-up window. The data is given in the table below measured in Seconds. Use α=0.05.CSV…arrow_forwardPlease help me with the following statistics problem A long-distance runner wants to compare the durability of two running shoe brands: Brand A and Brand B. Instead of testing them separately, 15 runners simultaneously wear Brand A on the left foot and Brand B on the right foot during training runs. The runner continues training as usual and tracks how many kilometers each shoe lasts before showing significant wear (e.g., loss of cushioning, outsole damage). Since both shoes experience the same runner, terrain, and conditions, any lifespan difference can be attributed to the shoe brand rather than external factors. Test whether Brand A running shoes have a significantly shorter lifespan than Brand B when worn under the same conditions by the same runner. CSV: "","A","B" "A",197,193 "B",230,229 "C",179,180 "D",206,205 "E",182,180 "F",141,142 "G",207,207 "H",116,112 "I",78,79 "J",0,0 "K",213,212 "L",86,83 "M",181,181 "N",85,79 "O",73,71 The…arrow_forward
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