Calculus Volume 3
16th Edition
ISBN: 9781938168079
Author: Gilbert Strang, Edwin Jed Herman
Publisher: OpenStax
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Textbook Question
Chapter 4, Problem 406RE
For the following exercises, find all second partial derivatives.
406.
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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
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.
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value of a?
2
Chapter 4 Solutions
Calculus Volume 3
Ch. 4.1 - For the following exercises, evaluate each...Ch. 4.1 - For the following exercises, evaluate each...Ch. 4.1 - For the following exercises, evaluate each...Ch. 4.1 - For the following exercises, evaluate each...Ch. 4.1 - For the following exercises, find the domain of...Ch. 4.1 - For the following exercises, find the domain of...Ch. 4.1 - For the following exercises, find the domain of...Ch. 4.1 - For the following exercises, find the domain of...Ch. 4.1 - For the following exercises, find the domain of...Ch. 4.1 - For the following exercises, find the domain of...
Ch. 4.1 - Find the range of the functions. 11....Ch. 4.1 - Find the range of the functions. 12. V(x,y)=4x2+y2Ch. 4.1 - Find the range of the functions. 13. z=y2x2Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the level curves...Ch. 4.1 - For the following exercises, find the vertical...Ch. 4.1 - For the following exercises, find the vertical...Ch. 4.1 - For the following exercises, find the vertical...Ch. 4.1 - Find the domain of the following functions. 33....Ch. 4.1 - Find the domain of the following functions. 34....Ch. 4.1 - Find the domain of the following functions. 35....Ch. 4.1 - Find the domain of the following functions. 36....Ch. 4.1 - Find the domain of the following functions. 37....Ch. 4.1 - Find the domain of the following functions. 38....Ch. 4.1 - For the following exercises, plot a graph of the...Ch. 4.1 - For the following exercises, plot a graph of the...Ch. 4.1 - For the following exercises, plot a graph of the...Ch. 4.1 - Sketch the following by finding the level curves....Ch. 4.1 - Sketch the following by finding the level curves....Ch. 4.1 - Sketch the following by finding the level curves....Ch. 4.1 - Sketch the following by finding the level curves....Ch. 4.1 - Sketch the following by finding the level curves....Ch. 4.1 - Sketch the following by finding the level curves....Ch. 4.1 - Find the level surface for the functions of three...Ch. 4.1 - Find the level surface for the functions of three...Ch. 4.1 - the level surface for the functions of three...Ch. 4.1 - Find the level surface for the functions of three...Ch. 4.1 - Find the level surface for the functions of three...Ch. 4.1 - For the following exercises, find an equation of...Ch. 4.1 - For the following exercises, find an equation of...Ch. 4.1 - For the following exercises, find an equation of...Ch. 4.1 - The strength E of an electric field at point (x....Ch. 4.1 - A thin plate made of iron is located in the...Ch. 4.1 - Refer to the preceding problem. Using the...Ch. 4.1 - Refer to the preceding problem. Find the level...Ch. 4.2 - For the following exercises, find the limit of the...Ch. 4.2 - For the following exercises, find the limit of the...Ch. 4.2 - For the following exercises, find the limit of the...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, complete the...Ch. 4.2 - For the following exercises, complete the...Ch. 4.2 - For the following exercises, use algebraic...Ch. 4.2 - For the following exercises, use algebraic...Ch. 4.2 - For the following exercises, use algebraic...Ch. 4.2 - For the following exercises, use algebraic...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limits...Ch. 4.2 - For the following exercises, evaluate the limit of...Ch. 4.2 - For the following exercises, evaluate the limit of...Ch. 4.2 - For the following exercises, evaluate the limit of...Ch. 4.2 - For the following exercises, evaluate the limit of...Ch. 4.2 - Discuss the continuity of the following functions....Ch. 4.2 - Discuss the continuity of the following functions....Ch. 4.2 - Discuss the continuity of the following functions....Ch. 4.2 - Discuss the continuity of the following functions....Ch. 4.2 - For the following exercises, determine the region...Ch. 4.2 - For the following exercises, determine the region...Ch. 4.2 - Show that the function approaches different values...Ch. 4.2 - Show that the function approaches different values...Ch. 4.2 - Create a plot using graphing software to determine...Ch. 4.2 - Determine the region of the xy-plane in which the...Ch. 4.2 - Determine the region of the xv-plane in which f(x....Ch. 4.2 - At what points in space g(x,y,z)=x2+y22z2...Ch. 4.2 - At what points in space is g(x,y,z)=1x2+z21...Ch. 4.2 - Show that (x,y)(0,0)lim1x2+y2 does not exist at...Ch. 4.2 - [T] Evaluate (x,y)(0,0)limxy2x2+y2 by plotting the...Ch. 4.2 - [T] a. Use a CAS to draw a contour map of z=9x2y2...Ch. 4.2 - True or False: If we evaluate (x,y)(0,0)limf(x)...Ch. 4.2 - Use polar coordinates to find (xy)(0,0)limsin x 2+...Ch. 4.2 - Use polar coordinates to find urn...Ch. 4.2 - Discuss the continuity of f(g(x. y)) where f(i) =...Ch. 4.2 - Given f(x. v) = x2-4y. find h0limf(x+h,y)f(x,y)h.Ch. 4.2 - Given f(x,y)=x24y find h0limf(1+h,y)f(1,y)hCh. 4.3 - Lord Kelvin and the Age of Earth Figure 4.25 (a)...Ch. 4.3 - Lord Kelvin and the Age of Earth Figure 4.25 (a)...Ch. 4.3 - Lord Kelvin and the Age of Earth Figure 4.25 (a)...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the sign of...Ch. 4.3 - For the following exercises, calculate the sign of...Ch. 4.3 - For the following exercises, calculate the sign of...Ch. 4.3 - For the following exercises, calculate the sign of...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - For the following exercises, calculate the partial...Ch. 4.3 - Evaluate the partial derivatives at point P(O. 1)....Ch. 4.3 - Evaluate the partial derivatives at point P(O. 1)....Ch. 4.3 - Evaluate the partial derivatives at point P(O. 1)....Ch. 4.3 - The area of a parallelogram with adjacent side...Ch. 4.3 - Express the volume of a right circular cylinder as...Ch. 4.3 - Calulate wz for w=zsin(xy2+2z) .Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Find the indicated higher-order partial...Ch. 4.3 - Suppose the sides of a rectangle are changing with...Ch. 4.3 - A Cobb-Douglas production function...Ch. 4.3 - The apparent temperature index is a measure of how...Ch. 4.4 - For the following exercises, find a unit normal...Ch. 4.4 - For the following exercises, find a unit normal...Ch. 4.4 - For the following exercises, as a useful review...Ch. 4.4 - For the following exercises, as a useful review...Ch. 4.4 - For the following exercises, as a useful review...Ch. 4.4 - For the following exercises, as a useful review...Ch. 4.4 - For the following exercises, as a useful review...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - For the following exercises, find the equation for...Ch. 4.4 - the following exercises, find the equation for the...Ch. 4.4 - For the following exercises, find parametric...Ch. 4.4 - For the following exercises, find parametric...Ch. 4.4 - For the following exercises, find parametric...Ch. 4.4 - For the following exercises, find parametric...Ch. 4.4 - For the following exercises, find parametric...Ch. 4.4 - For the following exercises, find parametric...Ch. 4.4 - For the following exercises, use the figure shown...Ch. 4.4 - For the following exercises, use the figure shown...Ch. 4.4 - For the following exercises, use the figure shown...Ch. 4.4 - For the following exercises, complete each task....Ch. 4.4 - For the following exercises, complete each task....Ch. 4.4 - For the following exercises, complete each task....Ch. 4.4 - For the following exercises, complete each task....Ch. 4.4 - For the following exercises, complete each task....Ch. 4.4 - For the following exercises, complete each task....Ch. 4.4 - For the following exercises, complete each task....Ch. 4.4 - For the following exercises, complete each task....Ch. 4.4 - For the following exercises, complete each task....Ch. 4.4 - The centripetal acceleration of a particle moving...Ch. 4.4 - The radius r and height h of a tight circular...Ch. 4.4 - The base radius and height of a right circular...Ch. 4.4 - The electrical resistance R produced by wiring...Ch. 4.4 - The area of an ellipse with axes of length 2a and...Ch. 4.4 - The period T of a simple pendulum with small...Ch. 4.4 - Electrical power P is given by P = V2R where V is...Ch. 4.4 - For the following exercises, find the linear...Ch. 4.4 - For the following exercises, find the linear...Ch. 4.4 - For the following exercises, find the linear...Ch. 4.4 - For the following exercises, find the linear...Ch. 4.4 - For the following exercises, find the linear...Ch. 4.4 - [T] Find the equation of the tangent plane to the...Ch. 4.4 - [T] Find the equation for the tangent plane to the...Ch. 4.4 - [T] Find the equation of the tangent plane to the...Ch. 4.5 -
Ch. 4.5 - For the following exercises, use the information...Ch. 4.5 - For the following exercises, use the information...Ch. 4.5 - For the following exercises, use the information...Ch. 4.5 - For the following exercises, use the information...Ch. 4.5 - For the following exercises, use the information...Ch. 4.5 - For the following exercises, find dfdtusing the...Ch. 4.5 - For the following exercises, find dfdtusing the...Ch. 4.5 - For the following exercises, find dfdtusing the...Ch. 4.5 - For the following exercises, find dfdtusing the...Ch. 4.5 - For the following exercises, find dfdtusing the...Ch. 4.5 - For the following exercises, find dfdtusing the...Ch. 4.5 - Let w(x. v, z) = x + y + z, x = cos t, v = sin t,...Ch. 4.5 - Let z=x2y. where x=t2 and v=t2. Find dzdt .Ch. 4.5 - Let u=exsiny, where x=t2 and y=t . Find dudtwhen x...Ch. 4.5 - For the following exercises, find dv using partial...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, find dydx using...Ch. 4.5 - For the following exercises, use this information:...Ch. 4.5 - For the following exercises, use this information:...Ch. 4.5 - For the following exercises, use this information:...Ch. 4.5 - The volume of a right circular cylinder is given...Ch. 4.5 - The pressure P of a gas is related to the volume...Ch. 4.5 - The radius of a tight circular cone is increasing...Ch. 4.5 - The volume of a frustum of a cone is given by the...Ch. 4.5 - A closed box is in the shape of a rectangular...Ch. 4.5 - The total resistance in a circuit that has three...Ch. 4.5 - The temperature T at a point (x. y) is T(x. y) and...Ch. 4.5 - The x and y components of a fluid moving in two...Ch. 4.5 - Let u = u(x. y, z). where x = x(w, t). y = (w. t)....Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the gradient....Ch. 4.6 - For the following exercises, find the gradient....Ch. 4.6 - For the following exercises, find the gradient....Ch. 4.6 - For the following exercises, find the gradient....Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the directional...Ch. 4.6 - For the following exercises, find the derivative...Ch. 4.6 - For the following exercises, find the derivative...Ch. 4.6 - [T] Use technology to sketch the level curve of...Ch. 4.6 - [T] Use technology to sketch the level curve of...Ch. 4.6 - For the following exercises, find the gradient...Ch. 4.6 - For the following exercises, find the gradient...Ch. 4.6 - For the following exercises, find the gradient...Ch. 4.6 - For the following exercises, find the gradient...Ch. 4.6 - For the following exercises, find the derivative...Ch. 4.6 - For the following exercises, find the derivative...Ch. 4.6 - For the following exercises, find the derivative...Ch. 4.6 - For the following exercises, find the derivative...Ch. 4.6 - For the following exercises, find the derivative...Ch. 4.6 - For the following exercises, find the maximum rate...Ch. 4.6 - For the following exercises, find the maximum rate...Ch. 4.6 - For the following exercises, find the maximum rate...Ch. 4.6 - For the following exercises, find equations of a....Ch. 4.6 - For the following exercises, find equations of a....Ch. 4.6 - For the following exercises, find equations of a....Ch. 4.6 - For the following exercises, find equations of a....Ch. 4.6 - For the following exercises, solve the problem....Ch. 4.6 - For the following exercises, solve the problem....Ch. 4.6 - For the following exercises, solve the problem....Ch. 4.6 - For the following exercises, solve the problem....Ch. 4.7 - For the following exercises, find all critical...Ch. 4.7 - For the following exercises, find all critical...Ch. 4.7 - For the following exercises, find all critical...Ch. 4.7 - For the following exercises, find all critical...Ch. 4.7 - For the following exercises, find the critical...Ch. 4.7 - For the following exercises, find the critical...Ch. 4.7 - For the following exercises, find the critical...Ch. 4.7 - For the following exercises, find the critical...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, use the second...Ch. 4.7 - For the following exercises, determine the extreme...Ch. 4.7 - For the following exercises, determine the extreme...Ch. 4.7 - For the following exercises, determine the extreme...Ch. 4.7 - Find the absolute extrema of the given function on...Ch. 4.7 - Find the absolute extrema of the given function on...Ch. 4.7 - Find the absolute extrema of the given function on...Ch. 4.7 - Find the absolute extrema of the given function on...Ch. 4.7 - Find three positive numbers the sum of which is...Ch. 4.7 - Find the points on the surface x2yz=5that are...Ch. 4.7 - Find the maximum volume of a rectangular box with...Ch. 4.7 - The sum of the length and the girth (perimeter of...Ch. 4.7 - A cardboard box without a lid is to be made with a...Ch. 4.7 - Find the point on the surface f(x,y)=x2+y2+10...Ch. 4.7 - Find the point in the plane 2xy+2z=16 that is...Ch. 4.7 - A company manufactures two types of athletic...Ch. 4.7 - A shipping company handles rectangular boxes...Ch. 4.7 - Find the maximum volume of a cylindrical soda can...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the following exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - Show that, of all the triangles inscribed in a...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4.8 - For the next group of exercises, use the method of...Ch. 4 - For the following exercises, determine whether the...Ch. 4 - For the following exercises, determine whether the...Ch. 4 - For the following exercises, determine whether the...Ch. 4 - For the following exercises, determine whether the...Ch. 4 - For the following exercises, sketch the function...Ch. 4 - For the following exercises, sketch the function...Ch. 4 - For the following exercises, evaluate the...Ch. 4 - For the following exercises, evaluate the...Ch. 4 - For the following exercises, find the largest...Ch. 4 - For the following exercises, find the largest...Ch. 4 - For the following exercises, find the largest...Ch. 4 - For the following exercises, find the largest...Ch. 4 - For the following exercises, find all second...Ch. 4 - For the following exercises, find all second...Ch. 4 - For the following exercises, find the equation of...Ch. 4 - For the following exercises, find the equation of...Ch. 4 - For the following exercises, find the equation of...Ch. 4 - For the following exercises, find the equation of...Ch. 4 - For the following exercises, find the equation of...Ch. 4 - For the following exercises, find the equation of...Ch. 4 - For the following exercises, find the gradient....Ch. 4 - For the following exercises, find the gradient....Ch. 4 - For the following exercises, find and classify the...Ch. 4 - For the following exercises, find and classify the...Ch. 4 - For the following exercises, use Lagrange...Ch. 4 - A machinist is constructing a right circular cone...Ch. 4 - A trash compactor is in the shape of a cuboid....
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- Question 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_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
- The 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_forwardWrite 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_forward
- c) 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_forwardForce with 800 N and 400 N are acting on a machine part at 30° and 60°, respectively with the positive x axisarrow_forwardarrow_back_iosSEE MORE QUESTIONSarrow_forward_ios
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