MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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Chapter 5, Problem 6P
Use the fplot command to plot the funtion
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1 No.
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Binomial Prob.
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Answer
5
6 4
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0.290
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0.053
150
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0.15
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7
10
0.7
0.383
11
9
3
5
0.3
0.132
12
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0.6
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Poisson Probability
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lambda
Answer
18 4
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23 9
15
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17 3
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0.180
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step by step on Microssoft on how to put this in excel and the answers please
Find binomial probability if:
x = 8, n = 10, p = 0.7
x= 3, n=5, p = 0.3
x = 4, n=7, p = 0.6
Quality Control: A factory produces light bulbs with a 2% defect rate. If a random sample of 20 bulbs is tested, what is the probability that exactly 2 bulbs are defective? (hint: p=2% or 0.02; x =2, n=20; use the same logic for the following problems)
Marketing Campaign: A marketing company sends out 1,000 promotional emails. The probability of any email being opened is 0.15. What is the probability that exactly 150 emails will be opened? (hint: total emails or n=1000, x =150)
Customer Satisfaction: A survey shows that 70% of customers are satisfied with a new product. Out of 10 randomly selected customers, what is the probability that at least 8 are satisfied? (hint: One of the keyword in this question is “at least 8”, it is not “exactly 8”, the correct formula for this should be = 1- (binom.dist(7, 10, 0.7,…
Kate, Luke, Mary and Nancy are sharing a cake. The cake had previously been divided into four slices (s1, s2, s3 and s4). What is an example of fair division of the cake
S1
S2
S3
S4
Kate
$4.00
$6.00
$6.00
$4.00
Luke
$5.30
$5.00
$5.25
$5.45
Mary
$4.25
$4.50
$3.50
$3.75
Nancy
$6.00
$4.00
$4.00
$6.00
Chapter 5 Solutions
MATLAB: An Introduction with Applications
Ch. 5 - Prob. 1PCh. 5 - Use the plot command to plot the function...Ch. 5 - Use the plot command to plot the function...Ch. 5 - Plot the function (x)=x2exand its derivative for...Ch. 5 - Make two separate plots of the function...Ch. 5 - Use the fplot command to plot the funtion...Ch. 5 - Plot the function f(x) = sin(2x) cos2(0.5x) and...Ch. 5 - The orbit of the planet Mercury around the sun can...Ch. 5 - Prob. 9PCh. 5 - The butterfly curve (Fay. T. H. “The Butterfly...
Ch. 5 - A plot of an astroid is shown in the figure on the...Ch. 5 - Make the plot of the astroid that is shown in the...Ch. 5 - Plot the function f(x)=x26x+7x38 in the domain 0x4...Ch. 5 - Plot the function f(x)=x+1x21 for 4x4 . Notice...Ch. 5 - Prob. 15PCh. 5 - The shape of the pretzel shown is given by the...Ch. 5 - Prob. 17PCh. 5 - Make a polar of the function: =n135.7 r=n for n=1,...Ch. 5 - Prob. 19PCh. 5 - Plot two ellipses is one figure (shown). The...Ch. 5 - The following data gives the height (in inches) of...Ch. 5 - The volage Vc t second after closing the switch in...Ch. 5 - The force F (in N) acting between a particle with...Ch. 5 - The curvilinear motion of a particle is defined by...Ch. 5 - The height and speed of a projectile shoot at a...Ch. 5 - The position x as a function of time of a particle...Ch. 5 - According to Planck’s law of black- body...Ch. 5 - A high-pass filter passes signals with frequencies...Ch. 5 - A resistor, R = 4O, and an inductor, L = 1.3 H,...Ch. 5 - In a typical tension test a dog-bone shaped...Ch. 5 - According to special relativity, a rod of length L...Ch. 5 - A railroad bumper is designed to slow down a...Ch. 5 - The ideal gas equation states that PVRT=n, where P...Ch. 5 - Two sound waves of slightly different frequencies...Ch. 5 - Consider the diode circuit shown in the figure....Ch. 5 - A monochromatic light that passes through a double...Ch. 5 - A simply supported beam is loaded as shown. The...Ch. 5 - Biological oxygen demand (BOD) is a measure of the...Ch. 5 - The shape of a asymmetric four-digitseries NACA...Ch. 5 - The Taylor series expansion for sin2x is:...
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- Faye cuts the sandwich in two fair shares to her. What is the first half s1arrow_forwardQuestion 2. An American option on a stock has payoff given by F = f(St) when it is exercised at time t. We know that the function f is convex. A person claims that because of convexity, it is optimal to exercise at expiration T. Do you agree with them?arrow_forwardQuestion 4. We consider a CRR model with So == 5 and up and down factors u = 1.03 and d = 0.96. We consider the interest rate r = 4% (over one period). Is this a suitable CRR model? (Explain your answer.)arrow_forward
- Question 3. We want to price a put option with strike price K and expiration T. Two financial advisors estimate the parameters with two different statistical methods: they obtain the same return rate μ, the same volatility σ, but the first advisor has interest r₁ and the second advisor has interest rate r2 (r1>r2). They both use a CRR model with the same number of periods to price the option. Which advisor will get the larger price? (Explain your answer.)arrow_forwardQuestion 5. We consider a put option with strike price K and expiration T. This option is priced using a 1-period CRR model. We consider r > 0, and σ > 0 very large. What is the approximate price of the option? In other words, what is the limit of the price of the option as σ∞. (Briefly justify your answer.)arrow_forwardQuestion 6. You collect daily data for the stock of a company Z over the past 4 months (i.e. 80 days) and calculate the log-returns (yk)/(-1. You want to build a CRR model for the evolution of the stock. The expected value and standard deviation of the log-returns are y = 0.06 and Sy 0.1. The money market interest rate is r = 0.04. Determine the risk-neutral probability of the model.arrow_forward
- Several markets (Japan, Switzerland) introduced negative interest rates on their money market. In this problem, we will consider an annual interest rate r < 0. We consider a stock modeled by an N-period CRR model where each period is 1 year (At = 1) and the up and down factors are u and d. (a) We consider an American put option with strike price K and expiration T. Prove that if <0, the optimal strategy is to wait until expiration T to exercise.arrow_forwardWe consider an N-period CRR model where each period is 1 year (At = 1), the up factor is u = 0.1, the down factor is d = e−0.3 and r = 0. We remind you that in the CRR model, the stock price at time tn is modeled (under P) by Sta = So exp (μtn + σ√AtZn), where (Zn) is a simple symmetric random walk. (a) Find the parameters μ and σ for the CRR model described above. (b) Find P Ste So 55/50 € > 1). StN (c) Find lim P 804-N (d) Determine q. (You can use e- 1 x.) Ste (e) Find Q So (f) Find lim Q 004-N StN Soarrow_forwardIn this problem, we consider a 3-period stock market model with evolution given in Fig. 1 below. Each period corresponds to one year. The interest rate is r = 0%. 16 22 28 12 16 12 8 4 2 time Figure 1: Stock evolution for Problem 1. (a) A colleague notices that in the model above, a movement up-down leads to the same value as a movement down-up. He concludes that the model is a CRR model. Is your colleague correct? (Explain your answer.) (b) We consider a European put with strike price K = 10 and expiration T = 3 years. Find the price of this option at time 0. Provide the replicating portfolio for the first period. (c) In addition to the call above, we also consider a European call with strike price K = 10 and expiration T = 3 years. Which one has the highest price? (It is not necessary to provide the price of the call.) (d) We now assume a yearly interest rate r = 25%. We consider a Bermudan put option with strike price K = 10. It works like a standard put, but you can exercise it…arrow_forward
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