A First Course in Differential Equations with Modeling Applications (MindTap Course List)
11th Edition
ISBN: 9781337515573
Author: ZILL
Publisher: Cengage
expand_more
expand_more
format_list_bulleted
Videos
Textbook Question
Chapter 5.1, Problem 17E
Spring/Mass Systems: Free Undamped Motion
Find the effective spring constant of the parallel-spring system shown in Figure 5.1.5 when both springs have the spring constant k. Give a physical interpretation of this result.
Expert Solution & Answer
Want to see the full answer?
Check out a sample textbook solution
Students have asked these similar questions
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.
We 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
So
In 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…
Chapter 5 Solutions
A First Course in Differential Equations with Modeling Applications (MindTap Course List)
Ch. 5.1 - 5.1.1 Spring/Mass systems: Free Undamped Motion A...Ch. 5.1 - Spring/Mass Systems: Free Undamped Motion A...Ch. 5.1 - Spring/Mass Systems: Free Undamped Motion A mass...Ch. 5.1 - Spring/Mass Systems: Free Undamped Motion...Ch. 5.1 - Spring/Mass Systems: Free Undamped Motion A mass...Ch. 5.1 - Spring/Mass Systems: Free Undamped Motion A force...Ch. 5.1 - Prob. 7ECh. 5.1 - Prob. 8ECh. 5.1 - Spring/Mass Systems: Free Undamped Motion A mass...Ch. 5.1 - 5.1.1Spring/Mass Systems: Free Undamped Motion A...
Ch. 5.1 - A mass weighing 64 pounds stretches a spring 0.32...Ch. 5.1 - A mass of 1 slug is suspended from a spring whose...Ch. 5.1 - Prob. 13ECh. 5.1 - 5.1.1 Spring/Mass systems: Free Undamped Motion A...Ch. 5.1 - Solve Problem 13 again, but this time assume that...Ch. 5.1 - Prob. 16ECh. 5.1 - Spring/Mass Systems: Free Undamped Motion Find the...Ch. 5.1 - Prob. 18ECh. 5.1 - Spring/Mass Systems: Free Undamped Motion A model...Ch. 5.1 - 5.1.1Spring/Mass Systems: Free Undamped Motion A...Ch. 5.1 - 5.1.2 Spring/Mass systems: Free Damped Motion In...Ch. 5.1 - Spring/Mass Systems: Free Damped Motion In...Ch. 5.1 - Spring/Mass Systems: Free Damped Motion In...Ch. 5.1 - Spring/Mass Systems: Free Damped Motion In...Ch. 5.1 - Spring/Mass System: Free Damped Motion A mass...Ch. 5.1 - Spring/Mass Systems: Free Damped Motion A 4-foot...Ch. 5.1 - A 1-kilogram mass is attached to a spring whose...Ch. 5.1 - A 1-kilogram mass is attached to a spring whose...Ch. 5.1 - Spring/Mass Systems: Free Damped Motion A force of...Ch. 5.1 - After a mass weighing 10 pounds is attached to a...Ch. 5.1 - Spring/Mass Systems: Free Damped Motion A mass...Ch. 5.1 - Prob. 32ECh. 5.1 - Spring/Mass Systems: Free Damped Motion A mass...Ch. 5.1 - A mass of 1 slug is attached to a spring whose...Ch. 5.1 - Spring/Mass Systems: Driven Motion A mass of 1...Ch. 5.1 - In Problem 35 determine the equation of motion if...Ch. 5.1 - Spring/Mass Systems: Driven Motion When a mass of...Ch. 5.1 - Prob. 38ECh. 5.1 - Spring/Mass Systems: Driven Motion A mass m is...Ch. 5.1 - A mass of 100 grams is attached to a spring whose...Ch. 5.1 - Prob. 41ECh. 5.1 - Prob. 42ECh. 5.1 - Series Circuit Analogue (a) Show that the solution...Ch. 5.1 - Compare the result obtained in part (b) of Problem...Ch. 5.1 - (a) Show that x(t) given in part (a) of Problem 43...Ch. 5.1 - Series Circuit Analogue Find the charge on the...Ch. 5.1 - Series Circuit Analogue Find the charge on the...Ch. 5.1 - Series Circuit Analogue In Problems 51 and 52 find...Ch. 5.1 - In Problems 51 and 52 find the charge on the...Ch. 5.1 - Series Circuit Analogue Find the steady-state...Ch. 5.1 - Prob. 54ECh. 5.1 - Prob. 55ECh. 5.1 - Prob. 56ECh. 5.1 - Find the charge on the capacitor in an LRC-series...Ch. 5.1 - Show that if L, R, C, and E0 are constant, then...Ch. 5.1 - Show that if L, R, E0, and are constant, then the...Ch. 5.1 - Series Circuit Analogue Find the charge on the...Ch. 5.1 - Prob. 61ECh. 5.1 - Prob. 62ECh. 5.2 - (a) The beam is embedded at its left end and free...Ch. 5.2 - Prob. 2ECh. 5.2 - (a) The beam is embedded at its left end and...Ch. 5.2 - (a) The beam is embedded at its left end and...Ch. 5.2 - Prob. 6ECh. 5.2 - A cantilever beam of length L is embedded at its...Ch. 5.2 - Prob. 8ECh. 5.2 - In Problems 920 find the eigenvalues and...Ch. 5.2 - In Problems 920 find the eigenvalues and...Ch. 5.2 - In Problems 920 find the eigenvalues and...Ch. 5.2 - In Problems 920 find the eigenvalues and...Ch. 5.2 - In Problems 920 find the eigenvalues and...Ch. 5.2 - Prob. 14ECh. 5.2 - Prob. 15ECh. 5.2 - Prob. 16ECh. 5.2 - In Problems 920 find the eigenvalues and...Ch. 5.2 - Eigenvalues and Eigenfunctions In Problems 920...Ch. 5.2 - Eigenvalues and Eigenfunctions In Problems 920...Ch. 5.2 - Prob. 20ECh. 5.2 - In Problems 21 and 22 find the eigenvalues and...Ch. 5.2 - In Problems 21 and 22 find the eigenvalues and...Ch. 5.2 - Prob. 23ECh. 5.2 - The critical loads of thin columns depend on the...Ch. 5.2 - Prob. 25ECh. 5.2 - Prob. 27ECh. 5.2 - Prob. 28ECh. 5.2 - Additional Boundary-Value Problems Temperature in...Ch. 5.2 - Additional Boundary-Value Problems Temperature In...Ch. 5.2 - Rotation of a Shaft Suppose the x-axis on the...Ch. 5.2 - Prob. 32ECh. 5.2 - Discussion Problems Simple Harmonic Motion The...Ch. 5.2 - Prob. 34ECh. 5.2 - Prob. 35ECh. 5.2 - Prob. 36ECh. 5.2 - Prob. 37ECh. 5.2 - Prob. 38ECh. 5.3 - Find a linearization of the differential equation...Ch. 5.3 - (a) Use the substitution v = dy/dt to solve (13)...Ch. 5.3 - Prob. 15ECh. 5.3 - A uniform chain of length L, measured in feet, is...Ch. 5.3 - Pursuit curve In a naval exercise a ship S1 is...Ch. 5.3 - Pursuit curve In another naval exercise a...Ch. 5.3 - The ballistic pendulum Historically, in order to...Ch. 5.3 - Prob. 21ECh. 5 - If a mass weighing 10 pounds stretches a spring...Ch. 5 - The period of simple harmonic motion of mass...Ch. 5 - The differential equation of a spring/mass system...Ch. 5 - Pure resonance cannot take place in the presence...Ch. 5 - Prob. 5RECh. 5 - Prob. 6RECh. 5 - Prob. 7RECh. 5 - Prob. 8RECh. 5 - Prob. 9RECh. 5 - Prob. 10RECh. 5 - A free undamped spring/mass system oscillates with...Ch. 5 - A mass weighing 12 pounds stretches a spring 2...Ch. 5 - A force of 2 pounds stretches a spring 1 foot....Ch. 5 - A mass weighing 32 pounds stretches a spring 6...Ch. 5 - A spring with constant k = 2 is suspended in a...Ch. 5 - Prob. 16RECh. 5 - A mass weighing 4 pounds stretches a spring 18...Ch. 5 - Find a particular solution for x + 2x + 2x = A,...Ch. 5 - Prob. 19RECh. 5 - Prob. 20RECh. 5 - A series circuit contains an inductance of L= 1 h,...Ch. 5 - (a) Show that the current i(t) in an LRC-series...Ch. 5 - Consider the boundary-value problem...Ch. 5 - Suppose a mass m lying on a flat dry frictionless...Ch. 5 - Prob. 26RECh. 5 - Suppose the mass m in the spring/mass system in...Ch. 5 - Prob. 28RECh. 5 - Prob. 29RECh. 5 - Spring pendulum The rotational form of Newtons...Ch. 5 - Prob. 31RECh. 5 - Galloping Gertie Bridges are good examples of...
Knowledge Booster
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, subject and related others by exploring similar questions and additional content below.Similar questions
- In this problem, we consider a 2-period stock market model with evolution given in Fig. 1 below. Each period corresponds to one year (At = 1). The yearly interest rate is r = 1/3 = 33%. This model is a CRR model. 25 15 9 10 6 4 time Figure 1: Stock evolution for Problem 1. (a) Find the values of up and down factors u and d, and the risk-neutral probability q. (b) We consider a European put with strike price K the price of this option at time 0. == 16 and expiration T = 2 years. Find (c) Provide the number of shares of stock that the replicating portfolio contains at each pos- sible position. (d) You find this option available on the market for $2. What do you do? (Short answer.) (e) We consider an American put with strike price K = 16 and expiration T = 2 years. Find the price of this option at time 0 and describe the optimal exercising strategy. (f) We consider an American call with strike price K ○ = 16 and expiration T = 2 years. Find the price of this option at time 0 and describe…arrow_forwardNo chatgpt pls will upvote Alreadyarrow_forwardFind the LaPla se trnsofrom of a) chi-square Distribution. b) Normal Distribution. C) Gamma Distribution. prove that Binomial (n, 2) Poisson (2) *********************arrow_forward
- 2.2, 13.2-13.3) question: 5 point(s) possible ubmit test The accompanying table contains the data for the amounts (in oz) in cans of a certain soda. The cans are labeled to indicate that the contents are 20 oz of soda. Use the sign test and 0.05 significance level to test the claim that cans of this soda are filled so that the median amount is 20 oz. If the median is not 20 oz, are consumers being cheated? Click the icon to view the data. What are the null and alternative hypotheses? OA. Ho: Medi More Info H₁: Medi OC. Ho: Medi H₁: Medi Volume (in ounces) 20.3 20.1 20.4 Find the test stat 20.1 20.5 20.1 20.1 19.9 20.1 Test statistic = 20.2 20.3 20.3 20.1 20.4 20.5 Find the P-value 19.7 20.2 20.4 20.1 20.2 20.2 P-value= (R 19.9 20.1 20.5 20.4 20.1 20.4 Determine the p 20.1 20.3 20.4 20.2 20.3 20.4 Since the P-valu 19.9 20.2 19.9 Print Done 20 oz 20 oz 20 oz 20 oz ce that the consumers are being cheated.arrow_forwardT Teenage obesity (O), and weekly fast-food meals (F), among some selected Mississippi teenagers are: Name Obesity (lbs) # of Fast-foods per week Josh 185 10 Karl 172 8 Terry 168 9 Kamie Andy 204 154 12 6 (a) Compute the variance of Obesity, s²o, and the variance of fast-food meals, s², of this data. [Must show full work]. (b) Compute the Correlation Coefficient between O and F. [Must show full work]. (c) Find the Coefficient of Determination between O and F. [Must show full work]. (d) Obtain the Regression equation of this data. [Must show full work]. (e) Interpret your answers in (b), (c), and (d). (Full explanations required). Edit View Insert Format Tools Tablearrow_forwardH.w WI M Wz dy A Sindax Sind ①dlmax У тах at 0.75m from A W=6KN/M L=2 W2 = 9 KN/m P= 10 KN Barrow_forward
- No chatgpt pls will upvotearrow_forwardQ4*) Find the extremals y, z of the the functional 1 = √² (2yz — 2z² + y² — z¹²) dx, - - with y(0) = 0, y(1) = 1, z(0) = 0, z(1) = 0.arrow_forwardlet h0, h1, h2,..., hn,....be the sequence defined by hn = (n C 2), (n choose 2). (n>=0). Determine the generating function for the sequence.arrow_forward
- Draw the triangle and show all the workarrow_forwardThe average miles per gallon for a sample of 40 cars of model SX last year was 32.1, with a population standard deviation of 3.8. A sample of 40 cars from this year’s model SX has an average of 35.2 mpg, with a population standard deviation of 5.4. Find a 99 percent confidence interval for the difference in average mpg for this car brand (this year’s model minus last year’s).Find a 99 percent confidence interval for the difference in average mpg for last year’s model minus this year’s. What does the negative difference mean?arrow_forwardA special interest group reports a tiny margin of error (plus or minus 0.04 percent) for its online survey based on 50,000 responses. Is the margin of error legitimate? (Assume that the group’s math is correct.)arrow_forward
arrow_back_ios
SEE MORE QUESTIONS
arrow_forward_ios
Recommended textbooks for you
Algebra & Trigonometry with Analytic GeometryAlgebraISBN:9781133382119Author:SwokowskiPublisher:Cengage
Trigonometry (MindTap Course List)TrigonometryISBN:9781305652224Author:Charles P. McKeague, Mark D. TurnerPublisher:Cengage Learning
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:9781133382119
Author:Swokowski
Publisher:Cengage
Trigonometry (MindTap Course List)
Trigonometry
ISBN:9781305652224
Author:Charles P. McKeague, Mark D. Turner
Publisher:Cengage Learning
Trigonometry - Harmonic Motion - Equation Setup; Author: David Hays;https://www.youtube.com/watch?v=BPrZnn3DJ6Q;License: Standard YouTube License, CC-BY
Simple Harmonic Motion - An introduction : ExamSolutions Maths Revision; Author: ExamSolutions;https://www.youtube.com/watch?v=tH2vldyP5OE;License: Standard YouTube License, CC-BY