Differential Equations with Boundary-Value Problems
9th Edition
ISBN: 9781337632515
Author: Dennis G. Zill
Publisher: Cengage Learning US
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Chapter 5.2, Problem 3E
- (a) The beam is embedded at its left end and simply supported at its right end, and w(x) = w0, 0 < x < L.
- (b) Use a graphing utility to graph the deflection curve when w0 = 48EI and L = 1.
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asset. From market data the following have been estimated: ER₁ = 0.25, ER2 = 0.05,
Var R₁ = 0.01, Var R2 = 0.04 and the correlation between R1 and R2 is p = -0.75.
(i) Given that an investor is targeting a total expected return of μ = 0.2. What
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(ii) Determine the global minimum-variance portfolio and the expected return and
variance of return of this portfolio (4 d.p.).
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2. A landlord is about to write a rental contract for a tenant which lasts T months. The
landlord first decides the length T > 0 (need not be an integer) of the contract, the
tenant then signs it and pays an initial handling fee of £100 before moving in. The
landlord collects the total amount of rent erT at the end of the contract at a continuously
compounded rate r> 0, but the contract stipulates that the tenant may leave before T,
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time 7. Assume that 7 is exponentially distributed with rate > 0, λ‡r.
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r(T)
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Hint. It might be…
Please solving problem2
Problem1
We consider a two-period binomial model with the following properties: each period lastsone (1) year and the current stock price is S0 = 4. On each period, the stock price doubleswhen it moves up and is reduced by half when it moves down. The annual interest rateon the money market is 25%. (This model is the same as in Prob. 1 of HW#2).We consider four options on this market: A European call option with maturity T = 2 years and strike price K = 5; A European put option with maturity T = 2 years and strike price K = 5; An American call option with maturity T = 2 years and strike price K = 5; An American put option with maturity T = 2 years and strike price K = 5.(a) Find the price at time 0 of both European options.(b) Find the price at time 0 of both American options. Compare your results with (a)and comment.(c) For each of the American options, describe the optimal exercising strategy.
Chapter 5 Solutions
Differential Equations with Boundary-Value Problems
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 - Spring/Mass Systems: Free Undamped Motion A mass...Ch. 5.1 - Prob. 9ECh. 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 - Prob. 14ECh. 5.1 - Prob. 15ECh. 5.1 - Prob. 16ECh. 5.1 - Prob. 17ECh. 5.1 - Prob. 18ECh. 5.1 - Spring/Mass Systems: Free Undamped Motion A model...Ch. 5.1 - Prob. 20ECh. 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 - Prob. 24ECh. 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 - Prob. 28ECh. 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 - f(t)=cos5t+sin2tCh. 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 - Prob. 35ECh. 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 - Spring/Mass Systems: Driven Motion In Problem 37...Ch. 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 - Spring/Mass Systems: Driven Motion In Problems 41...Ch. 5.1 - In Problems 41 and 42 solve the given...Ch. 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 - Prob. 53ECh. 5.1 - Prob. 54ECh. 5.1 - Prob. 55ECh. 5.1 - Find the steady-state current in an LRC-series...Ch. 5.1 - Prob. 57ECh. 5.1 - Prob. 58ECh. 5.1 - Prob. 59ECh. 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 - (a) The beam is simply supported at both ends, and...Ch. 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 - Prob. 9ECh. 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. 13ECh. 5.2 - In Problems 920 find the eigenvalues and...Ch. 5.2 - In Problems 920 find the eigenvalues and...Ch. 5.2 - Prob. 16ECh. 5.2 - Prob. 17ECh. 5.2 - Prob. 18ECh. 5.2 - Eigenvalues and Eigenfunctions In Problems 920...Ch. 5.2 - Eigenvalues and Eigenfunctions In Problems 920...Ch. 5.2 - Prob. 21ECh. 5.2 - Prob. 22ECh. 5.2 - Prob. 23ECh. 5.2 - The critical loads of thin columns depend on the...Ch. 5.2 - Prob. 25ECh. 5.2 - Rotating String Consider the boundary-value...Ch. 5.2 - Prob. 28ECh. 5.2 - Additional Boundary-Value Problems Temperature in...Ch. 5.2 - Prob. 30ECh. 5.2 - Prob. 31ECh. 5.2 - Prob. 32ECh. 5.2 - Prob. 33ECh. 5.2 - Damped Motion Assume that the model for the...Ch. 5.2 - Additional Boundary-Value Problems y + 16y = 0,...Ch. 5.2 - Additional Boundary-Value Problems y + 16y = 0,...Ch. 5.2 - Consider the boundary-value problem...Ch. 5.2 - Show that the eigenvalues and eigenfunctions of...Ch. 5.3 - Find a linearization of the differential equation...Ch. 5.3 - Prob. 14ECh. 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 - Prob. 19ECh. 5.3 - Prob. 21ECh. 5 - If a mass weighing 10 pounds stretches a spring...Ch. 5 - Prob. 2RECh. 5 - Prob. 3RECh. 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 - Prob. 11RECh. 5 - Prob. 12RECh. 5 - Prob. 13RECh. 5 - Prob. 14RECh. 5 - Prob. 15RECh. 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 - (a) A mass weighing W pounds stretches a spring 12...Ch. 5 - A series circuit contains an inductance of L= 1 h,...Ch. 5 - Prob. 22RECh. 5 - Consider the boundary-value problem...Ch. 5 - Prob. 25RECh. 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...
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