Mathematical Methods in the Physical Sciences
3rd Edition
ISBN: 9780471198260
Author: Mary L. Boas
Publisher: Wiley, John & Sons, Incorporated
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Chapter 5.6, Problem 2MP
As needed, use a computer to plot graphs and to check values of integrals.
Find the z coordinate of the centroid of the volume in Problem 1
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For each month of the year, Taylor collected the average high temperatures in Jackson, Mississippi. He used the data to create the histogram shown. Which set of data did he use to create the histogram?
A
55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92\ 55,\ 60,\ 64,\ 72,\ 73,\ 75,\ 77,\ 81,\ 83,\ 91,\ 91,\ 92 55, 60, 64, 72, 73, 75, 77, 81, 83, 91, 91, 92
B
55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91\ 55,\ 57,\ 60,\ 65,\ 70,\ 71,\ 78,\ 79,\ 85,\ 86,\ 88,\ 91 55, 57, 60, 65, 70, 71, 78, 79, 85, 86, 88, 91
C
55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93\ 55,\ 60,\ 63,\ 64,\ 65,\ 71,\ 83,\ 87,\ 88,\ 88,\ 89,\ 93 55, 60, 63, 64, 65, 71, 83, 87, 88, 88, 89, 93
D
55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91\ 55,\ 58,\ 60,\ 66,\ 68,\ 75,\ 77,\ 82,\ 86,\ 89,\ 91,\ 91 55, 58, 60, 66, 68, 75, 77, 82, 86, 89, 91, 91
In 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.)
Chapter 5 Solutions
Mathematical Methods in the Physical Sciences
Ch. 5.1 - 2sincocd=sin2or-cos2or-12cos2. Hint: Use trig...Ch. 5.1 - dxx2+a2=sinh1xaorInx+x2+a2. Hint:To find the sinh1...Ch. 5.1 - dyy2a2=cosh1yaorIny+y2a2. Hint: See Problem 2...Ch. 5.1 - ...Ch. 5.1 - Kdr1k2r2=sinh1Kror-cos1Krortan1Kr1k2r2 Hints:...Ch. 5.1 - Kdrrr2k2cos1krorsec1rkor-sin1kror-tan1Kr2k2Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In the problems of this section, set up and...
Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In the problems of this section, set up and...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 7 to 18 evaluate the double integrals...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 19 to 24, use double integrals to find...Ch. 5.2 - In Problems 25 to 28, sketch the area of...Ch. 5.2 - In Problems 25 to 28, sketch the area of...Ch. 5.2 - In Problems 25 to 28, sketch the area of...Ch. 5.2 - In Problems 25 to 28, sketch the area of...Ch. 5.2 - In Problems 29 to 32, observe that the inside...Ch. 5.2 - In Problems 29 to 32, observe that the inside...Ch. 5.2 - In Problems 29 to 32, observe that the inside...Ch. 5.2 - In Problems 29 to 32, observe that the inside...Ch. 5.2 - A lamina covering the quarter disk x2+y24,x0,y0,...Ch. 5.2 - A dielectric lamina with charge density...Ch. 5.2 - A triangular lamina is bounded by the coordinate...Ch. 5.2 - A partially silvered mirror covers the square area...Ch. 5.2 - In Problems 37 to 40, evaluate the triple...Ch. 5.2 - In Problems 37 to 40, evaluate the triple...Ch. 5.2 - In Problems 37 to 40, evaluate the triple...Ch. 5.2 - In Problems 37 to 40, evaluate the triple...Ch. 5.2 - Find the volume between the planes...Ch. 5.2 - Find the volume between the planes...Ch. 5.2 - Find the volume between the surfaces...Ch. 5.2 - Find the mass of the solid in Problem 42 if the...Ch. 5.2 - Find the mass of the solid in Problem 43 if the...Ch. 5.2 - Find the mass of a cube of side 2 if the density...Ch. 5.2 - Find the volume in the first octant bounded by the...Ch. 5.2 - Find the volume in the first octant bounded by the...Ch. 5.2 - Find the volume in the first octant bounded by the...Ch. 5.2 - Find the mass of the solid in Problem 48 if the...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - Prob. 4PCh. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - The following notation is used in the problems:...Ch. 5.3 - Prove the following two theorems of Pappus: The...Ch. 5.3 - Prove the following two theorems of Pappus: An arc...Ch. 5.3 - Prove the following two theorems of Pappus: Use...Ch. 5.3 - Prove the following two theorems of Pappus: Use...Ch. 5.3 - Prove the following two theorems of Pappus: Let a...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - In Problems 17 to 30, for the curve y=x, between...Ch. 5.3 - Revolve the curve y=x1, from x=1 to x=, about the...Ch. 5.3 - Use a computer or tables to evaluate the integral...Ch. 5.3 - Verify that (3.10) gives the same result as (3.8).Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - As needed, use a computer to plot graphs of...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Prob. 23PCh. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Find the Jacobians x,y/u,v of the given...Ch. 5.4 - Prob. 28PCh. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.5 - For these problems, the most important sketch is...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...Ch. 5.6 - As needed, use a computer to plot graphs and to...
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