6th Edition

ISBN: 8220103113663

Author: GILAT

Publisher: YUZU

See similar textbooks

Videos

Textbook Question

Chapter 7, Problem 13P

Write a user-defined MATLAB function that determines the time elapsed between two events during a day. For the function name and arguments, use dt = timediff (TA,api,TB,ap2). The input arguments to the function are:

TA is a two-element vector with the time of the first event. The first element is the hour and the second element is the minute.

ap1 is a string ‘AM’ or ‘PM’ which corresponds to the time of the first event.

TB is a two-element vector with the time of the second event. The first element is the hour and the second element is the minute.

ap2 is a string ‘AM’ or ‘PM’ which corresponds to the time of the second event.

The output argument dt is a two-element vector with the time elapsed between two events. The first element is the number of hours and the second element is number of minutes.

The function displays an error message if the time entered for event B is before the time entered for event A.

Use the function to determine the time elapsed between the following events:

(a) Event A: 5:37 AM: Event B: 2:51 PM.

(b) Event A: 12:53 PM: Event B: 6:12 PM.

Expert Solution & Answer

Want to see the full answer?

Check out a sample textbook solution

See solution

Chapter 7, Problem 12P

Chapter 7, Problem 14P

Students have asked these similar questions

Problem 3. Pricing a multi-stock option the Margrabe formula The purpose of this problem is to price a swap option in a 2-stock model, similarly as what we did in the example in the lectures. We consider a two-dimensional Brownian motion given by W₁ = (W(¹), W(2)) on a probability space (Q, F,P). Two stock prices are modeled by the following equations: dX = dY₁ = X₁ (rdt+ rdt+0₁dW!) (²)), Y₁ (rdt+dW+0zdW!"), with Xo xo and Yo =yo. This corresponds to the multi-stock model studied in class, but with notation (X+, Y₁) instead of (S(1), S(2)). Given the model above, the measure P is already the risk-neutral measure (Both stocks have rate of return r). We write σ = 0₁+0%. We consider a swap option, which gives you the right, at time T, to exchange one share of X for one share of Y. That is, the option has payoff F=(Yr-XT). (a) We first assume that r = 0 (for questions (a)-(f)). Write an explicit expression for the process Xt. Reminder before proceeding to question (b): Girsanov's theorem…

Problem 1. Multi-stock model We consider a 2-stock model similar to the one studied in class. Namely, we consider = S(1) S(2) = S(¹) exp (σ1B(1) + (M1 - 0/1 ) S(²) exp (02B(2) + (H₂- M2 where (B(¹) ) +20 and (B(2) ) +≥o are two Brownian motions, with t≥0 Cov (B(¹), B(2)) = p min{t, s}. " The purpose of this problem is to prove that there indeed exists a 2-dimensional Brownian motion (W+)+20 (W(1), W(2))+20 such that = S(1) S(2) = = S(¹) exp (011W(¹) + (μ₁ - 01/1) t) 롱) S(²) exp (021W (1) + 022W(2) + (112 - 03/01/12) t). where σ11, 21, 22 are constants to be determined (as functions of σ1, σ2, p). Hint: The constants will follow the formulas developed in the lectures. (a) To show existence of (Ŵ+), first write the expression for both W. (¹) and W (2) functions of (B(1), B(²)). as (b) Using the formulas obtained in (a), show that the process (WA) is actually a 2- dimensional standard Brownian motion (i.e. show that each component is normal, with mean 0, variance t, and that their…

The scores of 8 students on the midterm exam and final exam were as follows. Student Midterm Final Anderson 98 89 Bailey 88 74 Cruz 87 97 DeSana 85 79 Erickson 85 94 Francis 83 71 Gray 74 98 Harris 70 91 Find the value of the (Spearman's) rank correlation coefficient test statistic that would be used to test the claim of no correlation between midterm score and final exam score. Round your answer to 3 places after the decimal point, if necessary. Test statistic: rs =

Chapter 7 Solutions

EBK MATLAB: AN INTRODUCTION WITH APPLIC

Ch. 7 - Prob. 1P Ch. 7 - Prob. 2P Ch. 7 - In the U.S. fuel efficiency of cars is specified...Ch. 7 - Pressure in U.S. customary units is measured in...Ch. 7 - Tables of material properties list density, in...Ch. 7 - Write a user-defined MATLAB function that converts...Ch. 7 - The body surface area (BSA) in m2 of a person...Ch. 7 - The fuel tank shown in the figure in shad as a...Ch. 7 - A paper cup is designed to have a geometry of a...Ch. 7 - The relative humidity, RH, at sea level can be...

Knowledge Booster

Learn more about

Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, electrical-engineering and related others by exploring similar questions and additional content below.