Mathematics: A Practical Odyssey
8th Edition
ISBN: 9781305104174
Author: David B. Johnson, Thomas A. Mowry
Publisher: Cengage Learning
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Chapter 7.5, Problem 18E
To determine
The number in the third column of the figure.
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The purpose of this problem is to solve the Black-Scholes PDE with analytical techniques,
which will lead us back to the Black-Scholes formula. The technique is very similar to the
one used with the Feynman-Kac formula back in MATH 467.
Let's consider the PDE given by
with terminal condition f(T,x)
af
+
Ət
1
02
ર
.2მ2 f
af
მ2
+rx
მე
- rf = 0,
=
(x-K)+. The solution f(t, x) corresponds to the price
of a call option (given the initial condition) at time t if the stock price is x.
(a) The first two things that prevent us from solving this PDE directly are
(i) the fact that we have a terminal condition, instead of an initial condition;
(ii) the terms in front of the derivatives are not constant.
To address these, we use the transformation g(t, x) = ƒ(T − t,e³), equivalent to
f(t, x) = g(T-t, log(x)). Under this condition, determine the PDE and the initial
condition satisfied by g.
(b) Now, the PDE obtained in (a) should have an initial condition and constant coeffi-
cients, but it still…
٣:٥٣
النموذج الاول
. . .
O O O
بشما ند الحمر الحمر
الجمهورية الجنية
وزارة التربية والتعليم
اليوم
التاريخ
اللجنة العليا للاختبارات
الزمن
اختبار مادة الجبر والهندسة
لجنة المطابع السرية المركزية
للشهادة الثانوية العامة (القسم العلمي)
الفترة
%97
(1)
ظلل في ورقة الإجابة الدائرة التي تحتوي على الحرف ( ص ) للإجابة الصحيحة والحرف ( خ ) للإجابة الخطأ بحسب رقم الفقرة لكل مما يأتي ( درجة لكل فقرة )
)1
)
2
)
3
)
4
) بؤرة القطع س" = ١٢ ص هي (
۲
) طول المحور الأصغر للقطع ٩ س + ص = ٩ يساوي 6 وحدات طول .
) إذا كان & عدد مركب ، 181 + 11 = ٦ ، فإن ١١ = ٣ .
) إذا كان م + ۳ ت = ۲ + ت ب م ، ب دع ، فإن م + ب =
5 ( ) إذا كان & = ۱ + ٣ ت ، فإن ٠ = ١٠ .
6 ( - ) إذا كان ٥٠ - ٣ - ١٢٠ ٤ - ٣ ، فإن قيمة ٧ = ٥ .
1
)
=
N
) إذا كان ح هو الحد الخالي من س في المفكوك ( س +
v. N
8 ( ( قيمة المقدار , = + ۱ ، * . . +
، فإن قيمة ٧ = ١٦ .
۱ +
9 ( ) المستقيمان المقاربان للقطع الذي معادلته س" = ١ هما ص = :
۹
10 ( ) إذا كان ٥ + س = ٢٤ ، فإن قيمة س = - 1
س
11 ( ) إذا كانت النسبة بين الحدين الأوسطين تساوي 9 في المفكوك ( س + - ) ،…
الاسم
يمنع استخدام الآلة الحاسبة
ظلل في ورقة الإجابة الدائرة التي تحتوي على الحرف (ص) للإجابة الصحيحة والحرف (خ) للإجابة الخطأ بحسب رقم الفقرة لكل مما يأتي:
درجة لكل فقرة.
( ) نها جا
元
جتا
= صفر
س ۱
س
س -۱
( ) يمكن إعادة تعريف الدالة د(س) = س قاس لكي تكون متصلة عند س = 7
( ) إذا كانت د(س) = (٢) س - س ) ؛ فإن د(١) = ٦
٢ س ص ( ) إذا كانت س +
0=
؛ فإن عند ) - ١ ، - ٦ ) تساوي (٦)
( ) إذا كانت د(س) = س ه ، و (س) = ٣ س ٢ + ٢ س ؛ فإن ( د ) (۱) = ۸
) ( معادلة ناظم الدالة ص = د(س) عند النقطة ) ( ، د (۲)) هي ص - (د (م) - - د (۲) ( س - م )
( ) إذا كانت ص = ظتا٢ س ؛ فإن ص = ٢ ص قتا ٢س
) ( إذا كانت د(س) = س ؛ فإن د (T) =
جتاس
1-
T
( ) إذا كانت د(س) = 1 - جناس
جاس
؛ فإن د () = - 1
( ) إذا كانت الدالة د (س) تحقق شروط مبرهنة القيمة المتوسطة على [ ، ب ] ، فإنه يوجد جـ ] ، ب [ بحيث (جـ) =
(P) + (~)- -
ب + P
1
2
3
4
5
6
7
8
9
10
11
( ) للدالة د(س) = لو ( س ) + (٣) نقطة حرجة عند س = .
( ) إذا كان س = - ٢ مقارباً رأسياً للدالة د(س)
12
10 13
14
15
16
17
س = لو|س | + ث
-
=
۲ س + ٣
ب س + ٤ ، فإن معادلة…
Chapter 7 Solutions
Mathematics: A Practical Odyssey
Ch. 7.1 - In Exercises 120, write the given number in...Ch. 7.1 - In Exercises 120, write the given number in...Ch. 7.1 - Prob. 3ECh. 7.1 - Prob. 4ECh. 7.1 - Prob. 5ECh. 7.1 - Prob. 6ECh. 7.1 - Prob. 7ECh. 7.1 - Prob. 8ECh. 7.1 - Prob. 9ECh. 7.1 - Prob. 10E
Ch. 7.1 - Prob. 11ECh. 7.1 - Prob. 12ECh. 7.1 - Prob. 13ECh. 7.1 - Prob. 14ECh. 7.1 - Prob. 15ECh. 7.1 - Prob. 16ECh. 7.1 - Prob. 17ECh. 7.1 - Prob. 18ECh. 7.1 - Prob. 19ECh. 7.1 - Prob. 20ECh. 7.1 - Prob. 21ECh. 7.1 - Prob. 22ECh. 7.1 - Prob. 23ECh. 7.1 - Prob. 24ECh. 7.1 - Prob. 25ECh. 7.1 - Prob. 26ECh. 7.1 - Prob. 27ECh. 7.1 - Prob. 28ECh. 7.1 - Prob. 29ECh. 7.1 - Prob. 30ECh. 7.1 - Prob. 31ECh. 7.1 - Prob. 32ECh. 7.1 - Prob. 33ECh. 7.1 - Prob. 34ECh. 7.1 - Prob. 35ECh. 7.1 - Prob. 36ECh. 7.1 - Prob. 37ECh. 7.1 - Prob. 38ECh. 7.1 - Prob. 39ECh. 7.1 - Prob. 40ECh. 7.1 - Prob. 41ECh. 7.1 - Prob. 42ECh. 7.1 - Prob. 43ECh. 7.1 - In Exercises 21-48, convert the given number to...Ch. 7.1 - Prob. 45ECh. 7.1 - Prob. 46ECh. 7.1 - Prob. 47ECh. 7.1 - Prob. 48ECh. 7.1 - Prob. 49ECh. 7.1 - Prob. 50ECh. 7.1 - Prob. 51ECh. 7.1 - Prob. 52ECh. 7.1 - Prob. 53ECh. 7.1 - Prob. 54ECh. 7.1 - Prob. 55ECh. 7.1 - Prob. 56ECh. 7.1 - Prob. 57ECh. 7.1 - Prob. 58ECh. 7.1 - Prob. 59ECh. 7.1 - Prob. 60ECh. 7.1 - Prob. 61ECh. 7.1 - Prob. 62ECh. 7.1 - Prob. 63ECh. 7.1 - Prob. 64ECh. 7.1 - Prob. 65ECh. 7.1 - Prob. 66ECh. 7.1 - Prob. 67ECh. 7.1 - Prob. 68ECh. 7.1 - Prob. 69ECh. 7.1 - Prob. 70ECh. 7.1 - Prob. 71ECh. 7.1 - Prob. 72ECh. 7.1 - Prob. 73ECh. 7.1 - Prob. 74ECh. 7.1 - Prob. 75ECh. 7.1 - Prob. 76ECh. 7.1 - Prob. 77ECh. 7.1 - Prob. 78ECh. 7.1 - Prob. 79ECh. 7.1 - Prob. 80ECh. 7.1 - Prob. 81ECh. 7.1 - Prob. 82ECh. 7.1 - Prob. 83ECh. 7.1 - Prob. 84ECh. 7.1 - Prob. 85ECh. 7.1 - Prob. 86ECh. 7.1 - Prob. 87ECh. 7.1 - Prob. 88ECh. 7.1 - Prob. 89ECh. 7.1 - Prob. 90ECh. 7.1 - Prob. 91ECh. 7.1 - Prob. 92ECh. 7.1 - a. What digits does base eleven use? b. What are...Ch. 7.1 - Prob. 94ECh. 7.1 - Prob. 95ECh. 7.1 - Prob. 96ECh. 7.1 - Prob. 97ECh. 7.1 - Prob. 98ECh. 7.1 - Prob. 99ECh. 7.1 - Prob. 100ECh. 7.1 - Prob. 101ECh. 7.1 - Prob. 103ECh. 7.1 - Prob. 104ECh. 7.1 - Prob. 105ECh. 7.1 - What was the subject matter of Mohammed ibn Musa...Ch. 7.1 - Prob. 107ECh. 7.1 - Prob. 108ECh. 7.1 - Prob. 109ECh. 7.2 - Prob. 1ECh. 7.2 - Prob. 2ECh. 7.2 - In Exercises112, perform the given computation,...Ch. 7.2 - Prob. 4ECh. 7.2 - Prob. 5ECh. 7.2 - Prob. 6ECh. 7.2 - Prob. 7ECh. 7.2 - Prob. 8ECh. 7.2 - Prob. 9ECh. 7.2 - Prob. 10ECh. 7.2 - Prob. 11ECh. 7.2 - Prob. 12ECh. 7.2 - Prob. 13ECh. 7.2 - Prob. 14ECh. 7.2 - Prob. 15ECh. 7.2 - Prob. 16ECh. 7.2 - Prob. 17ECh. 7.2 - Prob. 18ECh. 7.2 - Prob. 19ECh. 7.2 - Prob. 20ECh. 7.2 - Prob. 21ECh. 7.2 - Prob. 22ECh. 7.2 - Prob. 23ECh. 7.2 - Prob. 24ECh. 7.2 - Prob. 25ECh. 7.2 - Prob. 26ECh. 7.2 - Prob. 27ECh. 7.2 - Prob. 28ECh. 7.2 - Prob. 29ECh. 7.2 - Prob. 30ECh. 7.2 - Prob. 31ECh. 7.2 - Prob. 32ECh. 7.2 - Prob. 33ECh. 7.2 - Prob. 34ECh. 7.2 - Prob. 35ECh. 7.2 - Prob. 36ECh. 7.2 - Prob. 37ECh. 7.2 - Prob. 38ECh. 7.2 - Prob. 39ECh. 7.2 - Prob. 40ECh. 7.2 - Prob. 41ECh. 7.2 - Prob. 42ECh. 7.3 - Prob. 1ECh. 7.3 - Prob. 2ECh. 7.3 - Prob. 3ECh. 7.3 - Prob. 4ECh. 7.3 - Prob. 5ECh. 7.3 - Prob. 6ECh. 7.3 - In Exercises 18, perform the given computation,...Ch. 7.3 - Prob. 8ECh. 7.3 - Prob. 9ECh. 7.3 - Prob. 10ECh. 7.3 - Prob. 11ECh. 7.3 - Prob. 12ECh. 7.3 - Prob. 13ECh. 7.3 - Prob. 14ECh. 7.3 - Prob. 15ECh. 7.3 - Prob. 16ECh. 7.3 - Prob. 17ECh. 7.3 - Prob. 18ECh. 7.3 - Prob. 19ECh. 7.3 - Prob. 20ECh. 7.3 - Prob. 21ECh. 7.3 - Prob. 22ECh. 7.3 - Prob. 23ECh. 7.3 - Prob. 24ECh. 7.3 - Prob. 25ECh. 7.3 - Prob. 26ECh. 7.3 - Prob. 27ECh. 7.3 - Prob. 28ECh. 7.3 - Prob. 29ECh. 7.3 - Prob. 30ECh. 7.3 - Prob. 31ECh. 7.3 - Prob. 32ECh. 7.3 - Prob. 33ECh. 7.3 - Prob. 34ECh. 7.3 - Prob. 35ECh. 7.3 - Prob. 36ECh. 7.3 - Prob. 37ECh. 7.3 - Prob. 38ECh. 7.3 - Prob. 39ECh. 7.3 - Prob. 40ECh. 7.3 - Prob. 41ECh. 7.3 - Prob. 42ECh. 7.4 - Prob. 1ECh. 7.4 - Prob. 2ECh. 7.4 - Prob. 3ECh. 7.4 - Prob. 4ECh. 7.4 - Prob. 5ECh. 7.4 - Prob. 6ECh. 7.4 - Prob. 7ECh. 7.4 - Prob. 8ECh. 7.4 - Prob. 9ECh. 7.4 - Prob. 10ECh. 7.4 - Prob. 11ECh. 7.4 - Prob. 12ECh. 7.4 - Prob. 13ECh. 7.4 - Prob. 14ECh. 7.4 - Prob. 15ECh. 7.4 - Prob. 16ECh. 7.4 - Prob. 17ECh. 7.4 - Prob. 18ECh. 7.4 - Prob. 19ECh. 7.4 - Prob. 20ECh. 7.4 - Prob. 21ECh. 7.4 - Prob. 22ECh. 7.4 - Prob. 23ECh. 7.4 - Prob. 24ECh. 7.4 - Prob. 25ECh. 7.4 - Prob. 26ECh. 7.4 - Prob. 27ECh. 7.4 - Prob. 28ECh. 7.4 - Prob. 29ECh. 7.4 - Prob. 30ECh. 7.4 - Prob. 31ECh. 7.4 - Prob. 32ECh. 7.4 - Prob. 33ECh. 7.4 - Is 65 abundant, perfect, or deficient?Why?Ch. 7.4 - Prob. 35ECh. 7.4 - Prob. 36ECh. 7.4 - Prob. 37ECh. 7.4 - Prob. 38ECh. 7.4 - Prob. 39ECh. 7.4 - Prob. 40ECh. 7.4 - Prob. 41ECh. 7.4 - Prob. 42ECh. 7.4 - Prob. 43ECh. 7.4 - Prob. 44ECh. 7.4 - Prob. 45ECh. 7.4 - Prob. 46ECh. 7.4 - Answer the following, using complete sentences and...Ch. 7.4 - Prob. 48ECh. 7.4 - Prob. 49ECh. 7.4 - Prob. 50ECh. 7.4 - Prob. 51ECh. 7.5 - Exercise 1 and 2 refer to Henry Dudenys version of...Ch. 7.5 - Prob. 2ECh. 7.5 - Prob. 3ECh. 7.5 - Prob. 4ECh. 7.5 - Prob. 5ECh. 7.5 - How many great-great-great grandparents does a...Ch. 7.5 - Prob. 7ECh. 7.5 - Prob. 8ECh. 7.5 - Carefully draw the Fibonacci spiral composed of...Ch. 7.5 - 10. Carefully draw the Fibonacci spiral composed...Ch. 7.5 - BinetsFormula states that the nth Fibonacci number...Ch. 7.5 - a. Use Binets Formula see Exercise 11 to find the...Ch. 7.5 - Prob. 13ECh. 7.5 - Prob. 14ECh. 7.5 - Prob. 15ECh. 7.5 - Prob. 16ECh. 7.5 - Prob. 17ECh. 7.5 - Prob. 18ECh. 7.5 - Prob. 19ECh. 7.5 - Prob. 20ECh. 7.5 - Prob. 21ECh. 7.5 - Prob. 22ECh. 7.5 - Prob. 23ECh. 7.5 - Prob. 24ECh. 7.5 - Prob. 27ECh. 7.CR - Prob. 1CRCh. 7.CR - In Exercises 1-18, write the given number in...Ch. 7.CR - Prob. 3CRCh. 7.CR - Prob. 4CRCh. 7.CR - Prob. 5CRCh. 7.CR - Prob. 6CRCh. 7.CR - Prob. 7CRCh. 7.CR - Prob. 8CRCh. 7.CR - Prob. 9CRCh. 7.CR - Prob. 10CRCh. 7.CR - Prob. 11CRCh. 7.CR - Prob. 12CRCh. 7.CR - Prob. 13CRCh. 7.CR - Prob. 14CRCh. 7.CR - Prob. 15CRCh. 7.CR - Prob. 16CRCh. 7.CR - Prob. 17CRCh. 7.CR - Prob. 18CRCh. 7.CR - Prob. 19CRCh. 7.CR - Prob. 20CRCh. 7.CR - Prob. 21CRCh. 7.CR - Prob. 22CRCh. 7.CR - Prob. 23CRCh. 7.CR - Prob. 24CRCh. 7.CR - Prob. 25CRCh. 7.CR - Prob. 26CRCh. 7.CR - Prob. 27CRCh. 7.CR - Prob. 28CRCh. 7.CR - Prob. 29CRCh. 7.CR - Prob. 30CRCh. 7.CR - Prob. 31CRCh. 7.CR - Prob. 32CRCh. 7.CR - Prob. 33CRCh. 7.CR - Prob. 34CRCh. 7.CR - Prob. 35CRCh. 7.CR - Prob. 36CRCh. 7.CR - Prob. 37CRCh. 7.CR - Prob. 38CRCh. 7.CR - Prob. 39CRCh. 7.CR - Prob. 40CRCh. 7.CR - Prob. 41CRCh. 7.CR - Prob. 42CRCh. 7.CR - Prob. 43CRCh. 7.CR - Prob. 44CRCh. 7.CR - Prob. 45CRCh. 7.CR - Prob. 46CRCh. 7.CR - Prob. 47CRCh. 7.CR - Prob. 48CRCh. 7.CR - Prob. 49CRCh. 7.CR - Prob. 50CRCh. 7.CR - Prob. 51CRCh. 7.CR - Prob. 52CRCh. 7.CR - Prob. 53CRCh. 7.CR - Prob. 54CRCh. 7.CR - Prob. 55CRCh. 7.CR - Prob. 56CRCh. 7.CR - Prob. 57CRCh. 7.CR - Prob. 58CRCh. 7.CR - Prob. 59CRCh. 7.CR - Prob. 60CRCh. 7.CR - Prob. 61CRCh. 7.CR - Prob. 62CRCh. 7.CR - Prob. 63CRCh. 7.CR - Prob. 64CRCh. 7.CR - Prob. 65CRCh. 7.CR - Prob. 66CRCh. 7.CR - Prob. 67CRCh. 7.CR - Prob. 68CRCh. 7.CR - Prob. 69CRCh. 7.CR - Prob. 70CRCh. 7.CR - Prob. 71CRCh. 7.CR - Prob. 72CRCh. 7.CR - Prob. 73CRCh. 7.CR - Prob. 74CRCh. 7.CR - Prob. 75CRCh. 7.CR - Prob. 76CRCh. 7.CR - Prob. 77CRCh. 7.CR - Prob. 78CRCh. 7.CR - Prob. 79CRCh. 7.CR - Prob. 80CRCh. 7.CR - Prob. 81CRCh. 7.CR - Prob. 82CRCh. 7.CR - Prob. 83CRCh. 7.CR - Prob. 84CRCh. 7.CR - Prob. 85CRCh. 7.CR - Prob. 86CRCh. 7.CR - Prob. 87CRCh. 7.CR - Prob. 88CRCh. 7.CR - Prob. 89CRCh. 7.CR - Prob. 90CRCh. 7.CR - Prob. 91CRCh. 7.CR - 2171 is a Mersenne prime. Find the perfect number...Ch. 7.CR - Prob. 93CRCh. 7.CR - Referring to Henry Dudenys version of Fibonaccis...Ch. 7.CR - How many great-great grandparents does a drone bee...Ch. 7.CR - Prob. 96CRCh. 7.CR - Prob. 97CRCh. 7.CR - Prob. 98CRCh. 7.CR - Binets Formula states that nth Fibonacci number...Ch. 7.CR - Give six different examples of the presence of...Ch. 7.CR - Prob. 101CRCh. 7.CR - Prob. 102CRCh. 7.CR - Prob. 103CRCh. 7.CR - Give an example of a building that uses a golden...Ch. 7.CR - Prob. 105CRCh. 7.CR - Prob. 106CRCh. 7.CR - Prob. 107CRCh. 7.CR - Prob. 108CRCh. 7.CR - Prob. 109CRCh. 7.CR - Prob. 110CRCh. 7.CR - Prob. 111CRCh. 7.CR - Prob. 112CRCh. 7.CR - Answer the following, using complete sentences and...Ch. 7.CR - Prob. 114CRCh. 7.CR - Prob. 115CRCh. 7.CR - Answer the following, using complete sentences and...Ch. 7.CR - Prob. 117CRCh. 7.CR - Prob. 118CR
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Publisher:Cengage
Introduction to Statistical Quality Control (SQC); Author: FORSEdu;https://www.youtube.com/watch?v=c18FKHUDZv8;License: Standard YouTube License, CC-BY
[DAXX] Introduction to Statistical Quality Control; Author: The Academician;https://www.youtube.com/watch?v=ypZGDxjSM60;License: Standard Youtube License