
Mathematical Methods in the Physical Sciences
3rd Edition
ISBN: 9780471198260
Author: Mary L. Boas
Publisher: Wiley, John & Sons, Incorporated
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Textbook Question
Chapter 7.9, Problem 1P
The functions in Problems 1 to 3 are neither even nor odd. Write each of them as the sum of an even function and an odd function.
(a)
(b)
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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 7 Solutions
Mathematical Methods in the Physical Sciences
Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 1 to 6 find the amplitude, period,...Ch. 7.2 - In Problems 7 to 10 you are given a complex...Ch. 7.2 - In Problems 7 to 10 you are given a complex...Ch. 7.2 - In Problems 7 to 10 you are given a complex...Ch. 7.2 - In Problems 7 to 10 you are given a complex...
Ch. 7.2 - The charge q on a capacitor in a simple a-c...Ch. 7.2 - RepeatProblem11:(a)ifq=Re4e30it;(b)ifq=Im4e30it.Ch. 7.2 - A simple pendulum consists of a point mass m...Ch. 7.2 - The displacements x of two simple pendulums (see...Ch. 7.2 - As in Problem 14, the displacements x of two...Ch. 7.2 - As in Problem 14, let the displacements be...Ch. 7.2 - Show that equation (2.10) for a wave can be...Ch. 7.2 - In Problems 18 to 20, find the amplitude, period,...Ch. 7.2 - In Problems 18 to 20, find the amplitude, period,...Ch. 7.2 - In Problems 18 to 20, find the amplitude, period,...Ch. 7.2 - Write the equation for a sinusoidal wave of...Ch. 7.2 - Do Problem 21 for a wave of amplitude 4, period 6,...Ch. 7.2 - Write an equation for a sinusoidal sound wave of...Ch. 7.2 - The velocity of sound in sea water is about...Ch. 7.2 - Write an equation for a sinusoidal radio wave of...Ch. 7.3 - For each of the following combinations of a...Ch. 7.3 - For each of the following combinations of a...Ch. 7.3 - For each of the following combinations of a...Ch. 7.3 - For each of the following combinations of a...Ch. 7.3 - Using the definition (end of Section 2) of a...Ch. 7.3 - In Problems 6 and 7, use a trigonometry formula to...Ch. 7.3 - In Problems 6 and 7, use a trigonometry formula to...Ch. 7.3 - A periodic modulated (AM) radio signal has the...Ch. 7.4 - Show that if f(x) has period p, the average value...Ch. 7.4 - (a) Prove that 0/2sin2xdx=0/2cos2xdx by making the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - In Problems 3 to 12, find the average value of the...Ch. 7.4 - Using (4.3) and equations similar to (4.5) to...Ch. 7.4 - Use the results of Problem 13 to evaluate the...Ch. 7.4 - Use the results of Problem 13 to evaluate the...Ch. 7.4 - Use the results of Problem 13 to evaluate the...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - In each of the following problems you are given a...Ch. 7.5 - Show that in (5.2) the average values of...Ch. 7.5 - Write out the details of the derivation of...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - For each of the periodic functions in Problems 5.1...Ch. 7.6 - Use a computer to produce graphs like Fig. 6.2...Ch. 7.6 - Repeat the example using the same Fourier series...Ch. 7.6 - Use Problem 5.7 to show that oddn1/n2=2/8. Try...Ch. 7.6 - UseProblem5.11toshowthat1221+1421+1621+=12.Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Expand the same functions as in Problems 5.1 to...Ch. 7.7 - Show that if a real f(x) is expanded in a complex...Ch. 7.7 - If f(x)=12a0+1ancosnx+1bnsinnx=cneinx, use Eulers...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - In Problems 5.1 to 5.9, define each function by...Ch. 7.8 - (a) Sketch several periods of the function f(x) of...Ch. 7.8 - In Problems 11 to 14, parts (a) and (b), you are...Ch. 7.8 - In Problems 11 to 14, parts (a) and (b), you are...Ch. 7.8 - In Problems 11 to 14, parts (a) and (b), you are...Ch. 7.8 - In Problems 11 to 14, parts (a) and (b), you are...Ch. 7.8 - Sketch (or computer plot) each of the following...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Each of the following functions is given over one...Ch. 7.8 - Write out the details of the derivation of the...Ch. 7.9 - The functions in Problems 1 to 3 are neither even...Ch. 7.9 - The functions in Problems 1 to 3 are neither even...Ch. 7.9 - The functions in Problems 1 to 3 are neither even...Ch. 7.9 - The functions in Problems 1 to 3 are neither even...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Each of the functions in Problems 5 to 12 is given...Ch. 7.9 - Give algebraic proofs of (9.3). Hint: Write...Ch. 7.9 - Give algebraic proofs that for even and odd...Ch. 7.9 - Given f(x)=x for 0x1, sketch the even function fc...Ch. 7.9 - Let f(x)=sin2x,0x. Sketch (or computer plot) the...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - In Problems 17 to 22 you are given f(x) on an...Ch. 7.9 - If a violin string is plucked (pulled aside and...Ch. 7.9 - If, in Problem 23, the string is stopped at the...Ch. 7.9 - Suppose that f(x) and its derivative f(x) are both...Ch. 7.9 - In Problems 26 and 27, find the indicated Fourier...Ch. 7.9 - In Problems 26 and 27, find the indicated Fourier...Ch. 7.10 - In Problems 1 to 3, the graphs sketched represent...Ch. 7.10 - In Problems 1 to 3, the graphs sketched represent...Ch. 7.10 - In Problems 1 to 3, the graphs sketched represent...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.10 - In Problems 4 to 10, the sketches show several...Ch. 7.11 - Prove (11.4) for a function of period 2l expanded...Ch. 7.11 - Prove that if f(x)=i=cneinx, then the average...Ch. 7.11 - If f(x) is complex, we usually want the average of...Ch. 7.11 - When a current I flows through a resistance R, the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - Use Parsevals theorem and the results of the...Ch. 7.11 - A general form of Parsevals theorem says that if...Ch. 7.11 - Let f(x) on (0,2l) satisfy f(2lx)=f(x), that is,...Ch. 7.12 - Following a method similar to that used in...Ch. 7.12 - Do Example 1 above by using a cosine transform...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 3 to 12, find the exponential Fourier...Ch. 7.12 - In Problems 13 to 16, find the Fourier cosine...Ch. 7.12 - In Problems 13 to 16, find the Fourier cosine...Ch. 7.12 - In Problems 13 to 16, find the Fourier cosine...Ch. 7.12 - In Problems 13 to 16, find the Fourier cosine...Ch. 7.12 - In Problems 17 to 20, find the Fourier sine...Ch. 7.12 - In Problems 17 to 20, find the Fourier sine...Ch. 7.12 - In Problems 17 to 20, find the Fourier sine...Ch. 7.12 - In Problems 17 to 20, find the Fourier sine...Ch. 7.12 - Find the Fourier transform of f(x)=ex2/22. Hint:...Ch. 7.12 - The function j1()=(cossin)/ is of interest in...Ch. 7.12 - Using Problem 17, show that...Ch. 7.12 - (a) Find the exponential Fourier transform of...Ch. 7.12 - (a) Represent as an exponential Fourier transform...Ch. 7.12 - Using Problem 15, show that 01cos2d=2.Ch. 7.12 - Represent each of the following functions (a) by a...Ch. 7.12 - Represent each of the following functions (a) by a...Ch. 7.12 - Represent each of the following functions (a) by a...Ch. 7.12 - Represent each of the following functions (a) by a...Ch. 7.12 - Verify Parsevals theorem (12.24) for the special...Ch. 7.12 - Verify Parsevals theorem (12.24) for the special...Ch. 7.12 - Verify Parsevals theorem (12.24) for the special...Ch. 7.12 - Show that if (12.2) is written with the factor 1/2...Ch. 7.12 - Starting with the symmetrized integrals as in...Ch. 7.12 - Normalize f(x) in Problem 21; that is find the...Ch. 7.13 - The displacement (from equilibrium) of a particle...Ch. 7.13 - The symbol [x] means the greatest integer less...Ch. 7.13 - We have said that Fourier series can represent...Ch. 7.13 - The diagram shows a relaxation oscillator. The...Ch. 7.13 - Consider one arch of f(x)=sinx. Show that the...Ch. 7.13 - Let f(t)=eit on (,). Expand f(t) in a complex...Ch. 7.13 - Given f(x)=x on (,), expand f(x) in an appropriate...Ch. 7.13 - From facts you know, find in your head the average...Ch. 7.13 - Given f(x)= x,0x1, 2,1x2. (a) Sketch at least...Ch. 7.13 - (a) Sketch at least three periods of the graph of...Ch. 7.13 - Find the three Fourier series in Problems 9 and...Ch. 7.13 - What would be the apparent frequency of a sound...Ch. 7.13 - (a) Given f(x)=(x)/2 on (0,), find the sine series...Ch. 7.13 - (a) Find the Fourier series of period 2 for...Ch. 7.13 - Given f(x)=1,2x0,1,0x2, find the exponential...Ch. 7.13 - Given f(x)=x,0x1,2x,1x2,0,x2, find the cosine...Ch. 7.13 - Show that the Fourier sine transform of x1/2 is...Ch. 7.13 - Let f(x) and g() be a pair of Fourier transforms....Ch. 7.13 - Find the form of Parsevals theorem ( 12.24) for...Ch. 7.13 - Find the exponential Fourier transform of...Ch. 7.13 - Define a function h(x)=k=f(x+2k), assuming that...Ch. 7.13 - Use Poissons formula (Problem 21b) and Problem 20...Ch. 7.13 - Use Parsevals theorem and Problem 12.11 to...
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