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Fundamentals Of Differential Equations And Boundary Value Problems, Books A La Carte Edition (7th Edition)
7th Edition
ISBN: 9780321977182
Author: Nagle, R. Kent, Saff, Edward B., Snider, Arthur David
Publisher: PEARSON
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Textbook Question
Chapter 7.RP, Problem 4RP
In Problems 3-10, determine the Laplace transform of the given function.
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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.
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This question builds on an earlier problem. The randomized numbers may have changed, but have your work for the previous problem available to help with this one.
A 4-centimeter rod is attached at one end to a point A rotating counterclockwise on a wheel of radius 2 cm. The other end B is free to move back and forth along a horizontal bar that goes through the center of the wheel. At time t=0 the rod is situated as in the diagram at the left below. The
wheel rotates counterclockwise at 1.5 rev/sec. At some point, the rod will be tangent to the circle as shown in the third picture.
A
B
A
B
at some instant, the piston will be tangent to the circle
(a) Express the x and y coordinates of point A as functions of t:
x= 2 cos(3πt)
and y= 2 sin(3t)
(b) Write a formula for the slope of the tangent line to the circle at the point A at time t seconds:
-cot(3πt)
sin(3лt)
(c) Express the x-coordinate of the right end of the rod at point B as a function of t: 2 cos(3πt) +411-
4
-2 sin (3лt)
(d)…
Chapter 7 Solutions
Fundamentals Of Differential Equations And Boundary Value Problems, Books A La Carte Edition (7th Edition)
Ch. 7.2 - In Problems 1-12, use Definition 1 to determine...Ch. 7.2 - In Problems 1-12, use Definition 1 to determine...Ch. 7.2 - In Problems 1-12, use Definition 1 to determine...Ch. 7.2 - In Problems 1-12, use Definition 1 to determine...Ch. 7.2 - In Problems 1-12, use Definition 1 to determine...Ch. 7.2 - In Problems 1-12, use Definition 1 to determine...Ch. 7.2 - In Problems 1-12, use Definition 1 to determine...Ch. 7.2 - In Problems 1-12, use Definition 1 to determine...Ch. 7.2 - In Problems 1-12, use Definition 1 to determine...Ch. 7.2 - In Problems 1 -12, Use Definition 1 to determine...
Ch. 7.2 - In Problems 112, use Definition 1 to determine the...Ch. 7.2 - In Problems 112, use Definition 1 to determine the...Ch. 7.2 - In Problems 13-20, use the Laplace transform table...Ch. 7.2 - Prob. 14ECh. 7.2 - In Problems 13-20, use the Laplace transform table...Ch. 7.2 - In Problems 13-20, use the Laplace transform table...Ch. 7.2 - In Problems 13-20, use the Laplace transform table...Ch. 7.2 - In Problems 13-20, use the Laplace transform table...Ch. 7.2 - In Problems 13-20, use the Laplace transform table...Ch. 7.2 - In Problems 13-20, use the Laplace transform table...Ch. 7.2 - In Problems 2128, determine whether f(t) is...Ch. 7.2 - Prob. 22ECh. 7.2 - In Problems 21-28, determine whether f(t) is...Ch. 7.2 - In Problems 21-28, determine whether f(t) is...Ch. 7.2 - In Problems 21-28, determine whether f(t) is...Ch. 7.2 - In Problems 21-28, determine whether f(t) is...Ch. 7.2 - In Problems 21-28, determine whether f(t) is...Ch. 7.2 - In Problems 21-28, determine whether f(t) is...Ch. 7.2 - Which of the following functions are of...Ch. 7.2 - For the transforms F(s) in Table 7.1, what can be...Ch. 7.2 - Thanks to Eulers formula page 166 and the...Ch. 7.2 - Prob. 32ECh. 7.2 - Prove that if f is piecewise continuous on [a,b]...Ch. 7.3 - In Problems 1- 20, determine the Laplace transform...Ch. 7.3 - In Problems 1-20, determine the Laplace transform...Ch. 7.3 - In Problems 1-20, determine the Laplace transform...Ch. 7.3 - In Problems 1-20, determine the Laplace transform...Ch. 7.3 - In Problems 1-20, determine the Laplace transform...Ch. 7.3 - Prob. 6ECh. 7.3 - In Problems 1-20, determine the Laplace transform...Ch. 7.3 - In Problems 1-20, determine the Laplace transform...Ch. 7.3 - Prob. 9ECh. 7.3 - In Problems 1-20, determine the Laplace transform...Ch. 7.3 - In Problems 1- 20, determine the Laplace transform...Ch. 7.3 - In Problems 1- 20, determine the Laplace transform...Ch. 7.3 - In Problems 1- 20, determine the Laplace transform...Ch. 7.3 - In Problems 1- 20, determine the Laplace transform...Ch. 7.3 - In Problems 1- 20, determine the Laplace transform...Ch. 7.3 - In Problems 1- 20, determine the Laplace transform...Ch. 7.3 - In Problems 1- 20, determine the Laplace transform...Ch. 7.3 - In Problems 1- 20, determine the Laplace transform...Ch. 7.3 - Prob. 19ECh. 7.3 - Prob. 20ECh. 7.3 - Given that L{cosbt}(s)=s/(s2+b2), use the...Ch. 7.3 - Starting with the transform L{1}(s)=1/s, use...Ch. 7.3 - Use Theorem 4 on page 362 to show how entry 32...Ch. 7.3 - Show that L{eattn}(s)=n!/(sa)n+1 in two ways: a....Ch. 7.3 - Use formula (6) to help determine. a. L{tcosbt}....Ch. 7.3 - Prob. 26ECh. 7.3 - Prob. 27ECh. 7.3 - Prob. 28ECh. 7.3 - The transfer function of a linear system is...Ch. 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 - Initial value theorem. Apply the relation...Ch. 7.3 - Prob. 38ECh. 7.4 - In Problems 1-10, determine the inverse Laplace...Ch. 7.4 - In Problems 1-10, determine the inverse Laplace...Ch. 7.4 - In Problems 1-10, determine the inverse Laplace...Ch. 7.4 - In Problems 1-10, determine the inverse Laplace...Ch. 7.4 - Prob. 5ECh. 7.4 - In Problems 1-10, determine the inverse Laplace...Ch. 7.4 - In Problems 1-10, determine the inverse Laplace...Ch. 7.4 - In Problems 1-10, determine the inverse Laplace...Ch. 7.4 - In Problems 1-10, determine the inverse Laplace...Ch. 7.4 - In Problems 1-10, determine the inverse Laplace...Ch. 7.4 - Prob. 11ECh. 7.4 - Prob. 12ECh. 7.4 - In Problems 11-20, determine the partial fraction...Ch. 7.4 - Prob. 14ECh. 7.4 - In Problems 11-20, determine the partial fraction...Ch. 7.4 - In Problems 11-20, determine the partial fraction...Ch. 7.4 - Prob. 17ECh. 7.4 - Prob. 18ECh. 7.4 - In Problems 11-20, determine the partial fraction...Ch. 7.4 - In Problems 11-20, determine the partial fraction...Ch. 7.4 - In Problems 21-30, determine L1{F}....Ch. 7.4 - Prob. 22ECh. 7.4 - In Problems 21-30, determine L1{F}....Ch. 7.4 - In Problems 21-30, determine L1{F}....Ch. 7.4 - In Problems 21-30, determine L1{F}....Ch. 7.4 - In Problems 21-30, determine L1{F}....Ch. 7.4 - In Problems 21-30, determine L1{F}....Ch. 7.4 - In Problems 21-30, determine L1{F}....Ch. 7.4 - In Problems 21-30, determine L1{F}....Ch. 7.4 - In Problems 21-30, determine L1{F}....Ch. 7.4 - Determine the Laplace transform of each of the...Ch. 7.4 - Prob. 32ECh. 7.4 - Theorem 6 in Section 7.3 on page 364 can be...Ch. 7.4 - Theorem 6 in Section 7.3 on page 364 can be...Ch. 7.4 - Theorem 6 in Section 7.3 on page 364 can be...Ch. 7.4 - Theorem 6 in Section 7.3 on page 364 can be...Ch. 7.4 - Prob. 37ECh. 7.4 - Prob. 38ECh. 7.4 - Prob. 39ECh. 7.4 - Heavisides Expansion Formula. Let P(s) and Q(s) be...Ch. 7.4 - Prob. 41ECh. 7.4 - Prob. 42ECh. 7.4 - Prob. 43ECh. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 114, solve the given initial value...Ch. 7.5 - In Problems 1-14, solve the given initial value...Ch. 7.5 - In Problems 114, solve the given initial value...Ch. 7.5 - In Problems 1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems 1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems 1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems 1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems 1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems 1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems 1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems 1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems 1524, solve for Y(s), the Laplace...Ch. 7.5 - In Problems 2528, solve the given third-order...Ch. 7.5 - In Problems 2528, solve the given third-order...Ch. 7.5 - In Problems 2528, solve the given third-order...Ch. 7.5 - In Problems 2528, solve the given third-order...Ch. 7.5 - In Problems 2932, use the method of Laplace...Ch. 7.5 - In Problems 2932, use the method of Laplace...Ch. 7.5 - In Problems 29-32, use the method of Laplace...Ch. 7.5 - In Problems 29-32, use the method of Laplace...Ch. 7.5 - Prob. 33ECh. 7.5 - Use Theorem 6 in Section 7.3, page 364, to show...Ch. 7.5 - In Problems 3538, find solutions to given initial...Ch. 7.5 - In Problems 3538, find solutions to given initial...Ch. 7.5 - In Problems 3538, find solutions to given initial...Ch. 7.5 - In Problems 3538, find solutions to given initial...Ch. 7.5 - Determine the error e(t) for the automatic pilot...Ch. 7.5 - Prob. 40ECh. 7.5 - Prob. 41ECh. 7.6 - In Problems 14, sketch the graph of the given...Ch. 7.6 - Prob. 2ECh. 7.6 - In Problems 14, sketch the graph of the given...Ch. 7.6 - Prob. 4ECh. 7.6 - In Problems 510, express the given function using...Ch. 7.6 - In Problems 510, express the given function using...Ch. 7.6 - Prob. 7ECh. 7.6 - In Problems 5-10, express the given function using...Ch. 7.6 - Prob. 9ECh. 7.6 - Prob. 10ECh. 7.6 - In Problems 1118, determine an inverse Laplace...Ch. 7.6 - Prob. 12ECh. 7.6 - In Problems 1118, determine an inverse Laplace...Ch. 7.6 - In Problems 1118, determine an inverse Laplace...Ch. 7.6 - In Problems 1118, determine an inverse Laplace...Ch. 7.6 - Prob. 16ECh. 7.6 - In Problems 1118, determine an inverse Laplace...Ch. 7.6 - In Problems 1118, determine an inverse Laplace...Ch. 7.6 - The current I(t) in an RLC series circuit is...Ch. 7.6 - The current I(t) in an LC series circuit is...Ch. 7.6 - In Problems 2124, solve the given initial value...Ch. 7.6 - In Problems 2124, solve the given initial value...Ch. 7.6 - In Problems 2124, solve the given initial value...Ch. 7.6 - In Problems 2124, solve the given initial value...Ch. 7.6 - In Problems 25-32, solve the given initial value...Ch. 7.6 - In Problems 2532, solve the given initial value...Ch. 7.6 - In Problems 2532, solve the given initial value...Ch. 7.6 - In Problems 2532, solve the given initial value...Ch. 7.6 - In Problems 2532, solve the given initial value...Ch. 7.6 - In Problems 25-32, solve the given initial value...Ch. 7.6 - In Problems 2532, solve the given initial value...Ch. 7.6 - In Problems 25-32, solve the given initial value...Ch. 7.6 - Prob. 35ECh. 7.7 - In Problems 1-4, determine L{f}, where f(t) is...Ch. 7.7 - Prob. 2ECh. 7.7 - Prob. 3ECh. 7.7 - In Problems 1-4, determine L{f}, where f(t) is...Ch. 7.7 - Prob. 5ECh. 7.7 - Prob. 6ECh. 7.7 - In Problems 5-8, determine L{f}, where the...Ch. 7.7 - Prob. 8ECh. 7.7 - Show that if L{g}(s)=[(s+)(1eTs)]1, where T0 is...Ch. 7.7 - Prob. 10ECh. 7.7 - Prob. 11ECh. 7.7 - Prob. 12ECh. 7.7 - Prob. 14ECh. 7.7 - Prob. 15ECh. 7.7 - Prob. 16ECh. 7.7 - In Problems 1518, find a Taylor series for f(t)...Ch. 7.7 - Prob. 18ECh. 7.7 - Prob. 19ECh. 7.7 - Use the recursive relation (7) and the fact that...Ch. 7.7 - Prob. 21ECh. 7.7 - Prob. 22ECh. 7.7 - Prob. 23ECh. 7.7 - Use the procedure discussed inProblem 23 to show...Ch. 7.7 - Find an expansion for ln[1+(1/s2)] in powers of...Ch. 7.7 - Prob. 26ECh. 7.7 - Prob. 27ECh. 7.8 - In Problems 14, use the convolution theorem to...Ch. 7.8 - Prob. 2ECh. 7.8 - Prob. 3ECh. 7.8 - Prob. 4ECh. 7.8 - Prob. 5ECh. 7.8 - Prob. 6ECh. 7.8 - Prob. 7ECh. 7.8 - In Problems 512, use the convolution theorem to...Ch. 7.8 - Prob. 9ECh. 7.8 - In Problems 512, use the convolution theorem to...Ch. 7.8 - In Problems 512, use the convolution theorem to...Ch. 7.8 - In Problems 512, use the convolution theorem to...Ch. 7.8 - Prob. 13ECh. 7.8 - Find the Laplace transform of f(t):=0tevsin(tv)dvCh. 7.8 - Prob. 15ECh. 7.8 - In Problems 1522, solve the given integral...Ch. 7.8 - Prob. 17ECh. 7.8 - Prob. 18ECh. 7.8 - In Problems 1522, solve the given integral...Ch. 7.8 - In Problems 1522, solve the given integral...Ch. 7.8 - In Problems 1522, solve the given integral...Ch. 7.8 - Prob. 22ECh. 7.8 - In Problems 2328, a linear system is governed by...Ch. 7.8 - Prob. 24ECh. 7.8 - In Problems 2328, a linear system is governed by...Ch. 7.8 - In Problems 2328, a linear system is governed by...Ch. 7.8 - In Problems 2328, a linear system is governed by...Ch. 7.8 - In Problems 2328, a linear system is governed by...Ch. 7.8 - Prob. 29ECh. 7.8 - In Problems 29 and 30, the current I(t) in an RLC...Ch. 7.8 - Prob. 31ECh. 7.8 - Prob. 32ECh. 7.8 - Prob. 33ECh. 7.8 - Prob. 34ECh. 7.8 - Prob. 35ECh. 7.8 - Prob. 36ECh. 7.9 - In Problems 1-6, evaluate the given integral....Ch. 7.9 - Prob. 2ECh. 7.9 - In Problems 1-6, evaluate the given integral....Ch. 7.9 - Prob. 4ECh. 7.9 - In Problems 1-6, evaluate the given integral....Ch. 7.9 - In Problems 1-6, evaluate the given integral....Ch. 7.9 - In Problems 7-12, determine the Laplace transform...Ch. 7.9 - In Problems 7-12, determine the Laplace transform...Ch. 7.9 - In Problems 7-12, determine the Laplace transform...Ch. 7.9 - In Problems 7-12, determine the Laplace transform...Ch. 7.9 - Prob. 11ECh. 7.9 - In Problems 7-12, determine the Laplace transform...Ch. 7.9 - Prob. 13ECh. 7.9 - In Problems 13-20, solve the given symbolic...Ch. 7.9 - Prob. 15ECh. 7.9 - In Problems 13-20, solve the given symbolic...Ch. 7.9 - In Problems 13-20, solve the given symbolic...Ch. 7.9 - In Problems 13-20, solve the given symbolic...Ch. 7.9 - Prob. 19ECh. 7.9 - In Problems 13-20, solve the given symbolic...Ch. 7.9 - In Problems 21-24, solve the given symbolic...Ch. 7.9 - Prob. 22ECh. 7.9 - In Problems 21-24, solve the given symbolic...Ch. 7.9 - Prob. 24ECh. 7.9 - Prob. 25ECh. 7.9 - Prob. 26ECh. 7.9 - Prob. 27ECh. 7.9 - Prob. 28ECh. 7.9 - Prob. 29ECh. 7.9 - Prob. 30ECh. 7.9 - A linear system is said to be stable if its...Ch. 7.9 - A linear system is said to be asymptotically...Ch. 7.9 - Prob. 33ECh. 7.9 - Prob. 34ECh. 7.9 - Figure 7.29 shows a beam of length 2 that is...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - Prob. 9ECh. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - Prob. 17ECh. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - In Problems 1-19, use the method of Laplace...Ch. 7.10 - Use the method of Laplace transforms to solve...Ch. 7.10 - Recompute the coupled mass-spring oscillator...Ch. 7.10 - In Problems 23 and 24, find a system of...Ch. 7.10 - In Problems 23 and 24, find a system of...Ch. 7.RP - In Problems 1 and 2, use the definition of the...Ch. 7.RP - In Problems 1 and 2, use the definition of the...Ch. 7.RP - Prob. 3RPCh. 7.RP - In Problems 3-10, determine the Laplace transform...Ch. 7.RP - In Problems 3-10, determine the Laplace transform...Ch. 7.RP - In Problems 3-10, determine the Laplace transform...Ch. 7.RP - Prob. 7RPCh. 7.RP - Prob. 8RPCh. 7.RP - Prob. 9RPCh. 7.RP - Prob. 10RPCh. 7.RP - Prob. 11RPCh. 7.RP - In Problems 11-17, determine the inverse Laplace...Ch. 7.RP - Prob. 13RPCh. 7.RP - Prob. 14RPCh. 7.RP - Prob. 15RPCh. 7.RP - Prob. 16RPCh. 7.RP - Prob. 17RPCh. 7.RP - Prob. 18RPCh. 7.RP - Prob. 19RPCh. 7.RP - In Problems 19-24, solve the given initial value...Ch. 7.RP - Prob. 21RPCh. 7.RP - Prob. 22RPCh. 7.RP - Prob. 23RPCh. 7.RP - Prob. 24RPCh. 7.RP - In Problems 25 and 26, find solutions to the given...Ch. 7.RP - In Problems 25 and 26, find solutions to the given...Ch. 7.RP - Prob. 27RPCh. 7.RP - Prob. 28RPCh. 7.RP - A linear system is governed by y5y+6y=g(t). Find...Ch. 7.RP - Prob. 30RPCh. 7.RP - Prob. 31RPCh. 7.RP - In Problems 31 and 32, use Laplace transforms to...
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- 5. [-/1 Points] DETAILS MY NOTES SESSCALCET2 6.5.AE.003. y y= ex² 0 Video Example x EXAMPLE 3 (a) Use the Midpoint Rule with n = 10 to approximate the integral कर L'ex² dx. (b) Give an upper bound for the error involved in this approximation. SOLUTION 8+2 1 L'ex² d (a) Since a = 0, b = 1, and n = 10, the Midpoint Rule gives the following. (Round your answer to six decimal places.) dx Ax[f(0.05) + f(0.15) + ... + f(0.85) + f(0.95)] 0.1 [0.0025 +0.0225 + + e0.0625 + 0.1225 e0.3025 + e0.4225 + e0.2025 + + e0.5625 €0.7225 +0.9025] The figure illustrates this approximation. (b) Since f(x) = ex², we have f'(x) = 0 ≤ f'(x) = < 6e. ASK YOUR TEACHER and f'(x) = Also, since 0 ≤ x ≤ 1 we have x² ≤ and so Taking K = 6e, a = 0, b = 1, and n = 10 in the error estimate, we see that an upper bound for the error is as follows. (Round your final answer to five decimal places.) 6e(1)3 e 24( = ≈arrow_forward1. Consider the following preference ballots: Number of voters Rankings 6 5 4 2 1st choice A DCB DC 2nd choice B B D 3rd choice DCBD 4th choice CA AAA For each of the four voting systems we have studied, determine who would win the election in each case. (Remember: For plurality with runoff, all but the top two vote-getters are simultaneously eliminated at the end of round 1.)arrow_forwardPractice k Help ises A 96 Anewer The probability that you get a sum of at least 10 is Determine the number of ways that the specified event can occur when two number cubes are rolled. 1. Getting a sum of 9 or 10 3. Getting a sum less than 5 2. Getting a sum of 6 or 7 4. Getting a sum that is odd Tell whether you would use the addition principle or the multiplication principle to determine the total number of possible outcomes for the situation described. 5. Rolling three number cubes 6. Getting a sum of 10 or 12 after rolling three number cubes A set of playing cards contains four groups of cards designated by color (black, red, yellow, and green) with cards numbered from 1 to 14 in each group. Determine the number of ways that the specified event can occur when a card is drawn from the set. 7. Drawing a 13 or 14 9. Drawing a number less than 4 8. Drawing a yellow or green card 10. Drawing a black, red, or green car The spinner is divided into equal parts. Find the specified…arrow_forward
- Problem 1.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%. 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.(d) We assume that you sell the American put to a market participant A for the pricefound in (b). Explain how you act on the market…arrow_forwardWhat is the standard scores associated to the left of z is 0.1446arrow_forward2. [-/1 Points] DETAILS MY NOTES SESSCALCET2 6.5.015. Use the Trapezoidal Rule, the Midpoint Rule, and Simpson's Rule to approximate the given integral with the specified value of n. (Round your answers to six decimal places.) ASK YOUR TEACHER 3 1 3 + dy, n = 6 (a) the Trapezoidal Rule (b) the Midpoint Rule (c) Simpson's Rule Need Help? Read It Watch Itarrow_forward
- This question builds on an earlier problem. The randomized numbers may have changed, but have your work for the previous problem available to help with this one. A 4-centimeter rod is attached at one end to a point A rotating counterclockwise on a wheel of radius 2 cm. The other end B is free to move back and forth along a horizontal bar that goes through the center of the wheel. At time t=0 the rod is situated as in the diagram at the left below. The wheel rotates counterclockwise at 1.5 rev/sec. At some point, the rod will be tangent to the circle as shown in the third picture. B A B at some instant, the piston will be tangent to the circle (a) Express the x and y coordinates of point A as functions of t: x= 2 cos(3πt) and y= 2 sin(3πt) (b) Write a formula for the slope of the tangent line to the circle at the point A at time t seconds: -cot (3πt) (c) Express the x-coordinate of the right end of the rod at point B as a function of t: 2 cos(3πt) +41/1 (d) Express the slope of the rod…arrow_forwardConsider the proof below: Proposition: If m is an even integer, then 5m +4 is an even integer. Proof: We see that |5m+4=10n+4 = 2(5n+2). Therefore, 5m+4 is an even integer. **Note: you may assume the proof is valid, just poorly written. Based upon the Section 1.3 screencast and the reading assignment, select all writing guidelines that are missing in the proof. Proof begins by stating assumptions ✓ Proof has an invitational tone/uses collective pronouns Proof is written in complete sentences Each step is justified ☐ Proof has a clear conclusionarrow_forwardNote: The purpose of this problem below is to use computational techniques (Excelspreadsheet, Matlab, R, Python, etc.) and code the dynamic programming ideas seen inclass. Please provide the numerical answer to the questions as well as a sample of yourwork (spreadsheet, code file, etc.).We consider an N-period binomial model with the following properties: N = 60, thecurrent stock price is S0 = 1000; on each period, the stock price increases by 0.5% whenit moves up and decreases by 0.3% when it moves down. The annual interest rate on themoney market is 5%. (Notice that this model is a CRR model, which means that thebinomial tree is recombining.)(a) Find the price at time t0 = 0 of a (European) call option with strike price K = 1040and maturity T = 1 year.(b) Find the price at time t0 = 0 of a (European) put option with strike price K = 1040and maturity T = 1 year.(c) We consider now, that you are at time t5 (i.e. after 5 periods, which represents 1month later). Assume that the stock…arrow_forward
- 4. [-/1 Points] DETAILS MY NOTES SESSCALCET2 6.5.024. Find the approximations Tη, Mn, and S, to the integral computer algebra system.) ASK YOUR TEACHER PRACTICE ANOTHER 4 39 √ dx for n = 6 and 12. Then compute the corresponding errors ET, EM, and Es. (Round your answers to six decimal places. You may wish to use the sum command on a n Tn Mn Sp 6 12 n ET EM Es 6 12 What observations can you make? In particular, what happens to the errors when n is doubled? As n is doubled, ET and EM are decreased by a factor of about Need Help? Read It ' and Es is decreased by a factor of aboutarrow_forward6. [-/1 Points] DETAILS MY NOTES SESSCALCET2 6.5.001. ASK YOUR TEACHER PRACTICE ANOTHER Let I = 4 f(x) dx, where f is the function whose graph is shown. = √ ² F(x 12 4 y f 1 2 (a) Use the graph to find L2, R2 and M2. 42 = R₂ = M₂ = 1 x 3 4arrow_forwardThe general solution X'=Ax is given. Discuss the nature of the solutions in a neighborhood of (0,0) -2-2 (²) |a) A = (23) X(A) = (₁ (fi)e* + (2 (2) eht -2-5arrow_forward
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