MATHEMATICS A PRACT ODYSSEY -WEBASSIGN
8th Edition
ISBN: 9780357425831
Author: Johnson
Publisher: CENGAGE L
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Chapter 8.1, Problem 4E
To determine
To find:
The area of triangle.
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Construct a know-show table for each statement below that appears to be true.
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…
Chapter 8 Solutions
MATHEMATICS A PRACT ODYSSEY -WEBASSIGN
Ch. 8.1 - When necessary, round off answers to one decimal...Ch. 8.1 - When necessary, round off answers to one decimal...Ch. 8.1 - When necessary, round off answers to one decimal...Ch. 8.1 - Prob. 4ECh. 8.1 - When necessary, round off answers to one decimal...Ch. 8.1 - When necessary, round off answers to one decimal...Ch. 8.1 - When necessary, round off answers to one decimal...Ch. 8.1 - When necessary, round off answers to one decimal...Ch. 8.1 - In Exercise 9 and 10, find a the area and b the...Ch. 8.1 - Prob. 10E
Ch. 8.1 - Prob. 11ECh. 8.1 - In Exercises 1120, find (a) the area and (b) the...Ch. 8.1 - In Exercises 1120, find (a) the area and (b) the...Ch. 8.1 - In Exercises 1120 find(a) the area and (b) the...Ch. 8.1 - In Exercises 1120, find (a) the area and (b) the...Ch. 8.1 - In Exercises 1120, find (a) the area and (b) the...Ch. 8.1 - Prob. 17ECh. 8.1 - In Exercises 1120 find a the area and b the...Ch. 8.1 - In Exercises 1120 find a the area and b the...Ch. 8.1 - In Exercises 1120 find a the area and b the...Ch. 8.1 - In Exercises 21 and 22, find (a) the area and (b)...Ch. 8.1 - Prob. 22ECh. 8.1 - A circular swimming pool has diameter 50ft and is...Ch. 8.1 - A rectangular swimming pool 30feet by 15feet is...Ch. 8.1 - Prob. 25ECh. 8.1 - Prob. 26ECh. 8.1 - Prob. 27ECh. 8.1 - Prob. 28ECh. 8.1 - You jog 34 mile due north, then 112 miles due...Ch. 8.1 - You walk 100 yards due south, then 120 yards due...Ch. 8.1 - A 10-foot ladder leans against a wall. If the base...Ch. 8.1 - Prob. 32ECh. 8.1 - Prob. 33ECh. 8.1 - Prob. 34ECh. 8.1 - The length of the edges of a triangular canvas are...Ch. 8.1 - Jim Mulios wants to fertilize his backyard. The...Ch. 8.1 - Reddies Pizza Bash is famous for its Loads-o-Meat...Ch. 8.1 - Prob. 38ECh. 8.1 - Prob. 39ECh. 8.1 - Prob. 40ECh. 8.1 - Prob. 41ECh. 8.1 - In Exercise3944, use the following information: in...Ch. 8.1 - Prob. 43ECh. 8.1 - Prob. 44ECh. 8.1 - Prob. 45ECh. 8.1 - Prob. 46ECh. 8.1 - Prob. 47ECh. 8.1 - Prob. 48ECh. 8.1 - Prob. 49ECh. 8.1 - Prob. 50ECh. 8.1 - Prob. 51ECh. 8.1 - Prob. 52ECh. 8.1 - Prob. 53ECh. 8.1 - Prob. 54ECh. 8.1 - Prob. 55ECh. 8.1 - Prob. 56ECh. 8.1 - Prob. 57ECh. 8.1 - Prob. 58ECh. 8.1 - Prob. 59ECh. 8.2 - When necessary, round off answers to two decimal...Ch. 8.2 - When necessary, round off answers to two decimal...Ch. 8.2 - When necessary, round off answers to two decimal...Ch. 8.2 - When necessary, round off answers to two decimal...Ch. 8.2 - Prob. 5ECh. 8.2 - When necessary, round off answers to two decimal...Ch. 8.2 - Prob. 7ECh. 8.2 - In Exercises714, find the volume of each figure....Ch. 8.2 - In Exercises714, find the volume of each figure....Ch. 8.2 - In Exercises714, find the volume of each figure....Ch. 8.2 - In Exercises714, find the volume of each figure....Ch. 8.2 - In Exercises714, find the volume of each figure....Ch. 8.2 - Prob. 13ECh. 8.2 - Prob. 14ECh. 8.2 - From a 10-inch-by-16-inch piece of cardboard,...Ch. 8.2 - From a 24-inch-square piece of cardboard, square...Ch. 8.2 - A grain silo consists of a cylinder with a...Ch. 8.2 - A propane gas tank consists of a cylinder with a...Ch. 8.2 - A regulation baseball hardball has a circumference...Ch. 8.2 - A regulation tennis ball has a diameter of 212...Ch. 8.2 - The diameter of the earth is approximately 7, 920...Ch. 8.2 - The diameter of the earth is approximately 7, 920...Ch. 8.2 - Prob. 23ECh. 8.2 - Prob. 24ECh. 8.2 - In Exercises 25 and 26, use the following...Ch. 8.2 - Prob. 26ECh. 8.2 - Prob. 27ECh. 8.2 - Golf balls are packaged three to a rectangular...Ch. 8.2 - Prob. 29ECh. 8.2 - Marcus Robinson bought an older house and wants to...Ch. 8.2 - Prob. 31ECh. 8.2 - The student union at the University of Utopia U2...Ch. 8.2 - A water storage tank is an upside-down cone, as...Ch. 8.2 - The diameter of a conical paper cup is 3.5inches....Ch. 8.2 - Prob. 35ECh. 8.2 - Prob. 36ECh. 8.2 - Prob. 37ECh. 8.2 - Prob. 38ECh. 8.2 - Prob. 39ECh. 8.2 - Prob. 40ECh. 8.2 - Prob. 41ECh. 8.2 - Prob. 42ECh. 8.2 - Prob. 43ECh. 8.3 - In Exercises 1-4. determine whether each...Ch. 8.3 - Prob. 2ECh. 8.3 - Prob. 3ECh. 8.3 - Prob. 4ECh. 8.3 - Prob. 5ECh. 8.3 - Prob. 6ECh. 8.3 - Prob. 7ECh. 8.3 - Prob. 8ECh. 8.3 - Following the method of Problem 48 of the Rhind...Ch. 8.3 - Prob. 10ECh. 8.3 - Prob. 11ECh. 8.3 - Prob. 12ECh. 8.3 - Prob. 13ECh. 8.3 - Prob. 14ECh. 8.3 - Prob. 15ECh. 8.3 - Prob. 16ECh. 8.3 - Find the perimeter of a triangle having sides with...Ch. 8.3 - Prob. 18ECh. 8.3 - Prob. 19ECh. 8.3 - Prob. 20ECh. 8.3 - Prob. 21ECh. 8.3 - Prob. 22ECh. 8.3 - Prob. 23ECh. 8.3 - Prob. 24ECh. 8.3 - Problem 41 of the Rhind Papyrus pertains to...Ch. 8.3 - Prob. 26ECh. 8.3 - Prob. 27ECh. 8.3 - Prob. 28ECh. 8.3 - Prob. 29ECh. 8.3 - Prob. 30ECh. 8.4 - In Exercises 1-4, the given triangles are similar....Ch. 8.4 - In Exercises 1-4, the given triangles are similar....Ch. 8.4 - In Exercises 1-4, the given triangles are similar....Ch. 8.4 - In Exercises 1-4, the given triangles are similar....Ch. 8.4 - A 6-foot-tall man casts a shadow of 3.5 feet at...Ch. 8.4 - Prob. 6ECh. 8.4 - Prob. 7ECh. 8.4 - Use Figure 8.67 and the method of rearrangement to...Ch. 8.4 - Find the length of the longest object that will...Ch. 8.4 - Find the length of the longest object that will...Ch. 8.4 - Find the length of the longest object that will...Ch. 8.4 - Find the length of the longest object that will...Ch. 8.4 - Prob. 13ECh. 8.4 - Prob. 14ECh. 8.4 - In Exercises 1318, use the two column method to...Ch. 8.4 - Prob. 16ECh. 8.4 - Prob. 17ECh. 8.4 - Prob. 18ECh. 8.4 - Prob. 19ECh. 8.4 - Prob. 20ECh. 8.4 - Prob. 21ECh. 8.4 - Prob. 22ECh. 8.4 - If a sphere is inscribed in a cylinder, the...Ch. 8.4 - Prob. 24ECh. 8.4 - Prob. 25ECh. 8.4 - Prob. 26ECh. 8.4 - Prob. 27ECh. 8.4 - Prob. 28ECh. 8.4 - Prob. 29ECh. 8.4 - The purpose of this project is to calculate the...Ch. 8.4 - Prob. 31ECh. 8.4 - Prob. 32ECh. 8.5 - In Exercises 18, use trigonometric ratios to find...Ch. 8.5 - In Exercises 18, use trigonometric ratios to find...Ch. 8.5 - In Exercises 18, use trigonometric ratios to find...Ch. 8.5 - In Exercises 18, use trigonometric ratios to find...Ch. 8.5 - In Exercises 18, use trigonometric ratios to find...Ch. 8.5 - In Exercises 18, use trigonometric ratios to find...Ch. 8.5 - In Exercises 18, use trigonometric ratios to find...Ch. 8.5 - Prob. 8ECh. 8.5 - In Exercises 926. use the given information to...Ch. 8.5 - Prob. 10ECh. 8.5 - Prob. 11ECh. 8.5 - Prob. 12ECh. 8.5 - Prob. 13ECh. 8.5 - Prob. 14ECh. 8.5 - Prob. 15ECh. 8.5 - Prob. 16ECh. 8.5 - Prob. 17ECh. 8.5 - Prob. 18ECh. 8.5 - Prob. 19ECh. 8.5 - Prob. 20ECh. 8.5 - Prob. 21ECh. 8.5 - Prob. 22ECh. 8.5 - Prob. 23ECh. 8.5 - Prob. 24ECh. 8.5 - Prob. 25ECh. 8.5 - Prob. 26ECh. 8.5 - A cable runs from the top of a building to a point...Ch. 8.5 - A support cable runs from the top of a telephone...Ch. 8.5 - Prob. 29ECh. 8.5 - Prob. 30ECh. 8.5 - Prob. 31ECh. 8.5 - Prob. 32ECh. 8.5 - Prob. 33ECh. 8.5 - Prob. 34ECh. 8.5 - A billboard is on top of a building. You are 125.0...Ch. 8.5 - Prob. 36ECh. 8.5 - You are hiking along a river and see a tall tree...Ch. 8.5 - Prob. 38ECh. 8.5 - Prob. 39ECh. 8.5 - Prob. 40ECh. 8.5 - Prob. 41ECh. 8.5 - Prob. 42ECh. 8.5 - Prob. 43ECh. 8.5 - Two observers are 500feet apart. Each measures the...Ch. 8.5 - Prob. 45ECh. 8.5 - Prob. 46ECh. 8.5 - Prob. 47ECh. 8.5 - Prob. 48ECh. 8.5 - Prob. 49ECh. 8.5 - Prob. 50ECh. 8.5 - Prob. 51ECh. 8.5 - Prob. 52ECh. 8.5 - Prob. 53ECh. 8.6 - Prob. 1ECh. 8.6 - Prob. 2ECh. 8.6 - Prob. 3ECh. 8.6 - In Exercise 1-4, answer the following questions....Ch. 8.6 - Prob. 5ECh. 8.6 - Prob. 6ECh. 8.6 - Prob. 7ECh. 8.6 - Prob. 8ECh. 8.6 - Prob. 9ECh. 8.6 - Prob. 10ECh. 8.6 - In Exercises 11-20, answer the following...Ch. 8.6 - Prob. 12ECh. 8.6 - Prob. 13ECh. 8.6 - Prob. 14ECh. 8.6 - Prob. 15ECh. 8.6 - Prob. 16ECh. 8.6 - Prob. 17ECh. 8.6 - Prob. 18ECh. 8.6 - Prob. 19ECh. 8.6 - In Exercises 11-20, answer the following...Ch. 8.6 - Prob. 21ECh. 8.6 - Prob. 22ECh. 8.6 - Prob. 23ECh. 8.6 - Prob. 24ECh. 8.6 - Prob. 25ECh. 8.7 - Prob. 1ECh. 8.7 - Prob. 2ECh. 8.7 - Prob. 3ECh. 8.7 - Prob. 4ECh. 8.7 - Prob. 5ECh. 8.7 - Prob. 6ECh. 8.7 - Prob. 7ECh. 8.7 - Prob. 8ECh. 8.7 - Prob. 9ECh. 8.7 - Prob. 10ECh. 8.7 - Prob. 11ECh. 8.7 - Prob. 12ECh. 8.7 - Prob. 13ECh. 8.7 - A satellite dish antenna has a parabolic reflector...Ch. 8.7 - Prob. 15ECh. 8.7 - Prob. 16ECh. 8.7 - Prob. 17ECh. 8.7 - In Exercises 17-24, sketch the graph and find the...Ch. 8.7 - Prob. 19ECh. 8.7 - Prob. 20ECh. 8.7 - Prob. 21ECh. 8.7 - Prob. 22ECh. 8.7 - Prob. 23ECh. 8.7 - Prob. 24ECh. 8.7 - Prob. 25ECh. 8.7 - Prob. 26ECh. 8.7 - Prob. 27ECh. 8.7 - Prob. 28ECh. 8.7 - Prob. 29ECh. 8.7 - In Exercises 29-36, sketch the graph and find the...Ch. 8.7 - Prob. 31ECh. 8.7 - Prob. 32ECh. 8.7 - Prob. 33ECh. 8.7 - Prob. 34ECh. 8.7 - Prob. 35ECh. 8.7 - Prob. 36ECh. 8.7 - Prob. 37ECh. 8.7 - Prob. 38ECh. 8.8 - Prob. 1ECh. 8.8 - Prob. 2ECh. 8.8 - Prob. 3ECh. 8.8 - Prob. 4ECh. 8.8 - Prob. 5ECh. 8.8 - Prob. 6ECh. 8.8 - Prob. 7ECh. 8.8 - Prob. 8ECh. 8.8 - In Exercises 7-12, answer the questions for the...Ch. 8.8 - Prob. 10ECh. 8.8 - Prob. 11ECh. 8.8 - Prob. 12ECh. 8.8 - Prob. 13ECh. 8.8 - Prob. 14ECh. 8.8 - Prob. 15ECh. 8.8 - Prob. 16ECh. 8.8 - Prob. 17ECh. 8.8 - Prob. 18ECh. 8.8 - Prob. 19ECh. 8.8 - What was the scandal of elementary geometry?Ch. 8.8 - Prob. 21ECh. 8.8 - Who was the first mathematician to affirm the...Ch. 8.8 - Prob. 23ECh. 8.8 - Prob. 24ECh. 8.8 - Prob. 25ECh. 8.8 - Prob. 26ECh. 8.8 - Prob. 27ECh. 8.9 - HANDS ON The Sierpinski gasket Using a...Ch. 8.9 - The Sierpinski carpet. The Sierpinski carpet is...Ch. 8.9 - The Mitsubishi gasket. Carefully and accurately...Ch. 8.9 - The square snowflake. Carefully and accurately...Ch. 8.9 - Prob. 5ECh. 8.9 - Prob. 6ECh. 8.9 - Prob. 7ECh. 8.9 - Prob. 8ECh. 8.9 - Prob. 9ECh. 8.9 - Find the approximate dimension of the Sierpinski...Ch. 8.9 - Find the approximate dimension of the Mitsubishi...Ch. 8.9 - Prob. 12ECh. 8.9 - Find the approximate dimension of the square...Ch. 8.9 - Prob. 14ECh. 8.9 - Prob. 15ECh. 8.9 - Prob. 16ECh. 8.9 - Prob. 17ECh. 8.9 - Prob. 18ECh. 8.9 - Prob. 19ECh. 8.9 - Prob. 20ECh. 8.9 - Prob. 21ECh. 8.9 - 22. Describe the self-similarity of the given...Ch. 8.9 - Prob. 23ECh. 8.9 - Prob. 24ECh. 8.9 - Prob. 25ECh. 8.9 - Name three naturally occurring objects other than...Ch. 8.9 - Prob. 27ECh. 8.9 - Prob. 28ECh. 8.9 - Prob. 29ECh. 8.9 - Prob. 30ECh. 8.9 - Prob. 31ECh. 8.9 - Prob. 32ECh. 8.9 - Prob. 33ECh. 8.9 - Prob. 35ECh. 8.9 - Prob. 36ECh. 8.10 - Prob. 1ECh. 8.10 - Prob. 2ECh. 8.10 - Finding the perimeter of a Sierpinski carpet. See...Ch. 8.10 - Finding the area of a Sierpinski carpet. See...Ch. 8.10 - Prob. 5ECh. 8.10 - A square snowflake. See Exercise 4 in Section 8.9...Ch. 8.10 - Prob. 7ECh. 8.10 - Prob. 8ECh. 8.10 - Describe an application of fractal area,...Ch. 8.10 - Design your own fractal. Discuss its...Ch. 8.CR - Prob. 1CRCh. 8.CR - Prob. 2CRCh. 8.CR - Prob. 3CRCh. 8.CR - Prob. 4CRCh. 8.CR - Prob. 5CRCh. 8.CR - Saturn the ringed planet revolves around the sun...Ch. 8.CR - Prob. 7CRCh. 8.CR - Prob. 8CRCh. 8.CR - Prob. 9CRCh. 8.CR - Prob. 10CRCh. 8.CR - Find the volume and surface area of Figure 8.194.Ch. 8.CR - Prob. 12CRCh. 8.CR - Prob. 13CRCh. 8.CR - An oval athletic field is the combination of a...Ch. 8.CR - From a 12inch-by-18inch piece of cardboard,...Ch. 8.CR - A regulation baseball hardball has a circumference...Ch. 8.CR - Prob. 17CRCh. 8.CR - Prob. 18CRCh. 8.CR - Prob. 19CRCh. 8.CR - Prob. 20CRCh. 8.CR - Prob. 21CRCh. 8.CR - Prob. 22CRCh. 8.CR - Prob. 23CRCh. 8.CR - Find the length of the longest object that will...Ch. 8.CR - Prob. 25CRCh. 8.CR - Prob. 26CRCh. 8.CR - In Exercise 26 and 27, use the two-column method...Ch. 8.CR - Prob. 28CRCh. 8.CR - A regular dodecagon 12-sided polygon is inscribed...Ch. 8.CR - Prob. 30CRCh. 8.CR - Prob. 31CRCh. 8.CR - Prob. 32CRCh. 8.CR - Prob. 33CRCh. 8.CR - Prob. 34CRCh. 8.CR - Prob. 35CRCh. 8.CR - Prob. 36CRCh. 8.CR - Prob. 37CRCh. 8.CR - Prob. 38CRCh. 8.CR - Prob. 39CRCh. 8.CR - Prob. 40CRCh. 8.CR - Prob. 41CRCh. 8.CR - Prob. 42CRCh. 8.CR - Prob. 43CRCh. 8.CR - Prob. 44CRCh. 8.CR - The box fractal. To create this shape, use the...Ch. 8.CR - Prob. 46CRCh. 8.CR - Prob. 47CRCh. 8.CR - Prob. 48CRCh. 8.CR - Draw a building in two-point perspective. viewed...Ch. 8.CR - Prob. 50CRCh. 8.CR - Prob. 51CRCh. 8.CR - Prob. 52CRCh. 8.CR - Prob. 53CR
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Publisher:HOLT MCDOUGAL

An Introduction to Area | Teaching Maths | EasyTeaching; Author: EasyTeaching;https://www.youtube.com/watch?v=_uKKl8R1xBM;License: Standard YouTube License, CC-BY
Area of a Rectangle, Triangle, Circle & Sector, Trapezoid, Square, Parallelogram, Rhombus, Geometry; Author: The Organic Chemistry Tutor;https://www.youtube.com/watch?v=JnLDmw3bbuw;License: Standard YouTube License, CC-BY