Elementary Technical Mathematics
12th Edition
ISBN: 9781337630580
Author: Dale Ewen
Publisher: Cengage Learning
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Chapter 8.1, Problem 5E
To determine
To calculate: The complete three ordered pair solutions
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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…
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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 8 Solutions
Elementary Technical Mathematics
Ch. 8.1 - Complete the three ordered-pair solutions of each...Ch. 8.1 - Complete the three ordered-pair solutions of each...Ch. 8.1 - Complete the three ordered-pair solutions of each...Ch. 8.1 - Prob. 4ECh. 8.1 - Prob. 5ECh. 8.1 - Complete the three ordered-pair solutions of each...Ch. 8.1 - Prob. 7ECh. 8.1 - Prob. 8ECh. 8.1 - Prob. 9ECh. 8.1 - Prob. 10E
Ch. 8.1 - Complete the three ordered-pair solutions of each...Ch. 8.1 - Prob. 12ECh. 8.1 - Prob. 13ECh. 8.1 - Prob. 14ECh. 8.1 - Complete the three ordered-pair solutions of each...Ch. 8.1 - Complete the three ordered-pair solutions of each...Ch. 8.1 - Prob. 17ECh. 8.1 - Prob. 18ECh. 8.1 - Complete the three ordered-pair solutions of each...Ch. 8.1 - Prob. 20ECh. 8.1 - Prob. 21ECh. 8.1 - Prob. 22ECh. 8.1 - Prob. 23ECh. 8.1 - Prob. 24ECh. 8.1 - Prob. 25ECh. 8.1 - Solve for y in terms of x: 4x+5y=10Ch. 8.1 - Prob. 27ECh. 8.1 - Solve for y in terms of x: 2x+2y=5Ch. 8.1 - Prob. 29ECh. 8.1 - Prob. 30ECh. 8.1 - Prob. 31ECh. 8.1 - Prob. 32ECh. 8.1 - Prob. 33ECh. 8.1 - Prob. 34ECh. 8.1 - Prob. 35ECh. 8.1 - Prob. 36ECh. 8.1 - Prob. 37ECh. 8.1 - Write the ordered pair corresponding to each point...Ch. 8.1 - Prob. 39ECh. 8.1 - Prob. 40ECh. 8.1 - Prob. 41ECh. 8.1 - Prob. 42ECh. 8.1 - Prob. 43ECh. 8.1 - Prob. 44ECh. 8.1 - Prob. 45ECh. 8.1 - Write the ordered pair corresponding to each point...Ch. 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 - Plot each point in the number plane. Label each...Ch. 8.1 - Plot each point in the number plane. Label each...Ch. 8.1 - Plot each point in the number plane. Label each...Ch. 8.1 - Plot each point in the number plane. Label each...Ch. 8.1 - Plot each point in the number plane. Label each...Ch. 8.1 - Plot each point in the number plane. Label each...Ch. 8.1 - Plot each point in the number plane. Label each...Ch. 8.1 - Plot each point in the number plane. Label each...Ch. 8.1 - Plot each point in the number plane. Label each...Ch. 8.1 - Prob. 63ECh. 8.1 - Prob. 64ECh. 8.1 - Prob. 65ECh. 8.1 - Prob. 66ECh. 8.2 - Draw the graph of each equation: x+y=7Ch. 8.2 - Prob. 2ECh. 8.2 - Prob. 3ECh. 8.2 - Prob. 4ECh. 8.2 - Prob. 5ECh. 8.2 - Prob. 6ECh. 8.2 - Prob. 7ECh. 8.2 - Draw the graph of each equation: 2x+3y=9Ch. 8.2 - Prob. 9ECh. 8.2 - Prob. 10ECh. 8.2 - Draw the graph of each equation: 5x+4y=20Ch. 8.2 - Prob. 12ECh. 8.2 - Prob. 13ECh. 8.2 - Prob. 14ECh. 8.2 - Prob. 15ECh. 8.2 - Prob. 16ECh. 8.2 - Draw the graph of each equation: 3x+5y=11Ch. 8.2 - Prob. 18ECh. 8.2 - Prob. 19ECh. 8.2 - Prob. 20ECh. 8.2 - Draw the graph of each equation: y=3Ch. 8.2 - Prob. 22ECh. 8.2 - Prob. 23ECh. 8.2 - Prob. 24ECh. 8.2 - Prob. 25ECh. 8.2 - Prob. 26ECh. 8.2 - Prob. 27ECh. 8.2 - Prob. 28ECh. 8.2 - Prob. 29ECh. 8.2 - Prob. 30ECh. 8.2 - Identify the independent and dependent variables...Ch. 8.2 - Prob. 32ECh. 8.2 - Prob. 33ECh. 8.2 - Prob. 34ECh. 8.2 - Prob. 35ECh. 8.2 - Prob. 36ECh. 8.2 - Prob. 37ECh. 8.2 - Prob. 38ECh. 8.2 - Prob. 39ECh. 8.2 - Identify the independent and dependent variables...Ch. 8.2 - Prob. 41ECh. 8.2 - The voltage, v (in mV), in an electrical circuit...Ch. 8.2 - The resistance, R, in an electrical circuit varies...Ch. 8.2 - Prob. 44ECh. 8.2 - The voltage, v, in an electrical circuit is given...Ch. 8.2 - Prob. 46ECh. 8.3 - Find the slope of the passing through each pair of...Ch. 8.3 - Prob. 2ECh. 8.3 - Prob. 3ECh. 8.3 - Prob. 4ECh. 8.3 - Prob. 5ECh. 8.3 - Find the slope of the passing through each pair of...Ch. 8.3 - Prob. 7ECh. 8.3 - Prob. 8ECh. 8.3 - Prob. 9ECh. 8.3 - Prob. 10ECh. 8.3 - Prob. 11ECh. 8.3 - Prob. 12ECh. 8.3 - Find the slope of each line:Ch. 8.3 - Prob. 14ECh. 8.3 - Prob. 15ECh. 8.3 - Prob. 16ECh. 8.3 - Find the slope of each line:Ch. 8.3 - Find the slope of each line:Ch. 8.3 - Find the slope of each line: y=6x+2Ch. 8.3 - Prob. 20ECh. 8.3 - Find the slope of each line: y=5x7Ch. 8.3 - Prob. 22ECh. 8.3 - Prob. 23ECh. 8.3 - Prob. 24ECh. 8.3 - Prob. 25ECh. 8.3 - Prob. 26ECh. 8.3 - Prob. 27ECh. 8.3 - Prob. 28ECh. 8.3 - Prob. 29ECh. 8.3 - Prob. 30ECh. 8.3 - Determine whether the lines given by the equations...Ch. 8.3 - Determine whether the lines given by the equations...Ch. 8.3 - Prob. 33ECh. 8.3 - Prob. 34ECh. 8.3 - Prob. 35ECh. 8.3 - Prob. 36ECh. 8.3 - Determine whether the lines given by the equations...Ch. 8.3 - Determine whether the lines given by the equations...Ch. 8.3 - Determine whether the lines given by the equations...Ch. 8.3 - Determine whether the lines given by the equations...Ch. 8.4 - Draw the graph of each line with the given slope...Ch. 8.4 - Draw the graph of each line with the given slope...Ch. 8.4 - Prob. 3ECh. 8.4 - Prob. 4ECh. 8.4 - Prob. 5ECh. 8.4 - Prob. 6ECh. 8.4 - Prob. 7ECh. 8.4 - Prob. 8ECh. 8.4 - Prob. 9ECh. 8.4 - Prob. 10ECh. 8.4 - Prob. 11ECh. 8.4 - Prob. 12ECh. 8.4 - Prob. 13ECh. 8.4 - Prob. 14ECh. 8.4 - Prob. 15ECh. 8.4 - Prob. 16ECh. 8.4 - Prob. 17ECh. 8.4 - Draw the graph of each equation using the slope...Ch. 8.4 - Prob. 19ECh. 8.4 - Draw the graph of each equation using the slope...Ch. 8.4 - Prob. 21ECh. 8.4 - Prob. 22ECh. 8.4 - Prob. 23ECh. 8.4 - Prob. 24ECh. 8.4 - Prob. 25ECh. 8.4 - Find the equation of the line with given slope and...Ch. 8.4 - Prob. 27ECh. 8.4 - Find the equation of the line with given slope and...Ch. 8.4 - Prob. 29ECh. 8.4 - Prob. 30ECh. 8.4 - Prob. 31ECh. 8.4 - Prob. 32ECh. 8.4 - Prob. 33ECh. 8.4 - Prob. 34ECh. 8.4 - Prob. 35ECh. 8.4 - Prob. 36ECh. 8.4 - Prob. 37ECh. 8.4 - Draw the graph of the line through the given point...Ch. 8.4 - Draw the graph of the line through the given point...Ch. 8.4 - Prob. 40ECh. 8.4 - Prob. 41ECh. 8.4 - Prob. 42ECh. 8.4 - Prob. 43ECh. 8.4 - Prob. 44ECh. 8.4 - Find the equation of the line through the given...Ch. 8.4 - Find the equation of the line through the given...Ch. 8.4 - Prob. 47ECh. 8.4 - Prob. 48ECh. 8.4 - Prob. 49ECh. 8.4 - Prob. 50ECh. 8.4 - Prob. 51ECh. 8.4 - Prob. 52ECh. 8.4 - Prob. 53ECh. 8.4 - Prob. 54ECh. 8.4 - Prob. 55ECh. 8.4 - Prob. 56ECh. 8.4 - Prob. 57ECh. 8.4 - Find the equation of the line through the given...Ch. 8.4 - Find the equation of the line through the given...Ch. 8.4 - Prob. 60ECh. 8 - Prob. 1RCh. 8 - Complete the ordered-pair solution of each...Ch. 8 - Solve for y: 6x+y=15.Ch. 8 - Solve For y:3x5y=10.Ch. 8 - Write the ordered pair corresponding to each point...Ch. 8 - Write the ordered pair corresponding to each point...Ch. 8 - Write the ordered pair corresponding to each point...Ch. 8 - Write the ordered pair corresponding to each point...Ch. 8 - Plot each point in the number plane. Label each...Ch. 8 - Prob. 10RCh. 8 - Prob. 11RCh. 8 - Prob. 12RCh. 8 - Draw the graph of each equation: x+y=8Ch. 8 - Prob. 14RCh. 8 - Draw the graph of each equation: 3x+6y=12Ch. 8 - Draw the graph of each equation: 4x5y=15Ch. 8 - Prob. 17RCh. 8 - Prob. 18RCh. 8 - Draw the graph of each equation: x=6Ch. 8 - Draw the graph of each equation: y=7Ch. 8 - Find the slope of the line passing through each...Ch. 8 - Find the slope of the line passing through each...Ch. 8 - Prob. 23RCh. 8 - Prob. 24RCh. 8 - Prob. 25RCh. 8 - Prob. 26RCh. 8 - Prob. 27RCh. 8 - Prob. 28RCh. 8 - Prob. 29RCh. 8 - Prob. 30RCh. 8 - Prob. 31RCh. 8 - Prob. 32RCh. 8 - Prob. 33RCh. 8 - Prob. 34RCh. 8 - Prob. 35RCh. 8 - Prob. 36RCh. 8 - Prob. 37RCh. 8 - Prob. 38RCh. 8 - Find the equation of the line through the given...Ch. 8 - Find the equation of the line through the given...Ch. 8 - Prob. 41RCh. 8 - Find the equation of the line through the given...Ch. 8 - Given the equation 3x4y=24, complete each ordered...Ch. 8 - Given the equation 3x4y=24, complete each ordered...Ch. 8 - Prob. 3TCh. 8 - Prob. 4TCh. 8 - Write the ordered pair corresponding to each point...Ch. 8 - Prob. 6TCh. 8 - Prob. 7TCh. 8 - Prob. 8TCh. 8 - Prob. 9TCh. 8 - Prob. 10TCh. 8 - Find the slope of each line: y=3x2Ch. 8 - Prob. 12TCh. 8 - Prob. 13TCh. 8 - Prob. 14TCh. 8 - Prob. 15TCh. 8 - Prob. 16TCh. 8 - Prob. 17TCh. 8 - Draw the graph of the line y=12x+4, using its...Ch. 8 - Prob. 1CRCh. 8 - Prob. 2CRCh. 8 - Prob. 3CRCh. 8 - Prob. 4CRCh. 8 - Prob. 5CRCh. 8 - Prob. 6CRCh. 8 - Prob. 7CRCh. 8 - Read the measurement shown on the metric...Ch. 8 - Prob. 9CRCh. 8 - Prob. 10CRCh. 8 - Prob. 11CRCh. 8 - Prob. 12CRCh. 8 - Prob. 13CRCh. 8 - Solve: 2x3+15=x423Ch. 8 - Prob. 15CRCh. 8 - Prob. 16CRCh. 8 - Prob. 17CRCh. 8 - Prob. 18CRCh. 8 - Prob. 19CRCh. 8 - Prob. 20CRCh. 8 - Prob. 21CRCh. 8 - Prob. 22CRCh. 8 - Prob. 23CRCh. 8 - Prob. 24CRCh. 8 - Prob. 25CRCh. 8 - Prob. 26CRCh. 8 - Prob. 27CRCh. 8 - Prob. 28CRCh. 8 - Prob. 29CRCh. 8 - Determine whether the graphs of 2x3y=6 and 3x+5y=7...
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