Basic Technical Mathematics
11th Edition
ISBN: 9780134437705
Author: Washington
Publisher: PEARSON
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Chapter 9.1, Problem 9E
To determine
To sketch: The appropriate resultant vector by adding the given
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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 9 Solutions
Basic Technical Mathematics
Ch. 9.1 - For the vectors in Example 2, show that R = B + C...Ch. 9.1 - Prob. 2PECh. 9.1 - Prob. 1ECh. 9.1 - Prob. 2ECh. 9.1 - Prob. 3ECh. 9.1 - Prob. 4ECh. 9.1 - Prob. 5ECh. 9.1 - Prob. 6ECh. 9.1 - Prob. 7ECh. 9.1 - Prob. 8E
Ch. 9.1 - Prob. 9ECh. 9.1 - Prob. 10ECh. 9.1 - Prob. 11ECh. 9.1 - Prob. 12ECh. 9.1 - Prob. 13ECh. 9.1 - Prob. 14ECh. 9.1 - Prob. 15ECh. 9.1 - In Exercises 15–18, draw the given vectors and...Ch. 9.1 - Prob. 17ECh. 9.1 - In Exercises 15–18, draw the given vectors and...Ch. 9.1 - Prob. 19ECh. 9.1 - Prob. 20ECh. 9.1 - Prob. 21ECh. 9.1 - Prob. 22ECh. 9.1 - Prob. 23ECh. 9.1 - In Exercises 19–40, find the indicated vector sums...Ch. 9.1 - Prob. 25ECh. 9.1 - Prob. 26ECh. 9.1 - Prob. 27ECh. 9.1 - Prob. 28ECh. 9.1 - Prob. 29ECh. 9.1 - Prob. 30ECh. 9.1 - Prob. 31ECh. 9.1 - Prob. 32ECh. 9.1 - Prob. 33ECh. 9.1 - Prob. 34ECh. 9.1 - Prob. 35ECh. 9.1 - Prob. 36ECh. 9.1 - Prob. 37ECh. 9.1 - Prob. 38ECh. 9.1 - In Exercises 19–40, find the indicated vector sums...Ch. 9.1 - Prob. 40ECh. 9.1 - Prob. 41ECh. 9.1 - Prob. 42ECh. 9.1 - Prob. 43ECh. 9.1 - Prob. 44ECh. 9.1 - Prob. 45ECh. 9.1 - Prob. 46ECh. 9.1 - In Exercises 41–48, solve the given problems. Use...Ch. 9.1 - Prob. 48ECh. 9.2 - For the vector in Example 1, change the angle to...Ch. 9.2 - Prob. 2PECh. 9.2 - Prob. 3PECh. 9.2 - Prob. 1ECh. 9.2 - Prob. 2ECh. 9.2 - Prob. 3ECh. 9.2 - Prob. 4ECh. 9.2 - Prob. 5ECh. 9.2 - In Exercises 5–10, find the horizontal and...Ch. 9.2 - Prob. 7ECh. 9.2 - In Exercises 5–10, find the horizontal and...Ch. 9.2 - Prob. 9ECh. 9.2 - In Exercises 5–10, find the horizontal and...Ch. 9.2 - Prob. 11ECh. 9.2 - In Exercises 11–20, find the x- and y-components...Ch. 9.2 - Prob. 13ECh. 9.2 - Prob. 14ECh. 9.2 - Prob. 15ECh. 9.2 - In Exercises 11–20, find the x- and y-components...Ch. 9.2 - Prob. 17ECh. 9.2 - Prob. 18ECh. 9.2 - Prob. 19ECh. 9.2 - In Exercises 11–20, find the x- and y-components...Ch. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - Prob. 23ECh. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - Prob. 25ECh. 9.2 - Prob. 26ECh. 9.2 - Prob. 27ECh. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - Prob. 29ECh. 9.2 - In Exercises 21–34, find the required horizontal...Ch. 9.2 - Prob. 31ECh. 9.2 - Prob. 32ECh. 9.2 - Prob. 33ECh. 9.2 - Prob. 34ECh. 9.3 - Prob. 1PECh. 9.3 - Prob. 2PECh. 9.3 - Prob. 3PECh. 9.3 - Prob. 1ECh. 9.3 - Prob. 2ECh. 9.3 - Prob. 3ECh. 9.3 - In Exercises 3–6, vectors A and B are at right...Ch. 9.3 - In Exercises 3–6, vectors A and B are at right...Ch. 9.3 - Prob. 6ECh. 9.3 - Prob. 7ECh. 9.3 - Prob. 8ECh. 9.3 - Prob. 9ECh. 9.3 - In Exercises 7–14, with the given sets of...Ch. 9.3 - Prob. 11ECh. 9.3 - Prob. 12ECh. 9.3 - Prob. 13ECh. 9.3 - Prob. 14ECh. 9.3 - Prob. 15ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 17ECh. 9.3 - Prob. 18ECh. 9.3 - Prob. 19ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 21ECh. 9.3 - Prob. 22ECh. 9.3 - Prob. 23ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 25ECh. 9.3 - Prob. 26ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 28ECh. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - In order to move an ocean liner into the channel,...Ch. 9.3 - In Exercises 15–32, add the given vectors by...Ch. 9.3 - Prob. 33ECh. 9.3 - Prob. 34ECh. 9.3 - Prob. 35ECh. 9.3 - Prob. 36ECh. 9.4 - A ship sails 32.50 mi due east and then turns...Ch. 9.4 - Prob. 2PECh. 9.4 - EXAMPLE 5 Equilibrium—forces on a climber
A 165-lb...Ch. 9.4 - Prob. 1ECh. 9.4 - Prob. 2ECh. 9.4 - Prob. 3ECh. 9.4 - A jet is 115 mi east and 88.3 mi north of Niagara...Ch. 9.4 - Prob. 5ECh. 9.4 - Prob. 6ECh. 9.4 - Prob. 7ECh. 9.4 - Toronto is 650 km at 19.0° north of east from...Ch. 9.4 - Prob. 9ECh. 9.4 - A rocket is launched with a vertical component of...Ch. 9.4 - In testing the behavior of a tire on ice, a force...Ch. 9.4 - To raise a crate, two ropes are attached to its...Ch. 9.4 - A storm front is moving east at 18.0 km/h and...Ch. 9.4 - Prob. 14ECh. 9.4 - Prob. 15ECh. 9.4 - Prob. 16ECh. 9.4 - In an automobile safety test, a shoulder and seat...Ch. 9.4 - Prob. 18ECh. 9.4 - A plane flies at 550 km/h into a head wind of 60...Ch. 9.4 - A ship’s navigator determines that the ship is...Ch. 9.4 - Prob. 21ECh. 9.4 - Prob. 22ECh. 9.4 - Prob. 23ECh. 9.4 - On a mountain trek, a pack mule becomes obstinate...Ch. 9.4 - Prob. 25ECh. 9.4 - Prob. 26ECh. 9.4 - Prob. 27ECh. 9.4 - A mine shaft goes due west 75 m from the opening...Ch. 9.4 - Prob. 29ECh. 9.4 -
A scuba diver’s body is directed downstream at...Ch. 9.4 - Prob. 31ECh. 9.4 - Prob. 32ECh. 9.4 - Prob. 33ECh. 9.4 - Prob. 34ECh. 9.4 - A plane is moving at 75.0 m/s, and a package with...Ch. 9.4 - Prob. 36ECh. 9.4 - Prob. 37ECh. 9.4 - Prob. 38ECh. 9.5 - Prob. 1PECh. 9.5 - Prob. 2PECh. 9.5 - Prob. 3PECh. 9.5 - Prob. 1ECh. 9.5 - Prob. 2ECh. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - In Exercises 3–20, solve the triangles with the...Ch. 9.5 - Prob. 14ECh. 9.5 - Prob. 15ECh. 9.5 - Prob. 16ECh. 9.5 - Prob. 17ECh. 9.5 - Prob. 18ECh. 9.5 - Prob. 19ECh. 9.5 - Prob. 20ECh. 9.5 - A small island is approximately a triangle in...Ch. 9.5 - A boat followed a triangular route going from dock...Ch. 9.5 - The loading ramp at a delivery service is 12.5 ft...Ch. 9.5 - In an aerial photo of a triangular field, the...Ch. 9.5 - The Pentagon (headquarters of the U.S. Department...Ch. 9.5 - Prob. 26ECh. 9.5 - Prob. 27ECh. 9.5 - Prob. 28ECh. 9.5 - Prob. 29ECh. 9.5 - When an airplane is landing at an 8250-ft runway,...Ch. 9.5 - Find the total length of the path of the laser...Ch. 9.5 - Prob. 32ECh. 9.5 - Prob. 33ECh. 9.5 - Prob. 34ECh. 9.5 - Prob. 35ECh. 9.5 - Prob. 36ECh. 9.5 - Prob. 37ECh. 9.5 - Prob. 38ECh. 9.6 - Prob. 1PECh. 9.6 - Prob. 2PECh. 9.6 - Prob. 1ECh. 9.6 - Prob. 2ECh. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - Prob. 6ECh. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - Prob. 9ECh. 9.6 - Prob. 10ECh. 9.6 - Prob. 11ECh. 9.6 - Prob. 12ECh. 9.6 - Prob. 13ECh. 9.6 - Prob. 14ECh. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - Prob. 16ECh. 9.6 - Prob. 17ECh. 9.6 - In Exercises 3–20, solve the triangles with the...Ch. 9.6 - Prob. 19ECh. 9.6 - Prob. 20ECh. 9.6 - Prob. 21ECh. 9.6 - Prob. 22ECh. 9.6 - Prob. 23ECh. 9.6 - Prob. 24ECh. 9.6 - Prob. 25ECh. 9.6 - Prob. 26ECh. 9.6 - Prob. 27ECh. 9.6 - Prob. 28ECh. 9.6 - Prob. 29ECh. 9.6 - In Exercises 21–40, use the law of cosines to...Ch. 9.6 - Prob. 31ECh. 9.6 - Prob. 32ECh. 9.6 - In Exercises 21–40, use the law of cosines to...Ch. 9.6 - Prob. 34ECh. 9.6 - Prob. 35ECh. 9.6 - Prob. 36ECh. 9.6 - In Exercises 21–40, use the law of cosines to...Ch. 9.6 - Prob. 38ECh. 9.6 - Prob. 39ECh. 9.6 - Prob. 40ECh. 9 - Prob. 1RECh. 9 - Prob. 2RECh. 9 - Prob. 3RECh. 9 - Prob. 4RECh. 9 - Prob. 5RECh. 9 - Prob. 6RECh. 9 - Prob. 7RECh. 9 - Prob. 8RECh. 9 - Prob. 9RECh. 9 - Prob. 10RECh. 9 - Prob. 11RECh. 9 - Prob. 12RECh. 9 - Prob. 13RECh. 9 - Prob. 14RECh. 9 - Prob. 15RECh. 9 - In Exercises 15–22, add the given vectors by using...Ch. 9 - Prob. 17RECh. 9 - Prob. 18RECh. 9 - Prob. 19RECh. 9 - Prob. 20RECh. 9 - Prob. 21RECh. 9 - Prob. 22RECh. 9 - Prob. 23RECh. 9 - Prob. 24RECh. 9 - Prob. 25RECh. 9 - Prob. 26RECh. 9 - Prob. 27RECh. 9 - Prob. 28RECh. 9 - Prob. 29RECh. 9 - Prob. 30RECh. 9 - Prob. 31RECh. 9 - Prob. 32RECh. 9 - Prob. 33RECh. 9 - Prob. 34RECh. 9 - Prob. 35RECh. 9 - Prob. 36RECh. 9 - Prob. 37RECh. 9 - Prob. 38RECh. 9 - Prob. 39RECh. 9 - Prob. 40RECh. 9 - Prob. 41RECh. 9 - In Exercises 41–74, solve the given problems.
42....Ch. 9 - Prob. 43RECh. 9 - Prob. 44RECh. 9 - Prob. 45RECh. 9 - Prob. 46RECh. 9 - Prob. 47RECh. 9 - Prob. 48RECh. 9 - Prob. 49RECh. 9 - Prob. 50RECh. 9 - Prob. 51RECh. 9 - Prob. 52RECh. 9 - In Exercises 41–74, solve the given...Ch. 9 - Prob. 54RECh. 9 - Prob. 55RECh. 9 - Prob. 56RECh. 9 - Prob. 57RECh. 9 - Prob. 58RECh. 9 - Prob. 59RECh. 9 - Prob. 60RECh. 9 - Prob. 61RECh. 9 - Prob. 62RECh. 9 - Prob. 63RECh. 9 - Prob. 64RECh. 9 - Prob. 65RECh. 9 - Prob. 66RECh. 9 - Prob. 67RECh. 9 - Prob. 68RECh. 9 - Prob. 69RECh. 9 - Prob. 70RECh. 9 - Prob. 71RECh. 9 - Prob. 72RECh. 9 - Prob. 73RECh. 9 - Prob. 74RECh. 9 - Prob. 75RECh. 9 - Prob. 1PTCh. 9 - Prob. 2PTCh. 9 - Prob. 3PTCh. 9 - Prob. 4PTCh. 9 - Prob. 5PTCh. 9 - Prob. 6PTCh. 9 - Prob. 7PTCh. 9 - Prob. 8PTCh. 9 - Prob. 9PTCh. 9 - Prob. 10PTCh. 9 - Prob. 11PT
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