Prealgebra (6th Edition)
6th Edition
ISBN: 9780134179018
Author: Jamie Blair, John Tobey Jr., Jeffrey Slater, Jenny Crawford
Publisher: PEARSON
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Chapter B, Problem 38E
To determine
The abbreviation of kiloliter.
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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 B Solutions
Prealgebra (6th Edition)
Ch. B - Fill in the blanks. 1mi=ftCh. B - Fill in the blanks. 1ft=in.Ch. B - Prob. 3ECh. B - Fill in the blanks. 1qt=galCh. B - Prob. 5ECh. B - Prob. 6ECh. B - Fill in the blanks. 60sec=minCh. B - Prob. 8ECh. B - Prob. 9ECh. B - Prob. 10E
Ch. B - Fill in the blanks. 2gal=qtCh. B - Prob. 12ECh. B - Prob. 13ECh. B - Fill in the blanks. 9ft=ydCh. B - Fill in the blanks. 2mi=ftCh. B - Prob. 16ECh. B - Fill in the blanks. 120sec=minCh. B - Prob. 18ECh. B - Prob. 19ECh. B - Fill in the blanks. 4pt=qtCh. B - Prob. 21ECh. B - Prob. 22ECh. B - Prob. 23ECh. B - Prob. 24ECh. B - Perform the operation indicated. 5ft4in.+4ft3in.Ch. B - Prob. 26ECh. B - Perform the operation indicated. 12ft7in.+3ft8in.Ch. B - Prob. 28ECh. B - Perform the operation indicated. 26yd1ft9yd2ftCh. B - Perform the operation indicated. 14yd6ft6yd2ftCh. B - While golfing, Todd made birdie putts of 4 ft 3...Ch. B - Jessica worked out at the health spa for 2 hr 20...Ch. B - Natalie bought a 1-pint can of tomato sauce. She...Ch. B - Joel has 1 quart of milk. If he uses 1 pint to...Ch. B - It takes Isaac 2 hours to detail a car. Sean can...Ch. B - A 3-pound can of Joes Chili costs the same price...Ch. B - Write the abbreviation for each metric unit....Ch. B - Prob. 38ECh. B - Write the abbreviation for each metric unit....Ch. B - Prob. 40ECh. B - Write the abbreviation for each metric unit....Ch. B - Prob. 42ECh. B - Prob. 43ECh. B - Place the appropriate symbol, or, in the blanks....Ch. B - Prob. 45ECh. B - Place the appropriate symbol, or, in the blanks....Ch. B - Prob. 47ECh. B - Place the appropriate symbol, or, in the blanks....Ch. B - Which of the following represents a unit that is...Ch. B - Which of the following represents a unit that is...Ch. B - Which of the following represents a unit that is...Ch. B - Which of the following represents a unit that is...Ch. B - Place the appropriate symbol, or, in the blanks....Ch. B - Place the appropriate symbol, or, in the blanks....Ch. B - Prob. 55ECh. B - Place the appropriate symbol, or, in the blanks....Ch. B - Place the appropriate symbol, or, in the blanks....Ch. B - Prob. 58ECh. B - Fill in the blanks. The _______ is the basic...Ch. B - Prob. 60ECh. B - Prob. 61ECh. B - Fill in the blanks. The gram is the basic metric...Ch. B - Prob. 63ECh. B - Lisa measured the width of a doorway. Choose the...Ch. B - Choose the unit of measure that best completes the...Ch. B - Choose the unit of measure that best completes the...Ch. B - Use the figure to the right for exercises 67 and...Ch. B - Use the figure to the right for exercises 67 and...Ch. B - Use the following information to answer exercises...Ch. B - Use the following information to answer exercises...
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