After choosing a topic randomly‚ students will have 5 minutes to prepare before presenting their explanation for 5 minutes. 1. State the definition of the limit and explain the requirements for a limit to exist. Also‚ explain the 3 main techniques to evaluate limits. (Keywords: limit‚ intend‚ left‚ right‚ general‚ notation‚ 3 requirements‚ NAG‚ table‚ diagrams‚ indeterminate form‚ conjugate‚ factoring‚ substitution) The limit of the function is the height that the function intends to reach
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how functions change when their inputs are changed. The main focus in a differential calculus is the derivative which can be thought of as how much one quantity is changing in response to changes in some other quantity. The process to find the derivative is called differentiation‚ the fundamental theorem of calculus states that the differentiation is the reverse process to integration. Derivatives are mainly applied in physics as it concerns with the way quantities change and evolve over time. The
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ECG 528 Asset Pricing Lecture 1 Prof. Antje Berndt Fall 2013 1 / 27 Overview Today • Course overview • Introduction to Derivatives Securities Buzzwords: Derivatives; Forwards; Futures; Options; Traders; Hedge funds Readings: Chapter 1 in Hull Practice problems: 1.1-1.10 Next time • Futures‚ Hedging using futures 2 / 27 Course Overview • The syllabus‚ posted on the class website‚ describes the policies and the procedures for this course. Please read it carefully.
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3. L f1t+f2t=F1s+F2s superposition theorem 4. L e-atft=Fs+a complex shifting theorem 5. L ft-a=e-as F(s) real shifting theorem 6. L fat= 1aFsa similarity theorem 7. L dfatdt=sFs-f(0) derivative theorem 8. L d2fatdt2=s2Fs-sf’0-f(0) multiple derivative theorem 9. L 0τfτdτ=F(s)s integral theorem Example Find the transfer function represented by * d(t)dt=2ct=r(t) Gs=c(s)r(s) First find the Laplace transform L d(t)dt+2 L ct=L r(t)
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Rogue Trader‚ Nicholas Leeson Case 1) What was Nick Leeson’s strategy to earn trading profits on derivatives? Leeson was trading derivatives contracts on the two exchanges that were‚ in some cases‚ of different types and‚ in some cases‚ in mismatched amounts. He was hoping making profits by selling put and call options on the same underlying financial instrument‚ the Nikkei 225 Index. 2) What went wrong that caused his strategy to fail? He thought as the Nikkei was already low that
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1. As an option writer‚ what is the best option to take when you forecast the market to be bullish? Sketch the profit/loss diagram and determine the in the money‚ out of the money and at the money. 2. The call option of Diamond Bhd stock has a striking price of RM30 and a cost of option RM2 per share with one month expiration date. The current market price of share is RM26. If you buy 3 lots (1 lots = 100 shares) of shares‚ calculate the profits or losses at the expiration date for each of the
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ALLAMA IQBAL OPEN UNIVERSITY‚ ISLAMABAD (Department of Mathematics and Statistics) WARNING 1. PLAGIARISM OR HIRING OF GHOST WRITER(S) FOR SOLVING THE ASSIGNMENT(S) WILL DEBAR THE STUDENT FROM AWARD OF DEGREE/CERTIFICATE‚ IF FOUND AT ANY STAGE. 2. SUBMITTING ASSIGNMENTS BORROWED OR STOLEN FROM OTHER(S) AS ONE’S OWN WILL BE PENALIZED AS DEFINED IN “AIOU PLAGIARISM POLICY”. Course: Business Mathematics (1429) Semester: Spring‚ 2012 Level: BA‚ B.Com‚ BBA Total Marks: 100 ASSIGNMENT
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functions‚ elementary functions‚ set. 2. Limits and continuity: Definition of limit‚ limit properties and laws‚ criteria of existence of limits‚ infinities and infinitesimals‚ continuity. 3. Derivatives and differentials: Differentiation formulas and rules‚ chain rule‚ implicit differentiation‚ higher derivatives‚ differentials. 4. Mean value theorem: Mean value theorem of differentials‚ L`hospital rule‚ Taylor formula. 5. Infinite integrals: Antiderivatives and infinite integrals‚ substitution rule
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Beginners’ Module 1500 120 60 100 50 5 2 Mutual Funds : A Beginners’ Module 1500 120 60 100 50 5 3 Currency Derivatives: A Beginner’s Module 1500 120 60 100 50 5 4 Equity Derivatives: A Beginner’s Module 1500 120 60 100 50 5 5 Interest Rate Derivatives: A Beginner’s Module 1500 120 60 100 50 5 6 Commercial Banking in India:A Beginner’s Module 1500 120 60 100 50
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function g(x) the derivative of which‚ Dg(x)‚ is equal to a given function f(x). This is indicated by the integral sign “∫‚” as in ∫f(x)‚ usually called the indefinite integral of the function. (The symbol dx is usually added‚ which merely identifies x as the variable.) The definite integral‚ written with a and b called the limits of integration‚ is equal to g(b) − g(a)‚ whereDg(x) = f(x).Some antiderivatives can be calculated by merely recalling which function has a given derivative‚ but the techniques
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