Week 9: The Black-Scholes Solution And The “Greeks” (see also Wilmott‚ Chapter 6‚7) Lecture VIII.1 Plain Vanilla The goal of the next two lectures is to obtain the Black-Scholes solutions for European options‚ which belong to the type of basic contingent claims called ‘vanilla options’. These lectures may seem a bit too technical. However‚ I think‚ it is important to have at least some idea about how the BS equation is solved for various financial instruments. I will try my best to keep things
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Vice-Chancellory Open Universities Australia (Curtin) Unit Outline 311803 EDP136 Mathematics Education 1 OpenUnis SP 2‚ 2013 Unit study package number: 311803 Mode of study: Area External Credit Value: 25.0 Pre-requisite units: Nil Co-requisite units: Nil Anti-requisite units: Nil Result type: Grade/Mark Approved incidental fees: Information about approved incidental fees can be obtained from our website. Visit f ees.curtin.edu.au/incidental_fees
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STRATEGY FOR TESTING SERIES 1. Check for known series. p-series converges if . diverges if . (Note: When ‚ the series is the harmonic series.) geometric series converges if . diverges if . telescoping series converges if a real number. diverges otherwise. 2. Use a test. NOTE: When testing a series for convergence or divergence‚ two components must be shown: (i) State the test that is used: “Therefore‚ the series [converges/diverges] by the [name of test].” (ii)
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Classic Koch Snowflake and a Variation of the Koch Snowflake Jarred Sareault Introduction: In this project‚ we need to find the area and perimeter of both the Classic and Variation Koch Snowflake for the first five levels. Also we need to create and implement general forms for the area and perimeter of the Classic/Variation Snowflakes to find the total area and perimeter of the final snowflake for each. For both the Classic and Variation Koch Snowflake‚ an equilateral triangle is used to start.
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Example 1: Does the curve y = 2x3 – 2 crosses the x-axis between x = 0 and x = 2? Solution: Solving for the given values of x‚ at x = 0‚ then y = 2(0)3 – 2 = -2‚ the curve is below the x-axis at x = 2‚ y = 2(2)3 – 2 = 16 – 2 = 14‚ the curve is above the x-axis‚ So the curve crosses the x-axis between x = 0 and x = 2 since y = 2x3 – 2 has a solution found between this interval. Example 2: From the curve y = x5 - 2x3 – 2‚ is there a solution between x = 1 and x = 2? Solution: Using the given
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Solutions to Graded Problems Math 200 Section 1.6 Homework 2 September 17‚ 2010 20. In the theory of relativity‚ the mass of a particle with speed v is m = f (v) = m0 1 − v 2 /c2 where m0 is the rest mass of the particle and c is the speed of light in a vacuum. Find the inverse function of f and explain its meaning. Solution. We simply solve for v: m= m0 1− v 2 /c2 =⇒ m 1 − v 2 /c2 = m0 =⇒ m2 1 − v2 c2 = m2 0 m2 v2 =⇒ 1 − 2 = 0 c m2 =⇒ v2 m2 =1− 0 c2 m2 m0 m m0 m 2 =⇒
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IB 15-16 Course Selection Guide Part 2 Go next page for the answers! Hong Kong Programme Name Subject requirement Minimum grade suggested Bachelor of Economics Math HL IB Score: 36 Bachelor of Accounting Mathematics SL IB Score: 36 Bachelor of Social science No specific requirement IB Score: 35 Bachelor of Business administration and Law Eng lit HL and Math SL IB Score: 40-41 Bachelor of architecture Math
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The construction of a fundamental understanding of numeration and place value concepts forms the foundation for all additional branches of mathematics (Booker‚ et al.‚ 2010). Computational processes and patterns of thinking require a clear understanding of these concepts‚ as they underpin the learning and use of mathematics (Booker et al.‚ 2010). Developing mathematical thinking from an early age is extremely important in establishing students understanding of number concepts. Clements (2001‚ p271)
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Worksheet 21: The Mean Value Theorem Russell Buehler b.r@berkeley.edu 1. Verify that f (x) = x3 − x2 − 6x + 2 satisfies the hypotheses of Rolle’s theorem for the interval [0‚ 3]‚ then find all c that satisfy the conclusion. www.xkcd.com 2. Let f (x) = tan(x). Show that f (0) = f (π)‚ but there is no number c in (0‚ π) such that f (c) = 0. Is this a counterexample to Rolle’s theorem? Why or why not? 3. Verify that f (x) = x3 − 3x + 2 satisfies the hypotheses of the mean value theorem on
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Explain the importance of teaching Math and Science in early education.Use theory or theorist applicable. The importance in teaching mathematics and science is of great concern to all levels of education especially in early education. Because early experiences affect later educational outcomes‚ providing young children with research-based mathematics and science learning opportunities is more likely to pay off with increased achievement‚ literacy‚ and work skills in these critical areas
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