Financial Mathematics Course FIN 118 Unit Course 4 Number Unit Integral Calculus Unit Subject

Al-Imam Muhammad Ibn Saud Islamic University
College of Economics and Administration Sciences

Department of Finance and Investment
Financial Mathematics Course
FIN 118 Unit course
4 Number Unit
Integral Calculus Unit Subject
Dr. Lotfi Ben Jedidia
Dr. Imed Medhioub
1
1. Integral calculus : Definition
2. Indefinite integral
3. Definite integral
4. Some rules of integral
5. Area between two curves

2

We will see in this unit
Learning Outcomes
3
At the end of this chapter, you should be able to:
1.Understand what is meant by integral of function.
2. Find definite or indefinite integrals.
3. Calculate the Area Between Two Curves.

Integral calculus
Frequently, we know the rate of change of a
function and wish to find the original
function . Reversing the process of
differentiation and finding the original function
from the derivative is called integration or anti-
differentiation. The original function, , is
called the integral or antiderivative of .
Thus, we have

4
( ) ( ) x f
'
( ) x f
( ) x f
( ) x f
'
( )
( )
c x f dx x f + =
}
'
Example 1:
1/ Find the derivative of , ,
2/ Find the antiderivative of the results of
question 1.
Solution:
1/ , ,
2/ ,

5
( ) c x f =
1
( ) 0
'
1
= x f
( ) c dx dx x f =
}
=
}
0
'
1
( ) x x f =
2
( )
2
3
x x f =
( ) 1
'
2
= x f
( ) x x f 2
'
3
=
( ) c x dx dx x f + =
}
=
}
1
'
2
( ) c x dx x dx x f + =
}
=
}
2
'
3
2
Integral calculus
Indefinite Integral
The indefinite integral of a function is a
function defined as :
Every antiderivative F of f must be of the form
F(x) = G(x) + c, where c is a constant (constant of
integration)
!!!

6
( ) ( ) c x F dx x f + =
}
c x dx x + =
}
2
2
Represents every possible
antiderivative of 2x.
Definite integral
If f is a continuous function, the definite
integral of f from a to b is defined as:

7
( ) ( ) ( ) a F b F dx x f
b
a
=
}
}
=

A =
n
k
k
b
a n
x x f dx x f
1
) ( lim ) (
k k
x x
n
a b
x =
= A
+1
An integral = Area under a curve
Integral Calculus

8
( )
b
a
f x dx =
}
Area of R
1
Area of R
2
+ Area of R
3

Exemple1:
Integral Calculus
1/ Calculate algebraically the integral

2/ Use geometry to
compute the same integral

9
( ) ( )
2
3
2
1
2
4
2
2
1
2
2
2
2
1
2
2
2
1
= =
=
(
(
=
}
x
xdx
Example2:
2
3
2
1
2
2
1
= =
}
xdx
Some rules of integration
To simplify the determination of antiderivatives we
can use the following rules.

1/ 2/

3/ 4/

5/ 6/

10
c x dx + =
}
c kx kdx + =
}
c
n
x
dx x
n
n
+
+
=
+
}
1
1
c x dx
x
+ =
}
ln
1
( )
c
b
b
dx b
x
x
+ =
}
ln
c e dx e
x x
+ =
}
11
Some rules of integration
7/

8/

9/

10/

11/

( )
( )
( )
1
1
( 1)
n
n
ax b
ax b dx C n
a n
+
+
+ = + =
+
}
( )
1 1
ln ax b dx ax b C
a
+ = + +
}
1
ax b ax b
e dx e C
a
+ +
= +
}
1
ln
ax b ax b
c dx c C
a c
+ +
= +
}
( )
f g dx fdx gdx =
} } }
12
More examples

1/

2/

3/

4/ =

=

=

4 4
3 3
2 2 2
4 2
x x
x dx x dx C C = = + = +
} }
c y y dy y y + + = +
}
2 6 5
2
3
) 3 6 (
c e x dx e
x
x x
+ =
|
.
|
\
|

}
2 2
2
1
log
1
}
dx x
2
) 1 6 (
dx x x
}
+ ) 1 12 36 (
2
c x x x + +
2 3
2
12
3
36
c x x x + +
2 3
6 12
Examples

1/

2/

4/

5/

6/

13
( ) = +
}
1
1
2
12 7 dx x x
( ) =
}
2
0
2
3 3 dx x
( ) =
}
3
0
dx e
x
( ) =
}
+
1
0
3 2
dx e
x
=
|
.
|
\
|
+
}
5
1
1
1
2 dx
x
x
Area Between Two Curves

Let f and g be continuous functions, the area
bounded above by f (x) and below by g(x) on [a, b]
is:

14
( ) ( ) | |
}
=
b
a
dx x g x f R
a b
( ) x f y =
( ) x g y =
y
x
Area Between Two Curves
Find the area bounded by the curves

where

and

R =

15
( ) ( ) | |
}
=
2
0
dx x g x f R
( )
2
x x f =
( ) 2 = x x g
Example:
R=14/3
1. By reversing the process of differentiation, we find
the original function from the derivative. We call
this operation integration or anti-differentiation.
2. The indefinite integral of a function is a function
defined as :
3. If f is a continuous function, the definite integral of
f from a to b is defined as:

( ) ( ) c x F dx x f + =
}
( ) ( ) ( ) a F b F dx x f
b
a
=
}
Time to Review !

16
we will see in the next unit
17
Matrix / Matrices

Different types of matrices

Usual operations on matrices

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Al-Imam Muhammad Ibn Saud Islamic University

College of Economics and Administration Sciences

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