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    CQF Maths Primer 2023 Extra Problems

    Uploaded by

    Ise Isekemanga

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    © All Rights Reserved
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    CQF Maths Primer 2023 Extra Problems

    Uploaded by

    Ise Isekemanga
    58 views3 pages

    Copyright

    © © All Rights Reserved

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    PDF, TXT or read online from Scribd

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    Copyright:

    © All Rights Reserved
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    58 views3 pages

    CQF Maths Primer 2023 Extra Problems

    Uploaded by

    Ise Isekemanga

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 3

    1.

    What is the limiting behaviour of


    r nt
    lim 1+ ;
    n!1 n
    where r represents the annual risk-free rate, n is the number of periods per year and t is the number
    of years.
    2. (a) Prove using the de…nition of the derivative that
    d 1 1
    = :
    dx x x2

    (b) Consider the function


    f (x)
    y= :
    g (x)
    Using the product rule and chain rule, derive the quotient rule given by
    dy f 0 (x) g (x) f (x) g 0 (x)
    = :
    dx g 2 (x)
    Hence use the quotient rule to di¤erentiate the function
    2x
    y= :
    sin x
    (c) Find the equation of the tangent to the curve x = 2y 3 + ln y at the point (2; 1) ; giving your
    solution in the form px + qy + r = 0:
    (d) Show that the Taylor series expansion of f (x) = sinh x; can be written in the form
    1
    X
    an x2n
    n=0

    where an should be given. Hence use this result to obtain the series expansion for g (x) = cosh x

    3. (a) Obtain a general solution of the following di¤erential equation


    dy y
    =e (2x 4) :
    dx
    (b) Find the particular solution of the following initial value problem
    dy x
    y=e ; y (0) = 1
    dx
    and show that this can be written as
    2y = 3ex e x
    :

    (c) Solve the di¤erential equation


    xy 00 y 0 = 3x2
    giving the general solution in the form y = g (x) :
    p
    4. This question is on applications of complex numbers, where i = 1

    (a) Solve the di¤erential equation


    y 00 5y 0 + 6y = e 3x

    (b) Writing sin x as the imaginary part of (5) ; calculate


    Z
    ex sin xdx
    Question 5
    The expression sinh (ix) is equal to
    A. i sin (ix) B. sin (x) C. sin (x=i) D. sin (ix) E. i sin (ix) F. none of these
    Question 6
    1
    If f (x) = log 2 cosh x3 ; then f 0 (x) is equal to
    A. 2 tanh x3 B. 2= tanh 3x2 C. 6x2 tanh x3 D. 6x2 tanh x3 E. 3x2 tanh x3
    F. none of these
    Question 7
    For z = exp (2 i =4) ; z 5 equals
    1 i 1 i
    A. exp 10 i4 B. exp 5 + i 54 C. e10 +i 54 D. e10 p p E. e10 p +p
    2 2 2 2
    F. none of these
    Question 8
    For z = exp (2 i3 =4) ; z 5 equals
    1 i 1 i
    A. exp 10 i4 B. exp 5 + i 54 C. e10 +i 54 D. e10 p p E. e10 p +p
    2 2 2 2
    F. none of these
    Question 9 Z
    1 p
    The integral e x dx is
    0
    A. 0 B. 1 C. 2 D. e E. does not exist F. none of these
    Hint: Consider a substitution y 2 = x and use integration by parts.
    Question 10
    1
    For jxj < ; the …rst two terms of the Taylor expansions for f (x) = ln 1 4x2 about x = 0 are
    2
    A. 4x2 8x4 B. 2x + 83 x3 C. 4x2 16x4 D. 4x2 + 96x4 E. 2x2 48x4
    F. none of these
    Question Z 411
    3x 5
    Let I = 2 dx: Then I equals
    3 (x 2)
    A. ln 8 + 12 B. ln 8 12 C. ln 8 + 2 D. ln 8 2 E. ln 8 + 32
    F. none of these
    Question 12
    df
    Consider the function f (x; y) = xexy ; where x = t2 and y = t 1
    : What is the value of at t = 1?
    dt
    A. 0 B. e C. 2e2 D. 3e E. 2 F. none of these

    13. Solve the equation x2 + 4x + 20 = 0; giving your answers in the form c + di where c; d 2 Z:
    14. Simplify the complex numbers by writing in the form x + iy

    1
    i.
    i 2
    1 5i
    ii.
    3 + 4i
    2 + 3i
    15. If the complex number z = ; then calculate z=z:
    1 i

    16. What does the argument arg z of the complex number z = 4 exp ( i =6) equal?
    17. Simplify cos (ix)

    18. Given z = exp (2 i =4) ; express z 5 in the form x + iy


    19. What does the ratio p
    ei x 1
    p
    ei x + 1
    simplify to?
    20. Recall the argument of z is given as the principal value, i.e. arg z 2 [ ; ] : What is arg z for
    z = 2ie i ?

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