[This question paper contains 8 printed pags

Your R ANo2023
LIBRARY
Sr. No. of Question Paper : 4512 E

Unique Paper Code : 3235 1601

Name of the Paper : BMATH 613 - Complex

Analysis
B.Sc. (H) Mathematics
Name of the Course

Semester : VI

Duration: 3 Hours Maximum Marks : 75

Instructions for Candidates

1. Write your Roll No. on the top immediately on receipt

of this question paper.

2. All questions are compulsory.

3. Attempt two parts from each question.

1. (a) Find and sketch, showing corresponding

orientations, the images of the hyperbolas

X*-y' = c, (c, <0) and 2xy = c, (c, <0)

under the transformation w = z². (6)

P.T.0.
4512 2

(b (i) Prove that the limit of the function

as z tends to 0 does not exist.

(ii) Show that

4z?
lim -=4 (3+3-6)
z*(z-1)'
(c) Show that the following functions are nowhere
differentiable.

(i) f(z) = z - z .

(ii) f(z) = e'cosx + ieY sinx. (3+3=6)

(d) (i) If a function f(z) is continuous and nonzero

at a point zn: then show that f(z) # 0
throughout some neighborhood of that point.

(i) Show that the function f(z) =(2' - 2)ee-iy

is entire. (3+3-6)

2. (a) (i) Write lexp(2z + i)| and exp(iz')| in terms of

X and y. Then show that

exp exp (2z + i) + exp(iz²)| < e?x + e -2xy

4512 3

(i) Find the valuc of such that

e'=1t3i (3.5+3=6.5)

(b) Show that

() cos(iz) =cos(iz) for all z;

(ii) sin(iz)=sin(iz) if and only if z = nzi

(n= 01, +2,....). (3.5+3-6.5)

(c) Show that

(i) log log (i?) = 2logi where

9
logz = Inr + i9(r >0, 4
< <
4
).

(ii) log 1log (i) * 2logi where

3T
i9(r >0.
logz = Inr + i0(r>0,
4 <0<.
4

(3.5+3=6.5)
(d) Find all zeros of sinz and cosz.
(3.5+3=6.5)

P.T.O.
4512 4

3. (a) State Fundamental theorem of Calculus.

Evaluate the following integrals to test if

Fundamental theorem of Calculus holds true or
not:

n/2
(0 exp(t+it)dt

(2+2+2=6)

(b) Let y(x) be a real valued function defined

piecewise on the interval 0 s xs 1 as

y(x) = x'sin(/x), 0 < xs1 and y(0) = 0

Does this equation z =X + iy, 0sxslrepresent

(1) an arc

(ii) A smooth arc. Justify.

Findthe points of intersection of this arc with real

axis. (2+2+2=6)

(c) For an arbitrary smooth curve C: z= z(t), a <t<b,

from a fixed point z, to another fixed point z,,
show that the value of the integral depends only
on the end points of C.
4512 5

State if it is independent of the arc under

consideration or not?

Also, find its value around any closed contour.

(3+1+2=6)

(d) Without evaluation of the integral, prove that

1
where Cis the straight line
2/5
segment from 2 to 2 +i. Also, state the theorem
used.
(4+2-6)

4. (a) Use the method of antiderivative to show that

-1
z-z0) dz=0, n = +1, +2,-- where C is any
closed contour which does not pass through the
point z: State the corresponding result used.
(4+2.5=6.5)
(b) Use Cauchy Gourset theorem to evaluate :

(6) f(z)dz , when f(z) = and C is

+2z+2
the unit circle z = 1 in either
direction.

P.T.0.
 4512 6

5z +7
() (z)dz , when f(2) z+2%-3
and C is

the circle |z- 2| = 2. (3+3.5=6.5)

(c) State and prove Cauchy Integral Formula.

(2+4.5-6.5)

(d) Evaluate the following integrals :

COS Z
dz, where C is the positive
+8

oriented boundary of the square whose

sides lie along the lines x +2 and y = +2.

(i) 2-s-2ds,
S-2
ds, z #3 at z = 2, where C

is the circle |z = 3. (3.5+3-6.5)

5. (a) If a series of complex numbers converges then

prove that the nth term converges to zero as n
tends to infinity. Is the converse true? Justify.
(6.5)
4512 7

(b) Find the Maclaurin series for the function

f(z) =sinh z.
(6.5)

converges to f(z) at
(c) If a series
then
all points interior to some circle z-z = R,
function
prove that it is the Taylor series for the
f(z) in powers of z- Zo (6.5)

positively
(d) Find the integral of f(z) around the

(3z +2)
oriented circle (z = 3 when (Z)=7-)(2z+5)
(6.5)

6. (a) For the given function f(z)=| 2z+1 show any

singular point is a pole. Determine the order of

each pole and find the corresponding residue.
(6)

(b) Find the Laurent Series that represents the function

f(z)=z' sin z in the domain 0 < z < 0. (6)

P.T.0.
4512 8

(c) Suppose that z,, x,

X
11 + iy., (n - 1,2,3,...) and
=

SX+ iY. T'hen show that

n=1 n=Ss ifr,N, = XandYn =Y.

(6)
(d) If a function f(z) is analytic everywhere in the
finite plane except for afinite number of singular
points interior to a positively oriented simple closed
contour C, then show that

1
f(z)dz =2ni (6)
[This question paper contains 8 printed pages.J AMDHU,
Your Roll

Sr. No. of Question Paper: 4749 LIBRARY

Unique Paper Code : 32357614

Name of the Paper : DSE-3 MATHEMATICAL

FINANCE

Name of the Course : B.Sc. (H) Mathematics

CBCS (LOCF)
Semester :VI

Duration: 3Hours Maximum Marks : 75

Instructions for Candidates

1. Write your Roll No. on the top immediately on receipt
of this question paper.
2. Attempt any two parts from each question.
3. All questions are compulsory and carry equal marks.
4. Use of Scientific calculator, Basic calculator and
Normal distribution tables all are allowed.

I. (a) Explain Duration of a zero-coupon bond. A 5-year

bond with a yield of 12% (continuously
compounded) pays a 10% coupon at the end of
each year.
P.T.0.
 2
4749
(i) What is the bond's price?
(ii) Use duration to calculate the effect on the
bond's price of a 0.1% decrease in its
yield? (You can use theexponential values:
ex = 0.8869, 0.7866, 0.6977, 0.6188, and
0.5488 for x = -0.12, -0.24, -0.36, -0.48.
and -0.60, respectively)

(b) Portfolio A consists of l-year zero coupon with a

face value of 2000 and a 10-year zerO Coupon
bond with face value of 6000. Portfolio Bconsists
of a5.95-year zero coupon bond with face value
of 5000. The current yield on all bonds is 10%
per annum.

(i) Show that both portfolios have the same

duration.
(ii) What are the percentage changes in the
values of the two portfolios for a 5% per
annum increase in yields?
(You can use the exponential values: ex =0.905,
0.368, 0.552, 0.861.0.223 and 0,409 for x
=-0.1
-1.0, -0.595, -0.15, -1.5 and -0.893
respectively)
(c) Explain difference between
Continuous Compounding
and Monthly Compounding. What rate of
with continuous interest
per annum with
compounding is equivalent to 170
monthly compounding?
4749 3

(d) (i) "When the zero curve is upward sloping, the

zero rate for a particular maturity is greater
than the par yield for that maturity. When
the zero curve is downward sloping the
reverse is true." Explain.

(ii) Why does loan in the repo market involve

very little credit risk?

2. (a) Explain Hedging. How is the risk managed when

Hedging is done using?
(i) Forward Contracts; (ii) Options

(b) (i)) Suppose that a March call option to buy a

share for50 costs 2.50 and is held until
March. Under what circumstances will the
holder of the option make a profit? Under
what circumstances will the option be
exercised?

(ii) It is May, and a trader writes a September

put option with a strike price of 20. The
stock price is 18, and the option price is R2.
Describe the trader's cash flows if the option
is held until September and the stock price is
25 at that time.

P.T.0.
4749 4

(c) Write a short note on European put options. Explain

the payofs in different types of put option positions
with the help of diagrams.
(d) (i) A trader writes an October put option with a
strike price of R35. The price of the option is
6. Under what circumstances does the trader
make a gain.

(ii) A company knows that it is due to receive a

certain amount of a foreign currency in 6
months. What type of option contract is
appropriate for hedging?

3. (a) Draw the diagrams illustrating the effect of

changes in volatility and risk-free interest rate on
both European call and put option prices when
S, =50, K=50, r=5%, o=30%, and T =1.

(b) Derive the put-call parity for European options on

anon-dividend-paying stock. Use put-call parity
to derive the relationship between the vega of a
European call and the vega of a European put on
anon-dividend-paying stock.

(C) A European call option and put option on a stoCK

both have a strike price of 20 and an expiration
date in 3 months. Both sell for R3. The risk-free
interest rate is 10% per annum, the current stock
4749

price is 19, and a ?1 dividend is expected in 1

month. ldentify the arbitragc opportunity open
0.0083
a trader? (e 0.9917)
(d) Find lower bound and upper bound for the price
of a 1-month European put option on a non
dividend-paying stock when the stock price is 30,
the strike price is 34, and the risk-free interest
rate is 6% per annum? Justify your answer with
arbitrage arguments, (e-0.05 =0.9950)

4. (a) Consider the standard one-period model where

the stock price goes from S, to S,u or S,d with
d<1<u, and consider an option which pays f, or
f, in each case, and assume that the interest rate
is r and time to maturity is T. Derive the formula
for the no-arbitrage price of the option.

(b) A stock price is currently 40. It is known that at

the end of one month it will be either 42 or ?38.
The risk-free interest rate is 6% per annum with
continuous compounding. Consider a portfolio
consisting of one short call and A shares of the
stock. What is the value of A which makes the
portfolio riskless? Using no-arbitrage arguments,
find the price of a one-month European call option
with a strike price of 39? (You can use
exponential value: e0005 = 1.005)
P.T.0.
4749 6

(c) Construct a two-period binomial tree for stock and

European call option with

S, =100, u = 1.3, d= 0.8, r=0.05, T=lyear, K =795

and each period being of length At = 0.5 year.
Find the price of the European call. If the call
was American, will it be optimal to exercise the
option early? Justify your answer. (e0.025 = 0.9753)

(d) What do you mean by the volatility of a stock?

How can we estimate volatility from historical
prices of the stock?

5. (a) Let S, denote the current stock price, o the

volatility of the stock, r be the risk-free interest
rate and T denote a future time. In the Black
Scholes model, the stock price S. at time T in the
risk-neutral world satisfies

In S ~ In So + r T, G²T
where (m, v) denotes a norma distribution with
mean m and variance v.

Using risk-neutral valuation, derive the

Black
Scholes formula for the price of a
European call
option on the underlying stock S. strike
and maturity T. price k
4749 7

(b) A stock price follows log normal distribution with

an expected return of 16% and a volatility of 35%.
The current price is 38. What is the probability
that a European call option on the stock with an
exercise price of 40 and a maturity date in six
months will be exercised? (You can use values:
In(38) = 3.638, In(40) = 3.689)

(c) What is the price of a European call option on a

non-dividend-paying stock when the stock price is
769, the strike price is 70, the risk-free interest
rate is 5% per annum, the volatility is 35% per
annum, and the time to maturity is six months?
(Youcan use exponential values: e0144 = 0.9857,
é-0.025 =0.9753)

(d) A stock price is currently R40. Assume that

the expected return from the stock is 15% and
that its volatility is 25%. What is the probability
distribution for the rate of return (with continuous
compounding) earned over a 2-year period?

6. (a) Discuss theta of a portfolio of options and calculate

the theta of a European call option On a non
dividend-paying stock where the stock price is 49,
the strike price is 50, the risk-free interest rate
is 5% per annum and the time to maturity is 20
weeks, and the stock price volatility is 30% per
annum. (In(49/50) = -0.0202 )

P.T.0.
4749 8

(b) () Explain stop-loss hedging scheme.

(ii) What does it mean to assert that the delta of
acall option is 0.7? How can ashort position
in 1,000 options be made delta neutral when
the delta of each option is 0.7?

(c) Find the payoff from a butterfly spread created

using call options. Also draw the profit diagram
corresponding to this trading strategy.

(d) Companies X and Y have been offered the

following rates per annum on a ?5 million 10-year
investment :

Fixed rate Floating rate

Company X 8.0% LIBOR
Company Y 8.8% LIBOR

Company X requires a fixed-rate investment;

Company Y requires a floating-rate investment.
Design a swap that will net a bank, acting as
intermediary, 0.2% per annum and that willappear
equally attractive to X and Y.
 rThis question paper contains 4 printed pageCe
Your RoNo23
LIBRARY
Sr. No. of Question Paper: 4792 E
Unique Paper Code : 32351602

Name of the Paper : Ring Theory and Linear

Algebra - II
Name of the Course B.Sc. (H) Mathematics
(CBCS- LOCF)
Semester : VI

Duration: 3Hours Maximum Marks: 75

Instructions for Candidates

1. Writeyour Roll No. on the top immediately on receipt
of this question paper.
2. All the questions are compulsory.
3. Attempt any two parts from each question.
4. Marks of each part are indicated

1. (a) (i) Prove that If F is a field, then F[x] is a

Principal Ideal Domain.
Justity
(ii) Is Z[x], a Principal Ideal Domain?
your answer.

not a maximal ideal in

(b) Prove that <x' + 1> i
Z{x]. P.T.0.
4792
(c) State and prove the reducibility test for polynomials
of degree 2 or 3. Does it fail in higher order
polynomials? Justify. (4+2,6,6)

2. (a) () State and prove Gauss's Lemma.

(ii) Is every irreducible polynomial over Z
primitive? Justify.
(b) Construct a field of order 25.

(o) In z V-S)| prove that 1+3/|(-5) is irreducible

but not prime. (4+2.5,6.5,6.5)

3. (a) Let V =R and define f,, f,, f, e V* as follows :

f{(x, y, z) = x -2y,
I,(x, y, z) = x + y + z,
f(x, y, z) = y - 3z.
Prove that {f,, f,, f,} is a basis for V* and then
find a basis for Vfor which it is the dual basis.
(6) Test the linear operator T: P,(IR) ’ P,(R), T(I(X))
= f(0) +t f(1)(x t x²) for diagonalizability and it
diagonalizable, find a basis Bfor V such that [TJ
is adiagonal matrix.

(c) Let A= E M22(R). Find an expression for

A" where n is an arbitrary natural
number.
(6.6,6)
4792
3
4. (a) For a linear operator T: R
R, T(a, b, c)
(-b+c, a tc, 3e), determinethc T-cyclic subspace
Wof R generated by c, = (|, 0, 0). Also find the
characteristic polynomial of the operator T:
(b) State Caylev-Hamilton theorem and verify it for
the linear operator T:P, (IR) ’ P,(R), T({(X))
f(x).

(c) Show that the vector space R* = W, W, W,

where W, = {(a, b, 0, 0): a, b e R), W,= {(0,0,
c, 0): c e R} and W, ={(0,0,0, d): d e R}.
(6.5,6.5,6.5)
5. (a) Consider the vector space C over R with an inner
product K.,.>. Let z denote the conjugate of 2.
Show that <.,.> defined by <z, W>'=<Z,w> for
all z, we C is also an inner product on C. Is
<.,.>" defined by <z, w> "=<z + Z, w+ w> for all
Z, W E an inner product on C? Justify your
answer.

(b) Let V= P(R) with the inner product <p(x), q(x)>

=
p(ta()dt Vp(x), q(x) e V. Compute the
orthogonal projection of the vector p(x) = x?*- on
P,(R), where k e N.

p T
 4
4792
(c) (i) For the inner product space V = P,(R) with
<f, g> = f()g(t)dt and the linear operator
T on V defined by T() = f+ 3f, compute
T(4- 2t).
(ii) For the standard inner product space V=R'
and a linear transformation g: V ’ Rgiven
by g(a,, a,, a,) = a, - 2a,+ 4a,, find a vector
ye V such that g(x) =<x, y> for all x eV.
(6,6,2+4)
6. (a) Prove that a normal operator T on a finite
dimensional complex inner product space V yields
an orthonormal basis for V consisting of
eigenvectors of T. Justify the validity of the
conclusion of this result if Visa finite-dimensional
real inner product space.
(b) Let V= M,..(R) and T: VV’ Vbe a linear
operator given by T(A) = AT. Determine whether
Tis normal, self-adjoint, or neither. If possible,
produce an orthonormal basis of eigenvectors of
Tfor V and list the corresponding eigenvalues.
(21 1
(c) For the matrix A=|1 2 1 find an orthogonal
112 1
matrix P and a diagonal matrix D such that
P'AP = D. (6.5,6.5,6.5)
(1000)
 This question paper contains 8 printed pages.]

Your Roll No....

Sr. No. of Question Paper : 4874 E

Unique Paper Code : 32357616

Name of the Paper : DSE-4 Linear Programming

and Applications

Name of the Course : CBCS (LOCF)- B.Sc. (H)

Mathematics

Semester

Maximum Marks : 75
Duration: 3 Hours

Instructions for Candidates

immediately on receipt
1. Write your Roll No. on the top
of this question paper.
question.
2. Attempt any two parts from each
marks.
3. All questions carry equal

Solve the following Linear Programming Problem

1. (a)
by Graphical Method :
P.T.0.
4874 2

Maximize 2x + y

subject to X + 2y s 10

X + y S6

X- y s 2
X - 2y s1

x > 0, y >0.

(b) Define a Convex Set. Show that the set S defined

as :

S = {(x, y) | y' 4ax; x >0, y > 0} is a Convex

Set.

(c) Find all basic feasible solutions of the equations:

X + 2x, + 4x, + x, = 7

Zx, - X, + 3x, - 2x, = 4

(d) Prove that to every extreme point of the feasible
region, there corresponds a basic feasible solution
of the Linear Programming Problem :
Minimize z = cx

subject to Ax = b, x>0

2. (a) Let us consider the following Linear Programming

Problem:
4874 3

Minimize z =cx

subject to Ax= b, x 20

Let (x,.0) be abasic feasible solution corresponding

to a basis B where x = B'b. Suppose z, = CXp
is the value of objective function such that
Z- C, S 0 for every column a, in A. Show that z,
is the minimum value of z of the problem and that
the given basic feasible solution is optimal feasible
solution.

solution to
(b) Let X, = 1, x, = 1, x, = 1be a feasible
the system of equations :

X1 + x, + 2x, = 4
2x, - X, + X, = 2

Is this abasic feasible solution? If not, reduce it

to two different basic feasible solutions.

the
(c) Using Simplex Method, find the solution of
following Linear Programming Problem :
Maximize 5x, + 4x,
subject to
-X, + x, S 4
5x, + x, S 15
X| X, 2 0,

P.T.O.
4874 4

(d) Solve the following Linear Programming Problem

by Big - M Method :

Maximize -X- X, + X,

subject to
-X, + x, + 2x,1

XË, X,, Xx, 20.

3. (a) Solve the following Linear Programming Problem

by Two Phase Method:

Maximize -X, + 3x,

subject to X, + X, 1

-2x, + 3x, S 6
x, > 0, x, > 0.

(b) Find the solution of given system of equations using

Simplex Method:

5x, + 2x, = 14
2x, + x, = 6

Also find the inverse of A where

21
 4874 5

(c) Find the solution of the following Linear

Programming Problem :

Minimize 3x, + 2x,

subject to -X, + xX, s 1

Sx, + 3x, < 15

X, 20, x, >3/2.

(d) Find the optimal solution of the Assignment

Problem with the following cost matrix :

Machines II III IV VI
Job

A 3 4 6 5 4 9

B 4 9 7 6 10

8 7 6 4 6

D 4 5 11 10 4

E 6 7 8 9

F 4 3 6 4

4. (a) Find the dual of the following Linear Programming

Problem:
4874 6

Maximize 3x, + 4x, - 3x,

Subject to x - 2x, + 5x, > 2
= -8
3x, + 7x, - 4x, =
X, S0, X, 20, x, is unrestricted.

(b) Prove that if the Primal Problem has a finite

optimal solution then the Dual also has a finite
optimal solution and the two optimal objective
function values are equal.

(c) Using Complementary Slackness Theorem, find

optimal solutions of the following Linear
Programming Problem and its Dual.

Minimize 2x, + 15x, + 5x, + 6x,

subject to X, + 6x, t 3x, + x, > 2

-2x, + 5x, - X, + 3x, S -3

(d) For the following cost minimization Transportation

Problem find initial basic feasible solutions by using
North West Comer rule, Least Cost Method and
Vogel's Approximation Method. Compare the
three solutions (in terms of the cost):
4874 7

Destination A B C D E Supply
Source

10 10 11 12 10 20

13 14 11 15 10 35

11 10 17 12 15 40

Demand 25 10 30 15 15

5. (a) Solve the following cost minimization Transportation

Problem:

Destinations III IV Availability

Origin
14 11 13 12 22
A

13 17 10 15 15
B

13 15 16 14

7 12 17
Requirements

(b) A University wish to allocate four subjects and

six teachers claim that they have the required
knowledge to teach all the subjects. Each subject
teacher, The
can be assigned to one and only one
teacher is
cost of Assignment of subject to each
to
given in table below. Allocate the subjects
optimal
appropriate faculty members for
are not
Assignment. Also find two Teachers who
assigned any course.
P.T.0.
 4874

(d) (c) Teachers

and Convert
Programming player
2MinmaxDefine
for
solve VI IV II
the 1 Subjects
the rectangular
will
it followingPrinciple,
following
by Player
2|9 have
Player Problem 48 47 43 36 28 A
Simplex 43
-1 r10 and find fair
12
5 Player 1pay-off 8
Player
AB
15|7:-5 minimum Game. 52 38 48 38 43 47
3 Method for Game the
5]51 player 6 4
Problem matrix:maximum 43 41 31 36 43 36 C
Using
: pay-off
playerfor
A 49 43 38 33 46 38 D
and into Maxmin
pay-off
player a
Linear
(500) for and
B