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Practice Problems 1: Solutions: V A R R R R R

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nord runyaz
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10 views1 page

Practice Problems 1: Solutions: V A R R R R R

Uploaded by

nord runyaz
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Practice Problems 1: Solutions

  " #
A 1 150 1
1. V = 1− n ⇒ 437 = 1− 3 r = 0.014802
r (1 + r) r (1 + r)

(2x)
2. (a) lim (2x) =1
x&0

1
(b) lim √ =0
x→∞ 4x2 − 2x − 10 + 2x

1 −1
3. (a) f (x) = = (5 − x)
5−x
−2 1
f 0 (x) = (−1) (5 − x) (−1) = 2 where x 6= 5
(5 − x)
10
X 2
(b) f (x) = ke−ak x
k=1
10 10
X 2 X 2
f 0 (x) = k (−2ak x) e−ak x = −2 kak xe−ak x
k=1 k=1

 2

x
+ r − q + σ2 (T − t)

log K
(c) f (x) = √
σ T −t
   
0 1 K 1 1
f (x) = √ = √
σ T −t x K σx T − t
 2

S
+ r − q + x2 (T − t)

log K
(d) f (x) = √
x T −t
√  
S
  x2
  √ 
x T − t (x(T − t)) − log K + r−q− 2 (T − t) T −t
f 0 (x) =
x2 (T − t)
 2

S x

− log K − r−q− 2 (T − t)
= √
x2 T − t

   
sin 3x2 6x cos 3x2 6 cos 3x2 − 36x2 sin 3x2 3
4. (a) lim 2
= lim = lim =
x&0 2x x&0 4x x&0 4 2

log x4 4x3/x4 4
(b) lim = lim = lim =0
x→∞ x x→∞ 1 x→∞ x

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