Sunco Blending Problem:
Database Design, Information Technology
Source of the problem: page 86, W. L. Winston, "Operations Research, Application and
Algorithms", 4th Edition, Thomson Learning, 2004, I
642:621 Mathematical Finance I, Problem Set 2
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. Wha
642:621 Mathematical Finance I, Problem Set 3
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
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PS Solution
Kihun Nam
Rutgers University
Piscataway, NJ 08854, USA
Sep 2015
1
1.1
Problem Set 1.
Problem 1
In the Lecture 1, we have seen the no arbitrage condition in the one-period binomial model. P
MATH 621 HOMEWORK 4 SOLUTIONS
Exercise 2.3
Let X, Y be normal random variables and is a constant define random variables V , W as:
V = X cos() + Y sin()
and W =
X sin() + Y cos()
Now calculating the m
642:621 Mathematical Finance I, Problem Set 4
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. Wha
642:621 Mathematical Finance I, Problem Set 2
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. Wha
642:621 Mathematical Finance I, Problem Set 4
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. Wha
642:621 Mathematical Finance I, Problem Set 1
Due: Sep 15 at the beginning of lecture.
1. General Instructions on assignments.
Late HW will not be accepted. You may email the HW only if your HW is wri
642:621 Mathematical Finance I, Problem Set 3
1. General Instructions on assignments.
Please read the Academic Integrity Code on finmath.rutgers.edu. All students
are required to follow this code. Wha
QUIZ FOR CALC4 ON MAR. 10, 2016
NAME: Solutions
1.(2pts) Find the general solutions to the following Euler equation.
x2 y 00 xy 0 + y = 0.
Characteristic equation:
r(r 1) r + 1 = 0,
r2 2r + 1 = 0,
r =
QUIZ FOR CALC4 ON MAR. 10, 2016
NAME: Solutions
1.(3pts) Transform the following second order linear equation into a system of
first order linear equations.
u00 + u0 + u = 1.
Put x1 = u and x2 = u0 ,
QUIZ FOR CALC4 ON APR. 21, 2016
NAME: Solutions
1.(1pt) Consider first order linear equation y 0 = 2y. Its equilibrium y = 0 is
.
asymptotically
A
A. stable
B. unstable
C. semi-stable
D. none of the a