Numerical Methods with Applications to Finance and Economics
MATH 348

Fall 2012
201301 Math 348 Assignment 1
Due: Wednesday, January 23, at the start of class.
Notes: Two pages! All questions are of equal value. Show your calculations. Theyre worth most
of the marks.
1. (a) Perform the following computations both (i) exactly, and (ii
Numerical Methods with Applications to Finance and Economics
MATH 348

Fall 2012
201301 Math 348 Assignment 3
Due: Wednesday, February 27, at the start of class.
Notes: All questions are of equal value. Justify your answers.
1. Let F (x1 , x2 ) = ex1 + ex2 x1 x2 . It is desired to miminize F (x1 , x2 ) (the
minimum occurs at (0, 0).
(
Numerical Methods with Applications to Finance and Economics
MATH 348

Fall 2012
201301 Math 348 Assignment 2
Due: Wednesday, February 6, at the start of class.
Notes: All questions are of equal value. Justify your answers.
1. For each of the following functions, determine approximately how many iterations the Bisection Algorithm requ
Numerical Methods with Applications to Finance and Economics
MATH 348

Fall 2012
201301 Math 348 Assignment 4
Due: Monday, March 11, at the start of class.
Notes: All questions are of equal value. Justify your answers.
1. Let p(x) = a0 + a1 x + a2 x2 + + an xn , where an = 0.
(a) Use Horners method and exact arithmetic to evaluate p(x
Numerical Methods with Applications to Finance and Economics
MATH 348

Fall 2012
201301 Math 348 Assignment 5
Due: Monday, March 25, at the start of class.
Notes: Question 1 is worth 4 marks; questions 2, 3, and 4 are worth 10 marks each.
Justify your answers.
1. The following functional points (n, f (n) are given:
(1, 1), (2, 1), (3,
Numerical Methods with Applications to Finance and Economics
MATH 348

Fall 2012
201301 Math 348 Assignment 6
Due: Wednesday, April 3, at the start of class.
Notes: The questions are worth 10 marks each, except for the bonus problem. Justify
your answers.
1. Derive a composite version of Simpsons Rule, including a bound on the error
i