Dr Joanna Klimkowska, dr Marek Kwas
Instytut Ekonometrii
Matematyka instrumentw pochodnych (236770)
Sylabus (2012/13)
A. Przewodnik po wykadach
1. Instrumenty pochodne - koncepcje, terminologia. Modelowanie wyceny instrumentw
pochodnych. Zaoenia wyceny ar
Mathematics (110491; Management)
dr Joanna Klimkowska
VECTOR SPACES
The vector space can be viewed as either a space of row vectors or a space of column vectors.
In R2 each vector, be it (1 , 2 ) or (1 , 2 ) or simply (, ), has associated with it a unique
Mathematics (110491; Management)
dr Joanna Klimkowska
FUNCTIONS Fundamentals
Definition: A function f is a rule that assigns to each element x in a set D exactly one element, denoted
by f(x), in a set E.
Terminology:
D the domain of the function;
x the sy
Mathematics (110491; Management)
dr Joanna Klimkowska
APPLICATIONS OF DIFFERENTIATION
Extrema of univariate functions
Definition: Let f be defined on an interval I containing c. Then
f(c) is the absolute maximum value of f(x) on I if f(c) f(x) for all x i
Mathematics (110491; Management)
dr Joanna Klimkowska
LINEAR APPROXIMATIONS AND DIFFERENTIALS
Example 1 An analyst for a manufacturer of small power tools estimates that the marginal profit
(in hundreds of euros) from the sale of x hundred electric drills
Mathematics (110491; Management)
dr Joanna Klimkowska
INTRODUCTION TO CALCULUS OF SEVERAL VARIABLES
FUNCTIONS OF SEVERAL VARIABLES Fundamentals
Definition (of a function of two variables): Let D be a set of ordered pairs (x, y) of real numbers. A
function