Math Help/Discussion Thread

I suppose most of the college-aged folks are already past their finals by now, but what would THF be without a Math Help Thread?!

Hit it up, boyz.

 

 

ho much stochastic calculus do you know? This was my final. 

 

1a is easy to show. The proof is conveniently the answer to 1b. 1c is also pretty straight forward. I literally got nothing for #2. 

 

Inb4 stumped

I never took Stochastic Calculus, so apologies for that...

I did however find this: http://en.wikipedia.org/wiki/Geometric_Brownian_motion#Solving_the_SDE

That and the "Properties" section both show solutions to what the first part of question 2. You just need to do some algebra to get it into the form shown in the exam by taking exponentials of both sides. 

Yup. You are correct. Smacking myself for not seeing that. I'll run through that after this weekend and post it up here. 

 

Also I'll be back in this thread for some calc 2 help. Studying for actuarial exam and I am going to need to basically relearn integration. fack. 

Incoming. What the fuck is good with h'(x) here for example 5-15: First image is the question being asked plus the start of the given solution, second image is the solution continued and third is jensen's inequality for reference. 

 

 

 

What's your question here?

Are you just asking why h'(x) is what it is? That's a fairly common derivative... 

If h(x) = a ^x, h'(x) = a^x * ln(a) 

Edit: That was a terrible identity; I'll just go this the long way.

if you set y = a^x, by taking ln() of both sides, you get ln(y) = x * ln(a)

Differentiating, we have dy/dx * 1/y = ln(a). Multiple both sides by y, and replace y(or h(x) as it is in the problem) with a^x, and you're left with h'(x) = ln(a)*a^x

Oh and probably also worth nothing that 1/(a^x) = a^(-x)

 

GIve it dat bump!

bump cause math is fun. 

 

mm also in regards to that problem I posted a while ago above, I'll give y'all an answer on how to do that in a few months hold tight. 

Math hurts my brain so I make excel do it.