Numerical Methods in Computational Finance. Daniel J. Duffy. Читать онлайн. Newlib. NEWLIB.NET

Автор: Daniel J. Duffy
Издательство: John Wiley & Sons Limited
Серия:
Жанр произведения: Ценные бумаги, инвестиции
Год издания: 0
isbn: 9781119719724
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target="_blank" rel="nofollow" href="#ulink_c3823173-9ed0-5019-aa03-f78e390aaf7c">(1.7)

      This limit may not exist at certain points, and it is possible to define right-hand and left-hand limits, that is, one-sided derivatives.

      Some results that we learn in high school are:

      (1.8)

      (1.9)

      A simple example of use is:

      More challenging examples of composite functions are:

      1.3.1 Taylor's Theorem

      Taylor's theorem allows us to expand a function as a series involving higher-order derivatives of a function. We take the Cauchy form (with exact remainder):

       

      (1.10)

      and:

):

      We summarise some useful properties of the exponential function: