Confirm the functional derivative.

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A First Course in Quantitative Finance

ISBN: 978-1108419574

1st edition

Authors: Thomas Mazzoni

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Question Posted: Feb 19, 2020 09:00 AM

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Use (15.78) and (15.79) to confirm the partial derivative (15.78) (15.79) a(T) = 1(T)a(T,) + (1 A(T))a(Tn+1), Tn+1 - T Tu+1 - Tn () %3 (T)
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Confirm the functional derivative.

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A derivative is a contract between two or more ...View the full answer

A First Course in Quantitative Finance

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