Question
(a) Let y be a function of t. Use Laplace transforms to solve the initial value problem * - 6 + 9y = tet,
(a) Let y be a function of t. Use Laplace transforms to solve the initial value problem * - 6 + 9y = tet, v(0) = 0, = 6 at t = 0. (15 marks) %3D %3D (b) Find the inverse Laplace transform of F(s) 3D (5 marks) s2 + 6s + 11 (c) Find the general solution of the equation -2y 4- x. (20 marks) (a) Use the substitution y = zx, where z is a function of r, to solve the differential equation x =y(x +y), r> 0. (15 marks)
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
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978-0125153928, 9780080478647, 125153929, 978-0123846822
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