Question
3. Compute the line integrals S P dx + Q dy where: (a) y is the straight line segment from 1 to i, P(z)
3. Compute the line integrals S P dx + Q dy where: (a) y is the straight line segment from 1 to i, P(z) = z and Q(z) = iz. (b) y is the straight line segment from 1 to i, P(z) = z and Q(z) = -iz. y (c) is the quarter-circle centered at 0 from 1 to i, P(z) = z and Q(z) = iz. (d) y is the quarter-circle centered at 0 from 1 to i, P(z) = z and Q(z) = iz. [You may re-use calculations between parts of the question without repeating them.]
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
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