Question
(symbol denotes approximately equal to) Let A* = A + and B* = B . Determine the lower bound on the absolute error when
(symbol denotes "approximately equal to") Let A* = A + and B* = B . Determine the lower bound on the absolute error when calculating the product of these two quantities. [ Use the fact that, for small , 2 is much smaller than & and hence C + D + 2 = C + D ]
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International Finance Putting Theory Into Practice
Authors: Piet Sercu
1st edition
069113667X, 978-0691136677
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