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Math Problem Set for Financial Studies

This document is a problem set for the course MATH1540 University Mathematics For Financial Studies at The Chinese University of Hong Kong for the academic year 2024-2025. It includes various mathematical problems related to curves, functions, derivatives, and partial derivatives, requiring students to perform calculations, sketch graphs, and derive equations. The problems cover topics such as parametrization, level sets, directional derivatives, and second-order derivatives.

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4 views2 pages

Math Problem Set for Financial Studies

This document is a problem set for the course MATH1540 University Mathematics For Financial Studies at The Chinese University of Hong Kong for the academic year 2024-2025. It includes various mathematical problems related to curves, functions, derivatives, and partial derivatives, requiring students to perform calculations, sketch graphs, and derive equations. The problems cover topics such as parametrization, level sets, directional derivatives, and second-order derivatives.

Uploaded by

3C 01 蔡依涵
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

THE CHINESE UNIVERSITY OF HONG KONG

DEPARTMENT OF MATHEMATICS

MATH1540 University Mathematics For Financial Studies 2024-2025

Problem Set 7

1. Let γ : R → R2 be a curve defined by γ(t) = (cos 2t − 1, sin 2t + 2).

(a) Write down an equation of γ in x and y only. What is γ?


(b) Find γ ′ (t).

2. Let γ : R → R2 be a curve defined by γ(t) = (4 cos 2t, 9 sin 2t).

(a) Write down an equation of γ in x and y only. What is γ?


(b) Find γ ′ (t).

3. Let a, b ∈ Rn . Parametrize the straight line γ which passes through a and b.

4. Without using any software, sketch the graph of the following functions.

(a) f (x, y) = x2 + y 2
(b) f (x, y) = x2 − y 2
(c) f (x, y) = −x2 − y 2

For each of the above function, determine whether (0, 0) is a maximum or minimum point.

5. Let f (x, y) = sin(x2 + y 2 ).

(a) Plot the graph of the function f (x, y).


(b) Describe the level set L−1 (f ), L0 (f ) and L1 (f ).
2
−y 2
6. Let f (x, y) = e−x .

(a) Plot the graph of the function f (x, y).


(b) Describe the level set Lc (f ).

7. Suppose that y = f (x1 , x2 , . . . , xn ) is a function from Rn to R.


Let F : Rn+1 → R defined by F (x1 , x2 , . . . , xn , y) = y − f (x1 , x2 , . . . , xn ).
Show that the level set L0 (F ) is exactly the graph of y = f (x1 , x2 , . . . , xn ).

8. Let γ1 , γ2 : R → R3 be two differentiable curves in R3 . Show that


d
(a) (γ1 (t) · γ2 (t)) = γ1′ (t) · γ2 (t) + γ1 (t) · γ2′ (t), where · is the dot product.
dt
d
(b) (γ1 (t) × γ2 (t)) = γ1′ (t) × γ2 (t) + γ1 (t) × γ2′ (t), where × is the cross product.
dt
√ ∂f ∂f
9. Let f (x, y) = 2x + 3y − 1. Using the limit definition, find and at (−2, 3).
∂x ∂y
10. Let f (x, y, z) = xy + yz + zx. Using the limit definition, find the directional derivative of f at the point
u = (1, −1, 1) along the direction v = i + 2j + k.
∂f ∂f
11. Find and if
∂x ∂y
y
(a) f (x, y) = tan−1
x

1
(b) f (x, y) = exy ln y

12. Find all first partial derivatives if f (x, y, z) = sin−1 (x2 + y 2 z).

13. Let f (x, y) = x2 − 3xy + 4y + 1.


∂f ∂f
(a) Find f (1, 1), (1, 1) and (1, 1).
∂x ∂y
(b) Hence, find the equation of tangent plane of f (x, y) at the point (1, 1).
∂2f ∂2f ∂2f ∂2f
14. If f (x, y) = x cos y + yex , find all the second-order derivatives, i.e. , , and .
∂x2 ∂y 2 ∂x∂y ∂y∂x

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