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Solutions for Chapter 6.7: Financial Models

Full solutions for College Algebra | 9th Edition

ISBN: 9780321716811

Solutions for Chapter 6.7: Financial Models

Solutions for Chapter 6.7
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Textbook: College Algebra
Edition: 9
Author: Michael Sullivan
ISBN: 9780321716811

College Algebra was written by and is associated to the ISBN: 9780321716811. Chapter 6.7: Financial Models includes 75 full step-by-step solutions. This textbook survival guide was created for the textbook: College Algebra, edition: 9. This expansive textbook survival guide covers the following chapters and their solutions. Since 75 problems in chapter 6.7: Financial Models have been answered, more than 36856 students have viewed full step-by-step solutions from this chapter.

Key Math Terms and definitions covered in this textbook
  • Adjacency matrix of a graph.

    Square matrix with aij = 1 when there is an edge from node i to node j; otherwise aij = O. A = AT when edges go both ways (undirected). Adjacency matrix of a graph. Square matrix with aij = 1 when there is an edge from node i to node j; otherwise aij = O. A = AT when edges go both ways (undirected).

  • Cofactor Cij.

    Remove row i and column j; multiply the determinant by (-I)i + j •

  • Dot product = Inner product x T y = XI Y 1 + ... + Xn Yn.

    Complex dot product is x T Y . Perpendicular vectors have x T y = O. (AB)ij = (row i of A)T(column j of B).

  • Echelon matrix U.

    The first nonzero entry (the pivot) in each row comes in a later column than the pivot in the previous row. All zero rows come last.

  • Elimination matrix = Elementary matrix Eij.

    The identity matrix with an extra -eij in the i, j entry (i #- j). Then Eij A subtracts eij times row j of A from row i.

  • Exponential eAt = I + At + (At)2 12! + ...

    has derivative AeAt; eAt u(O) solves u' = Au.

  • Full column rank r = n.

    Independent columns, N(A) = {O}, no free variables.

  • lA-II = l/lAI and IATI = IAI.

    The big formula for det(A) has a sum of n! terms, the cofactor formula uses determinants of size n - 1, volume of box = I det( A) I.

  • Markov matrix M.

    All mij > 0 and each column sum is 1. Largest eigenvalue A = 1. If mij > 0, the columns of Mk approach the steady state eigenvector M s = s > O.

  • Multiplication Ax

    = Xl (column 1) + ... + xn(column n) = combination of columns.

  • Multiplier eij.

    The pivot row j is multiplied by eij and subtracted from row i to eliminate the i, j entry: eij = (entry to eliminate) / (jth pivot).

  • Normal matrix.

    If N NT = NT N, then N has orthonormal (complex) eigenvectors.

  • Orthogonal matrix Q.

    Square matrix with orthonormal columns, so QT = Q-l. Preserves length and angles, IIQxll = IIxll and (QX)T(Qy) = xTy. AlllAI = 1, with orthogonal eigenvectors. Examples: Rotation, reflection, permutation.

  • Pascal matrix

    Ps = pascal(n) = the symmetric matrix with binomial entries (i1~;2). Ps = PL Pu all contain Pascal's triangle with det = 1 (see Pascal in the index).

  • Row picture of Ax = b.

    Each equation gives a plane in Rn; the planes intersect at x.

  • Row space C (AT) = all combinations of rows of A.

    Column vectors by convention.

  • Schur complement S, D - C A -} B.

    Appears in block elimination on [~ g ].

  • Simplex method for linear programming.

    The minimum cost vector x * is found by moving from comer to lower cost comer along the edges of the feasible set (where the constraints Ax = b and x > 0 are satisfied). Minimum cost at a comer!

  • Special solutions to As = O.

    One free variable is Si = 1, other free variables = o.

  • Vector v in Rn.

    Sequence of n real numbers v = (VI, ... , Vn) = point in Rn.

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