Second, it presents a complete if concise development of the mathematical approach to the valuation and hedging of a large class of derivative securities.
A contour plot of the equations and would look like this (made with Mathematica). Im using Dt for the derivative, but it seems to give another implicit function, whereas Im looking a numeric value. The rst is to show how Mathematica (version 3 in particular), can be used as a derivatives modelling tool. Lets try first to visualize the given problem in order to solve it. Since in your method, you set Dty,x to zero as you assumed that y is not function of x.There is no corresponding action done when one just solves for z and then take derivative of the result w.r.t x.That is why the expression I got was much more complicated. In other words, if I were to create the Contourplot of this equation, with p as the y-axis, and T as the x-axis, what would be its slope a certain point.
It converts the dependent variable to the form f and calculates the derivative f' if it exists, and then converts the symbols back to the input format and outputs the solution. Wolfram Language function: Compute the derivative y as a function of x from an implicit equation in those variables. I have the following implicit equation, and Id like to compute the derivative of p with respect to T at a specific point. The Wolfram Language function DSolve finds symbolic solutions (that can be expressed implicitly or even explicitly) to certain classes of differential. The following module performs implicit differentiation of an equation of two variables in a conventional format, i.e., with independent variable of the form x (or some other symbol), and dependent variable of the form y (or some other symbol).
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