1.

What is the limiting behaviour of

r nt
lim 1+ ;
n!1 n
where r represents the annual risk-free rate, n is the number of periods per year and t is the number
of years.
2. (a) Prove using the de…nition of the derivative that
d 1 1
= :
dx x x2

(b) Consider the function

f (x)
y= :
g (x)
Using the product rule and chain rule, derive the quotient rule given by
dy f 0 (x) g (x) f (x) g 0 (x)
= :
dx g 2 (x)
Hence use the quotient rule to di¤erentiate the function
2x
y= :
sin x
(c) Find the equation of the tangent to the curve x = 2y 3 + ln y at the point (2; 1) ; giving your
solution in the form px + qy + r = 0:
(d) Show that the Taylor series expansion of f (x) = sinh x; can be written in the form
1
X
an x2n
n=0

where an should be given. Hence use this result to obtain the series expansion for g (x) = cosh x

3. (a) Obtain a general solution of the following di¤erential equation

dy y
=e (2x 4) :
dx
(b) Find the particular solution of the following initial value problem
dy x
y=e ; y (0) = 1
dx
and show that this can be written as
2y = 3ex e x
:

(c) Solve the di¤erential equation

xy 00 y 0 = 3x2
giving the general solution in the form y = g (x) :
p
4. This question is on applications of complex numbers, where i = 1

(a) Solve the di¤erential equation

y 00 5y 0 + 6y = e 3x

(b) Writing sin x as the imaginary part of (5) ; calculate

Z
ex sin xdx
 Question 5
The expression sinh (ix) is equal to
A. i sin (ix) B. sin (x) C. sin (x=i) D. sin (ix) E. i sin (ix) F. none of these
Question 6
1
If f (x) = log 2 cosh x3 ; then f 0 (x) is equal to
A. 2 tanh x3 B. 2= tanh 3x2 C. 6x2 tanh x3 D. 6x2 tanh x3 E. 3x2 tanh x3
F. none of these
Question 7
For z = exp (2 i =4) ; z 5 equals
1 i 1 i
A. exp 10 i4 B. exp 5 + i 54 C. e10 +i 54 D. e10 p p E. e10 p +p
2 2 2 2
F. none of these
Question 8
For z = exp (2 i3 =4) ; z 5 equals
1 i 1 i
A. exp 10 i4 B. exp 5 + i 54 C. e10 +i 54 D. e10 p p E. e10 p +p
2 2 2 2
F. none of these
Question 9 Z
1 p
The integral e x dx is
0
A. 0 B. 1 C. 2 D. e E. does not exist F. none of these
Hint: Consider a substitution y 2 = x and use integration by parts.
Question 10
1
For jxj < ; the …rst two terms of the Taylor expansions for f (x) = ln 1 4x2 about x = 0 are
2
A. 4x2 8x4 B. 2x + 83 x3 C. 4x2 16x4 D. 4x2 + 96x4 E. 2x2 48x4
F. none of these
Question Z 411
3x 5
Let I = 2 dx: Then I equals
3 (x 2)
A. ln 8 + 12 B. ln 8 12 C. ln 8 + 2 D. ln 8 2 E. ln 8 + 32
F. none of these
Question 12
df
Consider the function f (x; y) = xexy ; where x = t2 and y = t 1
: What is the value of at t = 1?
dt
A. 0 B. e C. 2e2 D. 3e E. 2 F. none of these

13. Solve the equation x2 + 4x + 20 = 0; giving your answers in the form c + di where c; d 2 Z:
14. Simplify the complex numbers by writing in the form x + iy

1
i.
i 2
1 5i
ii.
3 + 4i
2 + 3i
15. If the complex number z = ; then calculate z=z:
1 i

16. What does the argument arg z of the complex number z = 4 exp ( i =6) equal?
17. Simplify cos (ix)

18. Given z = exp (2 i =4) ; express z 5 in the form x + iy

19. What does the ratio p
ei x 1
p
ei x + 1
simplify to?
20. Recall the argument of z is given as the principal value, i.e. arg z 2 [ ; ] : What is arg z for
z = 2ie i ?