Solution

ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2011/f/f2/a/i/solution

The -th partial derivative is the vector limit
when it exists. The total derivative is a linear map such that
The Jacobian matrix is . When the total derivative exists, all partial derivatives exist and is its matrix in the standard bases; its -th column is . Existence of partial derivatives alone does not guarantee total differentiability.

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