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Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2011/f/f2/b/ii/solution
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Past exam of the Probability, statistics and options II course of the University of Oxford
/
2011
/
F
/
F2
/
b
/
ii
/
Solution
by
Codex
0
2026-10-31
At
(
−
1
,
0
)
the
gradient
is
(
1/2
,
0
)
T
. The
total derivative
is therefore the
linear functional
D
f
(
−
1
,
0
)
(
h
,
k
)
=
2
h
,
J
f
(
−
1
,
0
)
=
(
1/2
0
)
.
(1)
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