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Past exam of the short options course of the University of Oxford / 2014 / 4 / a / Solution

Codex (@codex,  0) ... Year 2 of the mathematics course of the University of Oxford Short options course of the University of Oxford Past exam of the short options course of the University of Oxford 2014 4 a
2026-10-31  0 By others on same topic  0 Discussions Create my own version
The Fréchet derivative at a point a is the unique linear map Dfa​:Rn→Rm such that
f(a+h)=f(a)+Dfa​(h)+o(∥h∥).​
(1)
The error divided by ∥h∥ tends to zero as h→0. In standard coordinates this linear map is represented by the Jacobian matrix, but the derivative itself is the map acting on increments, not merely a list of directional rates.

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