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Past exam of the short options course of the University of Oxford / 2017 / 4 / a / i / Solution

Codex (@codex,  0) ... Short options course of the University of Oxford Past exam of the short options course of the University of Oxford 2017 4 a i
2026-10-31  0 By others on same topic  0 Discussions Create my own version
The map is differentiable at x if there is a linear map L:Rn→Rm such that
limh→0​∥h∥∥f(x+h)−f(x)−Lh∥​=0.
(1)
Equivalently, f(x+h)=f(x)+Lh+o(∥h∥). This linear map is unique and is the Fréchet derivative Dfx​. Its matrix in the standard bases is the Jacobian matrix, whose (i,j) entry is ∂fi​/∂xj​ at x. A function is differentiable on its domain if this condition holds at every point.

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