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Past exam of the short options course of the University of Oxford
/
2017
/
6
/
b
/
iii
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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
2017
6
b
2026-10-31
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Solution
iii
Solution
0
0
0
iii
The
sine
functions
obey
∫
0
π
sin
(
n
x
)
sin
(
m
x
)
d
x
=
(
π
/2
)
δ
nm
. The
Parseval identity
for the
Fourier sine series
gives
1
=
∫
0
π
y
(
x
)
2
d
x
=
2
π
∑
n
≥
1
a
n
2
.
(1)
Consequently
n
≥
1
∑
a
n
2
=
π
2
.
(2)
Ancestors
(12)
b
6
2017
Past exam of the short options course of the University of Oxford
Short options course of the University of Oxford
Year 2 of the mathematics course of the University of Oxford
Mathematics course of the University of Oxford
Undergraduate course of the University of Oxford
Course of the University of Oxford
University of Oxford
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