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  2. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    For example, the second-order equation y′′ = −y can be rewritten as two first-order equations: y′ = z and z′ = −y. In this section, we describe numerical methods for IVPs, and remark that boundary value problems (BVPs) require a different set of tools. In a BVP, one defines values, or components of the solution y at more than one ...

  3. Related rates - Wikipedia

    en.wikipedia.org/wiki/Related_rates

    The most common way to approach related rates problems is the following: [2] Identify the known variables, including rates of change and the rate of change that is to be found. (Drawing a picture or representation of the problem can help to keep everything in order)

  4. Rubinstein bargaining model - Wikipedia

    en.wikipedia.org/wiki/Rubinstein_bargaining_model

    The result quantifies the advantage of being the first to propose (and thus potentially avoiding the discount). The generalized result quantifies the advantage of being less pressed for time, i.e. of having a discount factor closer to 1 than that of the other party.

  5. Annual effective discount rate - Wikipedia

    en.wikipedia.org/wiki/Annual_effective_discount_rate

    The discount rate is commonly used for U.S. Treasury bills and similar financial instruments. For example, consider a government bond that sells for $95 ('balance' in the bond at the start of period) and pays $100 ('balance' in the bond at the end of period) in a year's time. The discount rate is

  6. Discounted cash flow - Wikipedia

    en.wikipedia.org/wiki/Discounted_cash_flow

    The discounted cash flow (DCF) analysis, in financial analysis, is a method used to value a security, project, company, or asset, that incorporates the time value of money.

  7. Discounted utility - Wikipedia

    en.wikipedia.org/wiki/Discounted_utility

    For example, experiments by Tversky and Kahneman showed that the same people who would choose 1 candy bar now over 2 candy bars tomorrow, would choose 2 candy bars 101 days from now over 1 candy bar 100 days from now. (This is inconsistent because if the same question were posed 100 days from now, the person would ostensibly again choose 1 ...

  8. Accumulation function - Wikipedia

    en.wikipedia.org/wiki/Accumulation_function

    In actuarial mathematics, the accumulation function a(t) is a function of time t expressing the ratio of the value at time t (future value) and the initial investment (present value). [1] [2] It is used in interest theory. Thus a(0) = 1 and the value at time t is given by: = ().

  9. Stochastic discount factor - Wikipedia

    en.wikipedia.org/wiki/Stochastic_discount_factor

    The concept of the stochastic discount factor (SDF) is used in financial economics and mathematical finance. The name derives from the price of an asset being computable by "discounting" the future cash flow x ~ i {\displaystyle {\tilde {x}}_{i}} by the stochastic factor m ~ {\displaystyle {\tilde {m}}} , and then taking the expectation. [ 1 ]

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