Gauss

error using h = 5 × 10−3 is E0 = 1.19 × 10−4 when using either the Trapezoidal rule or Simpson’s rule. For both rules, ˆ estimate the error if an interval width of h = 1 × 10−3 is used. iii) The Matlab command [z, w] = gauleg(N); calculates the N Gauss-Legendre nodes z and weights w for the interval [−1, 1]. Show how z and w can be used to numerically calculate τ f (t)dt. 0 Please see over . . . June 2011 3. MATH2089 Page 5 Answer in a separate book marked Question 3 Fick’s

MCA Semester – I S.No. Course Code Course Name 1 2 3 4 5 COMP 712 Programming & Problem Solving with C COMP 714 COMP 715 MAS 621 BAM 752 Introduction to Softwares Computer Organization and Architecture Discrete Mathematics Business Communication Total Credits Semester – II S.No. Course Code Course Name 6 COMP 723  Operating System  7 8 9 10 COMP 724 COMP 725 COMP 726 MAS 661 Data Structures using C++ Information System Analysis and Design Web Technologies 11 BAM 753 Essentials of

price data acquired from the New York Stock Exchange and the results of audit regarding company 's internal control over financial reporting required by the Sarbanes Oxley Act. Statistical results of the data analysis have been received by using the Gauss curve, as preferred distribution function, and the

Revised Syllabus to be implemented from the Academic Year 2010 (for the new batch only) First Year First Semester A. THEORY Field Sl. No. 1 2 3 4 5 B. 6 7 8 HU101 PH101/ CH101 M101 ES101 ENGLISH LANGUAGE & TECHNICAL COMMUNICATION Theory Contact Hours/Week L 2 3 3 3 3 0 0 1 T 0 1 1 1 1 0 0 0 P 0 0 0 0 0 3 3 3 Total 2 4 4 4 4 18 3 3 4 10 0 0 0 0 2 2 2 2 4 32 Credit Points C. 9 10 Chemistry -1 (Gr-B) / Physics – 1 (Gr-A) Mathematics-1 Basic Electrical & Electronic Engineering – 1 (GrA+GrB) ME101

The Stock Market and Corporate Investment: A Test of Catering Theory Christopher Polk London School of Economics Paola Sapienza Northwestern University, CEPR, and NBER We test a catering theory describing how stock market mispricing might influence individual firms’ investment decisions. We use discretionary accruals as our proxy for mispricing. We find a positive relation between abnormal investment and discretionary accruals; that abnormal investment is more sensitive to discretionary accruals

All the Mathematics You Missed Beginning graduate students in mathematics and other quantitative subjects are expected to have a daunting breadth of mathematical knowledge, but few have such a background. This book will help students see the broad outline of mathematics and to fill in the gaps in their knowledge. The author explains the basic points and a few key results of the most important undergraduate topics in mathematics, emphasizing the intuitions behind the subject. The topics include linear

INVITED PAPER Cognitive Radio and Networking Research at Virginia Tech A large research team with a wide range of expertiseVfrom ICs and reconfigurable computing to wireless networkingVworks to achieve the promise of cognitive radio. By Allen B. MacKenzie, Senior Member IEEE , Jeffrey H. Reed, Fellow IEEE , Peter Athanas, Senior Member IEEE , Charles W. Bostian, Fellow IEEE , R. Michael Buehrer, Senior Member IEEE , Luiz A. DaSilva, Senior Member IEEE , Steven W. Ellingson, Senior Member IEEE

Preface This is a book about Monte Carlo methods from the perspective of financial engineering. Monte Carlo simulation has become an essential tool in the pricing of derivative securities and in risk management; these applications have, in turn, stimulated research into new Monte Carlo techniques and renewed interest in some old techniques. This is also a book about financial engineering from the perspective of Monte Carlo methods. One of the best ways to develop an understanding of a model of,