Value-at-Risk Theory and Practice

The first advanced book on value-at-risk

Chapter 2, Page 70
Exercise 6

Express the following in a + bi form:

a. (5 + 3i )(2 – i ),

b. 5/(2 + i ),

c. ei.

Solution

a. By [2.59]

(5 + 3i )(2 – i ) = 10 + i –3i2 = 13 + i

[s1]

b. By [2.60]

[s2]

c. By [2.63]

[s3]

 
 

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