Table 1.1

Sample Derivative Rules (c and n are Arbitrary Constrants)

1. ddx[xn]=nxn1(power rule)image

2. ddx[f(x)+g(x)]=ddx[f(x)]+ddx[g(x)](sum rule)image

3. dydx=dydududx(chain rule)image

4. ddx[f(x)g(x)]=f(x)ddx[g(x)]+g(x)ddx[f(x)](product rule)image

5. ddx[f(x)g(x)]=g(x)ddx[f(x)]f(x)ddx[g(x)][g(x)]2(quotient rule)

6. ddx[cf(x)=cddx[f(x)](constant multiple ...

Get Risk Neutral Pricing and Financial Mathematics: A Primer now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.