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Risk Neutral Pricing and Financial Mathematics: A Primer by John L. Teall, Peter M. Knopf

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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 ...

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