作者yhliu (老怪物)
看板trans_math
标题Re: [考古] 政大企管94
时间Fri May 18 18:03:22 2007
※ 引述《euler3002 (无)》之铭言:
: An investor currently has $15000 invested in a money market fund earning
: 3% per year compounded continuously. Market conditions are improving and he
: decides to continuously transfer 10% of his account into a stock fund
: earning 8% per year. How much will be in each account 4 years from now?
: 请各位高手帮忙逦
令 A(t), B(t) 分别是货币基金与股票基金在时间 t 的
投资余额. A(0) = 15000, B(0)=0
由时间 t 至 t+dt 间两基金余额的变化大约是
dA(t) = 0.03*A(t) dt - 0.10*A(t) dt
dB(t) = 0.08*B(t) dt + 0.10*A(t) dt
问 A(4), B(4) 分别是多少?
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