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1 Financial Mathematics The Spectral Theorem

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Page 1: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Financial Mathematics The Spectral Theorem

Page 2: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 3: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 4: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 5: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 6: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 7: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 8: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 9: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 10: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 11: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 12: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 13: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 14: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 15: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 16: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 17: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 18: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 19: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 20: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 21: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 22: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 23: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 24: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 25: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 26: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 27: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 28: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 29: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 30: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 31: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 32: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 33: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 34: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 35: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 36: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 37: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 38: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 39: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 40: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 41: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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Page 42: Financial Mathematics - University of Minnesotaadams005/MATH1271/TopicsMATH1271/...QED — [det(R)] [det(Rt)] = det(RRt) = det(l) = 1 Definitions of determinant 1 called a reflection

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