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nathan sullins
03/14/03 01:08am

Hello,
I am in a math course that is a precursor to the mathematics used in financial engineering. I have been asked to graph the following integral.

V[s_k_]:= the integral from 0 to infinity of the function p[s]*Max[0,s-k]ds where p[s] is a probability density function. I know that the function will not be defined at s=k, but the instructor of the course said it shouldnt be a problem. I am getting an error at s=k as well as a host of others, including the following:

Integrate::"ilim": "Invalid integration variable or limit(s) in {1.`, 0, infinity}."
NIntegrate::"itraw": "Raw object 1.` cannot be used as an iterator."
Integrate::"ilim": "Invalid integration variable or limit(s) in {1.`, 0,infinity}.
"Plot3D::"plnc": "V[s, k] is neither a machine-size real number \
at {s, k}={1.`, 0.`} nor a list of a real number and a valid color directive."
Plot3D::"gval", "Function value NIntegrate(5.810694875435669`*^-20,{1.`, 0.`,infinity at grid point xi =1, y i = 1 is not a real number.

Could someone please help me with these errors. I am at a loss of what to do.

Sincerely,
Nathan

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Author Date Posted
how to graph integrals nathan sullins 03/14/03 01:08am
Re: how to graph integrals Forum Modera... 03/15/03 1:17pm
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