→ euler3002:謝謝^^ 59.112.31.88 05/18 18:07
※ 引述《euler3002 (無)》之銘言：
: 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?
: 請各位高手幫忙邐
令 A(t), B(t) 分別是貨幣基金與股票基金在時間 t 的
投資餘額. A(0) = 15000, B(0)=0
由時間 t 至 t+dt 間兩基金餘額的變化大約是
dA(t) = 0.03*A(t) dt - 0.10*A(t) dt
dB(t) = 0.08*B(t) dt + 0.10*A(t) dt
問 A(4), B(4) 分別是多少?
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