Find the Convolution Y(t) of X(t) and H(t); That Is $$x ( t ) = t u ( t ) , \quad h ( t ) = t u ( t )$$

question 12

Essay

Find the convolution y(t) of x(t) and h(t); that is, find y(t) = h(t)*x(t). $$x ( t ) = t u ( t ) , \quad h ( t ) = t u ( t )$$

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Definitions:

Hedge Ratio

The ratio used to manage risk in financial portfolios, determining the size of a position required to offset potential losses.

Dollar Exposure

The extent to which a company or investment is affected by changes in the US dollar value, particularly in foreign exchange risk.

Call Delta

A measure of the sensitivity of an option's price to a change in the price of the underlying asset.

Volatility Risk

The risk in the value of options portfolios due to unpredictable changes in the volatility of the underlying asset.