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the market, you might consider putting your offer in higher and allowing the bid to come to you At times you may end up making the offer that gives you that little extra boost of premium In doing this, be careful to avoid options that have little or no open interest unless you are really signi cantly above the theoretical value for the option in your offer If there is little or no open interest in an option, then there is also no way for you to exit your position should you need to You will then be at the mercy of the investor you sold your option to or a market maker who is there to take your money Ideally, we are looking for strike prices that have fairly strong volume and open interest, thus giving you buying demand and ensuring your ability to trade out of the market as needed It is not uncommon for an option strike price with decent open interest to have periods when there are few offers or none at all, especially for derivative options With these options you can set the price at which the option will trade unless someone else is willing to sell it cheaper The only limitation to this strategy is your capital capabilities Do not oversell your ability to provide margin for these positions Some options have a daily limit in which the broker or computer system will not accept an order outside of the daily range unless it is a good till canceled order Letting the market come to you is a discipline that short options traders need to master There usually is not a shortage of options buyers in most markets because purchased option strategies are better understood even with larger fund and portfolio managers As an educated options seller, you have the ability to capitalize on the risk pro le of other traders Again, having the capital to maintain the margin on these trades is a requirement If you cannot maintain the margin, especially if one or more of the trades go wrong at the same time, you lose all chance at pro t or recouping a loss.

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Consequently, have incorporated derivativeinto the balance we the A commott exampleof a derivativeboundarycondition is the situationwheretheend of the rod is insulated this case, derivative setto zeroThis conclusion In the is follows directly from Fourier's law (Eq 225), because insulatinga boundarymeansthat the heat flux (and consequently gradient)must be zeroThe tbllowing exampleillustrates the how the solutionis affected suchboundary by conditions EXAMPLE 26 2 I n c o r p o r o t i n g e r i v o t i v e o u n d o r yC o n d i t i o n s D B Problem Stotemeni Generatethe finite-difference solution fbr a 10-m rod with tTn:200K, Lx:2rl,h':005m a n d t h e b o u n d a r yc o n d i t i o n s 4 j : 0 a n d : Tt : 400 K' Note that the first condition meansthat the slope of the solutionshouldapproach zero at the rod's left enclAside from this case, also generatethe solutionfor dTldx: -20 at-v:0 Solufion Equation (221g) be usedto represent can node0 as 2 2 T 0 - 2 7 1: 4 9 We can write Eq (2216)for the interior nodesFor examplefbr node l -To*22Tt-Tz:40 A similar approachcan be usedfor the remaininginterior nodesThe final system equaof tions can be assembled matrix form as in

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Theseequations can be solvedfor To :2430218 Tr : 2413306 Tz:2610991 Tt :2810882 T+:3304946

As displayedin Fig 2210, the solutionis flat at ,r : 0 due to rhe zeroderivative condition and then curvesupward fo the fixed conditionof I : '100at x : 10

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