Suppose $g$ is a function so that $g(x)\to 0$ as $x \to \infty$. Show that $e^{g(x)} = 1+O(g(x))$.
Perhaps we can use Taylors Theorem to get a form of $e^{g(x)}=1+g(x)+\frac{g(x)^2}{2!}+\frac{g(x)^3}{3!}+\dots$. Now, this is not exactly $1+O(g(x))$ but since $g \to 0$ it looks like the higher order terms go to zero faster than $g(x)$, so we can probably write this as $1+O(g(x))$ but how do we formally show this to get the stated result?