Question: $f(x) = e^{x}$ at $x = 0$:
$\forall\epsilon>0, \exists\delta>0 \text{ s.t. } |x - 0|<\delta \implies |f(x) - f(0)|<\epsilon$
$$\begin{align}|f(x) - f(0)| &= |e^{x} - 1| \\ &\le e^{x} + 1 \\ &< e^{\delta} + 1 \end{align}$$
Take $\epsilon = e^{\delta} + 1$ so $\delta = \ln{(\epsilon -1)}$ but this doesn't give a $\delta > 0$ if $\epsilon \le 2$, what have I done wrong?
P.s. I want to do this without using the fact that $\displaystyle e^{x} = \sum^{\infty}_{k=0} \frac{x^{k}}{k!}$ and I don't want to use limits either.
Instead of using $|e^x - 1| < e^x + 1$ (which is practically trivial), note that you want the inequality $|e^x - 1| < \epsilon$. Rephrasing this, $$ 1-\epsilon < e^x < 1+\epsilon.$$ Can you see how to take it from here?