• Study Resource
  • Explore
    • Arts & Humanities
    • Business
    • Engineering & Technology
    • Foreign Language
    • History
    • Math
    • Science
    • Social Science

    Top subcategories

    • Advanced Math
    • Algebra
    • Basic Math
    • Calculus
    • Geometry
    • Linear Algebra
    • Pre-Algebra
    • Pre-Calculus
    • Statistics And Probability
    • Trigonometry
    • other →

    Top subcategories

    • Astronomy
    • Astrophysics
    • Biology
    • Chemistry
    • Earth Science
    • Environmental Science
    • Health Science
    • Physics
    • other →

    Top subcategories

    • Anthropology
    • Law
    • Political Science
    • Psychology
    • Sociology
    • other →

    Top subcategories

    • Accounting
    • Economics
    • Finance
    • Management
    • other →

    Top subcategories

    • Aerospace Engineering
    • Bioengineering
    • Chemical Engineering
    • Civil Engineering
    • Computer Science
    • Electrical Engineering
    • Industrial Engineering
    • Mechanical Engineering
    • Web Design
    • other →

    Top subcategories

    • Architecture
    • Communications
    • English
    • Gender Studies
    • Music
    • Performing Arts
    • Philosophy
    • Religious Studies
    • Writing
    • other →

    Top subcategories

    • Ancient History
    • European History
    • US History
    • World History
    • other →

    Top subcategories

    • Croatian
    • Czech
    • Finnish
    • Greek
    • Hindi
    • Japanese
    • Korean
    • Persian
    • Swedish
    • Turkish
    • other →
 
Profile Documents Logout
Upload
Algorithms and Data Structures
Algorithms and Data Structures

... If ci[x] has only t-1 keys, but a sibling with at least t keys, give ci[x] an extra key by moving a key from x to ci[x], moving a key from ci[x]’s immediate left and right sibling up into x, and moving the appropriate child from the sibling into ci[x] - distribution ...
lecture22
lecture22

... Everything inside the cloud has the correct shortest path Proof is by induction on the # of nodes in the cloud: – initial cloud is just the source with shortest path 0 – inductive step: once we prove the shortest path to G is correct, we add it to the cloud ...
Lecture Notes
Lecture Notes

New Kids on the Block - Hillsdale Investment Management Inc.
New Kids on the Block - Hillsdale Investment Management Inc.

... remain difficult to make and are always uncertain—or we would all be rich. This explains why potential profits are often limited and are not risk-free. Today, price processes are forecasted by factor models and other techniques based upon econometrics. For example, so-called cointegration relationsh ...
Mankiw8e_Student_PPTs_Chapter 12 - E-SGH
Mankiw8e_Student_PPTs_Chapter 12 - E-SGH

Set 1 - NYU Stern
Set 1 - NYU Stern

Municipal Bond Funds Commentary
Municipal Bond Funds Commentary

lec_B_Tree
lec_B_Tree

... else DiskRead(ci[x]) return BTtreeSearch(ci[x],k) ...
Cooperative Games with Monte Carlo Tree Search
Cooperative Games with Monte Carlo Tree Search

Risk Management and Financial Institutions
Risk Management and Financial Institutions

callable bond
callable bond

... Earnings on Corporate Bonds In the previous example, the YIELD would be lower than 6% because the buyer had to pay more than face value to buy the bond Bond can also sell BELOW face value (investors are not willing to pay face value for a bond yielding 6% when interest rates are rising) ...
May 2015 - Polaris Greystone
May 2015 - Polaris Greystone

No Slide Title
No Slide Title

... Consider a node x in a rooted tree T with root r. Any node y on the unique path from r to x is called an ancestor of x. If y is an ancestor of x, then x is a descendant of y. (Every node is both an ancestor and a descendant of itself.) If y is an ancestor of x and x  y, then y is a proper ancestor ...
Binary Search Trees
Binary Search Trees

... Tree-Delete (T, z) if z has no children  case 0 then remove z if z has one child  case 1 z then make p[z] point to child if z has two children (subtrees)  case 2 then swap z with its successor perform case 0 or case 1 to delete it  TOTAL: O(h) time to delete a node btrees - 17 ...
Binary Search Trees
Binary Search Trees

... Tree-Delete (T, z) if z has no children  case 0 then remove z if z has one child  case 1 z then make p[z] point to child if z has two children (subtrees)  case 2 then swap z with its successor perform case 0 or case 1 to delete it  TOTAL: O(h) time to delete a node btrees - 17 ...
GASB Statement No. 72 – Fair Value Measurement and Application
GASB Statement No. 72 – Fair Value Measurement and Application

CSE 326 -- Don`t Sweat It
CSE 326 -- Don`t Sweat It

... The tree structure can be loaded into memory irrespective of data object size Data actually resides in disk ...
File - Ms. Peterson
File - Ms. Peterson

Income Report Card: Bonds | June 2017
Income Report Card: Bonds | June 2017

... The U.S. dollar has been very weak as of late, which has benefitted EM sovereign bonds. As a result of the increase in price, the yield isn't looking as attractive per unit of risk. We think investors would do better with EM corporate bonds. ...
Protein Family Classification using Sparse Markov Transducers
Protein Family Classification using Sparse Markov Transducers

Fixed Interest Portfolio - Absa | Wealth And Investment Management
Fixed Interest Portfolio - Absa | Wealth And Investment Management

... Funds are available on short notice (subject to normal market settlement periods of approximately 3 days). Penalties may apply on NCDs that are redeemed early. Bonds sold before maturity will be at prevailing market values. ...
Volatility Derivatives
Volatility Derivatives

... While some well-known hedge funds lost money betting in 1998 that volatility would realize below variance swap rates, there was still much support until 2008 for the basic idea that selling realized variance has positive alpha. Institutions with long time horizons, such as insurers and pensions fund ...
Finance&ExcelCh10
Finance&ExcelCh10

... Fisher, Keynes and Minsky all wrote extensively about such behavior. • Often times Financial Market Bubbles are fueled by firms and individuals borrowing money to buy up assets, the increased demand for assets increases the price of the assets, the increased value of the assets allows people to borr ...
slides - the CLIP Lab
slides - the CLIP Lab

CSE 326: Data Structures Lecture #23 randomized data structures
CSE 326: Data Structures Lecture #23 randomized data structures

... • We’ve seen many data structures with good average case performance on random inputs, but ...
< 1 ... 105 106 107 108 109 110 111 112 113 ... 166 >

Lattice model (finance)



For other meanings, see lattice model (disambiguation)In finance, a lattice model [1] is a technique applied to the valuation of derivatives, where, because of path dependence in the payoff, 1) a discretized model is required and 2) Monte Carlo methods fail to account for optimal decisions to terminate the derivative by early exercise. For equity options, a typical example would be pricing an American option, where a decision as to option exercise is required at ""all"" times (any time) before and including maturity. A continuous model, on the other hand, such as Black Scholes, would only allow for the valuation of European options, where exercise is on the option's maturity date. For interest rate derivatives lattices are additionally useful in that they address many of the issues encountered with continuous models, such as pull to par.
  • studyres.com © 2025
  • DMCA
  • Privacy
  • Terms
  • Report