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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 ...
xx - T. Rowe Price
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... for investors of certain age ranges. The longer the time frame for investing, the higher the allocation is to stocks (and the higher the volatility) versus bonds or cash. Limitations: While the models have been designed with reasonable assumptions and methods, each model is hypothetical only and has ...
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... next-to-lowest level, and so on.) During a search we need to visit one node on each level. So we can get a good idea how long it takes to carry out these operations by knowing how many levels there are. Assuming a full tree, let us see how many levels are necessary to hold a given number of nodes. T ...
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CS II: Data Structures Discussion worksheet: Week 9
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... 7. Reflection: What is the worst case running time of insertion and searching for an element in this tree? O(n), because this tree isn’t balance. 8. Write a method that would create a balance binary tree from a sorted array. Below is a public method, as well as a private method to use as a recursiv ...
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Telling from Discrete Data Whether the Underlying Continuous

Just how low can bond yields go?
Just how low can bond yields go?

... the time in 2013. Things changed again in the second half of 2014, however. This time the move was neither driven by panic nor a crisis, but it was triggered by the decision of the ECB to lower the deposit facility (the rate at which banks can put their surplus liquidity at the central bank) to minu ...
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OPTIONS HEDGING AS A MEAN OF PRICE RISK ELIMINATION

... risks, as well as significant financial gains. On the other hand, economies without sufficiently developed futures trading surely find themselves in a worse starting position in the international markets. Not only does a failure to use the existing potentials of futures trading put business entities ...
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IS-LM Tutorial

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Balanced Search Trees Made Simple

... The restructuring operations Skew and Split may be coded in several ways: they may be in-line coded into the insertion and deletion procedures, or they may be coded as separate procedures traversing a pseudo-node, making rotations whenever needed. The code given here is a third possibility where Ske ...
pdf
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... function which defines the volatility swap. The left-hand side is the value of the desired volatility or variance contract. The right-hand side is the value of a contract on a function of price, and is therefore model-independently given by the values of European options. Thus our formula for the v ...
Perspective article: “Why the use of options as hedging instruments
Perspective article: “Why the use of options as hedging instruments

... than under the current standard, AASB 139 Financial Instruments: Recognition and Measurement, so many entities may want to reconsider their hedging policies and assess whether AASB 9 should be adopted early. The use of options as hedging products under AASB 139 is not a viable option because, even i ...
Extending Skills Program 1
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... where n is a symbol for a name, and left and right are **ftree1's. Here are some more important operations on trees, and indeed, on any sort of data structure. One is called traversal. That means "visiting" every node in a certain order. Many programming tasks involve visiting every item in a data s ...
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Lesson 37 - Purdue Math

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binary search tree

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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.
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