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FX Ringside
FX Ringside

q. please state your name, profession, and occupation.
q. please state your name, profession, and occupation.

Representation Tree Structures by Dynamic Lists
Representation Tree Structures by Dynamic Lists

Market Volatility: a Friend of Active Management?
Market Volatility: a Friend of Active Management?

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... When competitive prices are not available, prices may be one sided. For example, at retail stores you can buy at the posted price, but you cannot sell the good to the store at that same price. One-sided prices determine the maximum value of the good (since it can always be purchased at that price), ...
First-Solutions - Philadelphia University Jordan
First-Solutions - Philadelphia University Jordan

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... interval for the annual rate of return based on this information? ...
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This PDF is a selection from a published volume from... National Bureau of Economic Research

... events of the last five years have underscored the importance of positions data to guide economic analysis. As do most available data sets on credit market positions, the Flow of Funds Accounts report accounting measures such as book value or fair value. In contrast, most economic analysis views ass ...
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English - World Bank Treasury

Selection sort
Selection sort

... some data structures to perform the main step of selection sort more quickly. The operations performed in Heapsort are :  Start with a list L and turn it into a copy of whatever data structure we're using,  Find the smallest object in the data structure, and  Remove the smallest element ...
Chapter 20
Chapter 20

North Carolina Farm Land Prices Blake Brown, PhD Hugh C. Kiger
North Carolina Farm Land Prices Blake Brown, PhD Hugh C. Kiger

... peanuts and fresh produce, but for the most part these crops occupy relatively small acreages. If a tract of land is particularly well suited for one of the specialty crops (e.g. “good” tobacco land) then the outlook for a particular specialty crop may become an important driver. Otherwise, the outl ...
Laboratory 6: Binary trees I. THEORETICAL ASPECTS
Laboratory 6: Binary trees I. THEORETICAL ASPECTS

... - Parent – The converse notion of child; - Siblings – Nodes with the same parent; - Descendant – a node reachable by repeated proceeding from parent to child; - Ancestor – a node reachable by repeated proceeding from child to parent; - Leaf – a node with no children. 2. Binary tree A binary tree is ...
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Pricing Short-Term Market Risk: Evidence from

Indexing Structures for Files and Physical Database Design
Indexing Structures for Files and Physical Database Design

... The structure of the leaf nodes of a B+ tree of order p is: • 1. Each leaf node is of the form  <,,….,< ….,,Pnext>  where q<=p, each Pri is a data pointer and Pnext points to the next leaf node  of the B+ tree. • 2. Within each leaf node, K1<= K2<=Kq‐1 for q<=p • 3. Each  ...
ppt
ppt

... Each non-leaf node receives a value from its parent for sum up to current element. It sends the right child the sum of the parent plus left child value computed on ...
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4-_chap013_ppt_edited

... The question is that what is the probability of an contingent item to move to asset or liability side of the balance sheet? Link? Valuation of OBS items:  OBS items are contingent and move onto the balance sheet with a probability less than 1, therefore, their valuation is difficult and often highl ...
Advanced Data Structures Spring Semester 2017 Exercise Set 7
Advanced Data Structures Spring Semester 2017 Exercise Set 7

... range reporting. The rough idea is as follows: 1. In addition to the vertical rays, extend a horizontal line from each point until the endpoints hit another ray as shown in the left of Fig. 1. (It could be a line segment, a ray or a line.) 2. For a query point p, find out all the regions which are l ...
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Finding Opportunities — Tackling today`s uncertain

... — including those that employ tactical asset allocation — have the latitude to choose from a wide spectrum of investment options. These strategies can react dynamically to changing markets by taking advantage of relative value opportunities where they find them. This can mean not being limited by co ...
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Data Structure and Algorithms

... What is the data structure used to perform recursion? Stack. Because of its LIFO (Last In First Out) property it remembers its ‘caller’; so the function knows where to return when the function has to return. Recursion makes use of system stack for storing the return addresses of the function calls. ...
PowerPoint - BYU Computer Science Students Homepage Index
PowerPoint - BYU Computer Science Students Homepage Index

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Final Exam Preparation

A Copula-Based Model of the Term Structure of CDO Tranches
A Copula-Based Model of the Term Structure of CDO Tranches

... periods, k = 1,2,…P. • Coupons are digital options indexed to a set of i = 1, 2, …, n assets. • In each period k the price of assets is monitored at a set of dates j = 1, 2, …,mk • Coupons are paid iff all the assets are above a barrier at all the reset periods. • The value of each coupons is expose ...
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Interfaces Meeting Software Specifications

... The above ADT specifies the Set ADT. There is no implementation of the class in an interface. Think of this like a specification -- it is up to another programmer to implement this interface. ...
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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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