• Study Resource
  • Explore Categories
    • 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
Complete Binary Trees
Complete Binary Trees

... will eventually reach the root.  Every node except the root has one parent. The root has no parent.  Complete binary trees require the nodes to fill in each level from left-to-right before starting the next level. ...
Data Structures and Algorithms(6)
Data Structures and Algorithms(6)

... info C E J K L F G D X I ltag 0 0 1 1 1 1 1 0 1 1 ...
Functional structural plant models
Functional structural plant models

... The functional structural plant models (FSPMs) can be defined as models that combine descriptions of metabolic (physiological) processes with a presentation of the 3D structure of a plant. They contain usually the following components 1) Presentation of the plant structure in terms of basic units, 2 ...
Idiosyncratic risk and long-run stock performance following
Idiosyncratic risk and long-run stock performance following

... idiosyncratic stock volatility due to learning, it should be necessary and interesting to investigate whether and how financial analysts improve their accuracy of earnings forecasts via learning about the firm-specific information over time. ...
3.5-Applications-of-Exponential-Functions
3.5-Applications-of-Exponential-Functions

... Compound Interest - is interest paid on the initial investment, called the principal, and on previously earned interest. ...
binary tree
binary tree

...  List Representation  we can write of Figure 5.2 as a list in which each of the subtrees is also a list ...
Financial statements
Financial statements

Armajaro presentation template - Globalserve International Network
Armajaro presentation template - Globalserve International Network

time seriesforecasting model for iranian gold price
time seriesforecasting model for iranian gold price

Group LTD Pricing Issues
Group LTD Pricing Issues

... Return on Equity (ROE) Pros and Cons of a simple formula: • Easy to understand and explain • More likely to be used by underwriters • Convenient to periodically review • Approximates equity to the satisfaction of most normal actuaries • Percentages may vary by company • Can be further refined as % ...
Background
Background

... • compare(x, y): Decides whether x is smaller than y in the current linear order. • This problem would be easy if the elements came with a key and the order was the order of the keys. Then we needed just a key comparison to check the order relation. Our problem is that we have to assign these keys b ...
Augmented Returns for Riding the Yield Curve
Augmented Returns for Riding the Yield Curve

... The RYC strategy is to buy a 180 day U.S. Treasury bill, hold it for 90 days, and then sell it as a 90 day T-bill. This strategy is executed each month for 11 years. Observe Table 1 for the results reported by year (for monthly intervals) with the average 90 and 180 day T-bill discount rate, average ...
Lecture 11: The Greeks and Risk Management This lecture studies
Lecture 11: The Greeks and Risk Management This lecture studies

file_organize
file_organize

... All leaf nodes are at the same level. Leaf nodes have the same structure as internal nodes except that all of their tree pointers Pi are null. ...
Note Maturity Date - MGMT-026
Note Maturity Date - MGMT-026

... the main difference that the criteria for identifying a lease as a capital or finance lease is more general under IFRS. For pensions, the methods of accounting and reporting are similar for both U.S. GAAP and IFRS. ...
Tree - National Cheng Kung University
Tree - National Cheng Kung University

... - using C would be the best Bonus - output n clusters given n - single/average link ...
MODEL MCQs – CAIIB, PAPER-2, MOD
MODEL MCQs – CAIIB, PAPER-2, MOD

x - Yimg
x - Yimg

... Query ing a binary search tree • A common operation performed on a binary search tree is searching for a key stored in the tree. • Besides the SEARCH operation, binary search trees can support such queries as MINIMUM, MAXIMUM, SUCCESSOR, and PREDECESSOR. • In this section, we shall examine these op ...
Splay Trees
Splay Trees

... • Most accesses occur near the root minimizing the number of rotations. ...
Scapegoat tree
Scapegoat tree

... find(x)/add(x)/remove(x) in O(log n) expected time per operation. − Scapegoat trees: find(x) in O(log n) worst-case time per operation, add(x)/remove(x) in O(log n) amortized time per operation. − Red-black trees: find(x)/add(x)/remove(x) in O(log n) worst-case time per operation − All structures, e ...
The Equilibrium Dynamics for an Endogeneous Bid
The Equilibrium Dynamics for an Endogeneous Bid

... In this paper we start by following the model proposed by Platen and Rebolledo (1996) to reach equilibrium price processes in security markets. In their model the demand has the following structure: D(t; Lt ; ½d ) = at ¡ lLt + p½dt : This demand has three components at every period in time: it is li ...
Lecture 11 Student Notes
Lecture 11 Student Notes

Irmgard Marboe
Irmgard Marboe

... E.g. “The aggrieved party is entitled to damages for loss caused by the other party's non-performance of its contractual obligations. It is entitled, subject to the provisions of Principle VII.2, to receive such a sum of money by way of damages as will, so far as possible, put him in the same positi ...
risk and returns
risk and returns

... risk-averse and thus require a change in the risk premium by 4%, what will be the effect on their required rate of return? – The current beta is 0.95. This is assumed to be a levered beta since this has been registered even if there is outstanding debt of P1.7B. Compute for unlevered beta. ...
Podcast Ch16b
Podcast Ch16b

... node. Let TN be the subtree with root N and TL and TR be the roots of the left and right subtrees of N. Then height(N) = height(TN) = ...
< 1 ... 122 123 124 125 126 127 128 129 130 ... 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