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Chapter 12 Trees - Margaret M. Fleck
Chapter 12 Trees - Margaret M. Fleck

... Base: h = 0. A tree of height zero contains only one node, so obviously the largest value in the tree lives in the root! Induction: Suppose that the claim is true for all full binary trees of height < h. Let T be a tree of height h (h > 0) which has the heap property. Since T is a full binary tree, ...
Structured convertibles
Structured convertibles

Index Structures for Files
Index Structures for Files

... • To find a value in a search tree search the root node, and if the value is not found, search in the appropriate subtree. If there is no subtree (we are at a leaf node) the value doesn’t exist in the tree • Insertion and deletion in a search tree will usually cause a search tree to be ...
Negative Probabilities in Financial Modeling
Negative Probabilities in Financial Modeling

... first author to explicitly support negative probabilities in financial modeling. He shows that negative probabilities can naturally occur, for example in the binomial CRR model, which is a discrete representation of the Black–Scholes–Merton model discussed below. Haug argues that rather than disrega ...
Wiener Processes and Ito`s Lemma
Wiener Processes and Ito`s Lemma

... For a stock price we can conjecture that its expected percentage change in a short period of time remains constant, not its expected absolute change in a short period of time  We can also conjecture that our uncertainty as to the size of future stock price movements is proportional to the level of ...
Introduction To Options - Michigan State University
Introduction To Options - Michigan State University

CpSc 311 - SRU Computer Science
CpSc 311 - SRU Computer Science

... iii. Sets - Finite, countably infinite, uncountably infinite sets iv. Trees c) Using structure in programs i. Functions ii. Relations iii. Sets iv. Trees 2) Formal Methodology a) Binary operators b) Symbolic logic c) DeMorgan’s laws 3) Proof techniques a) Proof by induction b) Using proofs to solve ...
Large-scale Distributed Dependent Nonparametric Trees
Large-scale Distributed Dependent Nonparametric Trees

... To address these challenges, we present a distributed largescale training system for the DNTs model. On the algorithm side, we develop an efficient memoized variational inference (VI) algorithm (Hughes & Sudderth, 2013; Neal & Hinton, 1998) for DNTs, which incrementally tracks compact summary statis ...
Portfolio Compass
Portfolio Compass

1.1.2 SIMPLE INTEREST In practice, when calculating interest
1.1.2 SIMPLE INTEREST In practice, when calculating interest

Trees
Trees

... if right child of v ≠ null then v := right child of v else add new vertex as a right child of v and set v := null if root of T = null then add a vertex v to the tree and label it with x else if v = null or label(v) ≠ x then label new vertex with x and let v be the new vertex return v {v = location o ...
Lower bound for the worst case
Lower bound for the worst case

Document
Document

... • In a max-heap, if the value at a node becomes less than the key of any of its children, the heap property can be restored by swapping the current node and the child with maximum key value, repeating this process if necessary until – the key at the node is greater than or equal to the keys of both ...
Nigel Brunel - New Zealand Institute of Forestry
Nigel Brunel - New Zealand Institute of Forestry

Fundamentals of Data Structures Trees Example test questions for
Fundamentals of Data Structures Trees Example test questions for

Searching: Binary Tress
Searching: Binary Tress

Searching: Binary Tress
Searching: Binary Tress

... – The data items are in ascending order (can they be in decreasing order? ) – Direct access of each data item for efficiency (why linked-list is not good!) ...
No Slide Title
No Slide Title

... • In a 2-d tree, node N splits a region into two by drawing one line through the point (N.XVAL,N.YVAL) • In a point quadtree, node N splits the region it represents by drawing both horizontal and vertical line through the point (N.XVAL,N.YVAL) • These 4 parts are called the NW, SW, NE, SE quadrants ...
High Level Group on Monitoring Simplification for
High Level Group on Monitoring Simplification for

... • Commission needs to ensure that barriers and uncertainties around their use, especially in terms of conflicts with other EU rules such as state aid, are clarified by legislative changes if needed. • More support is needed for programme authorities and to give them up-front assurance of their SCO s ...
CS 2133: Data Structures
CS 2133: Data Structures

Sample questions Paper
Sample questions Paper

... 13. List out few of the applications that make use of Multilinked Structures? Answer: The applications are listed below: Sparse matrix, Index generation. In tree construction which is the suitable efficient data structure? Answer: Linked list is the efficient data structure. 14. What is the type of ...
ECS203 Economic Indicators Notes
ECS203 Economic Indicators Notes

Average Performance of Bonds Based on Monthly Interest
Average Performance of Bonds Based on Monthly Interest

... example, in the rising-interest-rates period, the returns of intermediate-term government bonds in the top 20% of months were averaged and then annualized to get a negative 8.8%. This analysis is only hypothetical and is not intended to follow bonds over long performance periods. Instead, it is base ...
Q4 2015 ALM-Insights FINAL.indd - Financial Management Firms St
Q4 2015 ALM-Insights FINAL.indd - Financial Management Firms St

Data Structures
Data Structures

... 1. One node is distinguished as the root. 2. Every node c, except the root, is connected by an edge from exactly one other node p. p is c’s parent and c is one of p’s children. 3. A unique path traverses from the root to each node. ...
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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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