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CS790 – Introduction to Bioinformatics
CS790 – Introduction to Bioinformatics

...  Binary search tree performance suffers when the tree is unbalanced  The AVL tree is a BST with the following additional property: For every node, the heights of its left and right subtrees differ by at most 1. • The depth of an n node tree will be, at most, O(log n), so search and insert are O(lo ...
I Semester I, 2007-08 Submitted By :Y6279 and Y6154
I Semester I, 2007-08 Submitted By :Y6279 and Y6154

... 4. It should be noted that the maximum height of the tree in case of red black tree is 2(log(n+1)) , whereas in binary search tree the height is larger than the height of the rb tree(it can even be n in the worst case) . SWo bst should take more time to search than rb tree. Although it can be proved ...
Modeling Bill-Of-Material with Tree Data Structure: Case Study in
Modeling Bill-Of-Material with Tree Data Structure: Case Study in

Syntactic realization with data
Syntactic realization with data

AIRLINE VALUATION USING DISCOUNTED CASH FLOW METHOD
AIRLINE VALUATION USING DISCOUNTED CASH FLOW METHOD

... new way for company management. According to its keynote capital augmentation and company’s value growth are priority aims of any organization. This article is devoted to discounted cash flow method, which is widely used for business valuation in Europe. The paper finds that DCF is a powerful tool t ...
Discussing Trees
Discussing Trees

... • We would find that we would want to insert 55 in the node containing 50,56,57, 58. – But, that would cause this node to contain 5 records. Since a node can contain only 4 records, you must split this node into two...the new left node gets the two smaller values and the new right node gets the two ...
CS163_Topic10
CS163_Topic10

... • We would find that we would want to insert 55 in the node containing 50,56,57, 58. – But, that would cause this node to contain 5 records. Since a node can contain only 4 records, you must split this node into two...the new left node gets the two smaller values and the new right node gets the two ...
Trees
Trees

... • Nodes at a given level are children of nodes of previous level • Node with children is the parent node of those children • Nodes with same parent are siblings • Node with no children is a leaf node • The only node with no parent is the root node – All others have one parent each ...
Exercise No
Exercise No

... a. In an AVL tree just the leaves may be only-children, and therefore for every only-child in T, there exists a unique parent node that is not an only-child. The total number of onlychildren in T is at most n/2, which means that LR(T)≤ (n/2)/n = 1/2. ...
MSc Computer Science ICS 801 Design and Analysis of Algorithms
MSc Computer Science ICS 801 Design and Analysis of Algorithms

Financial Maths Questions File
Financial Maths Questions File

What is Implied by Implied Volatility?
What is Implied by Implied Volatility?

1. An insurance company earned a simple rate of interest
1. An insurance company earned a simple rate of interest

b3NtYW4=.MjAxMC0wMy0yNF8wODowMzoxOA==3
b3NtYW4=.MjAxMC0wMy0yNF8wODowMzoxOA==3

... Continuous Variable Model • A stock price is currently at $40 • At the end of 1 year it is considered that it will have a probability distribution of f(40,10) where f(m,s) is a normal distribution with mean m and standard deviation s. Options, Futures, and Other Derivatives, 5th edition © 2002 by Jo ...
SFDCP Small Cap Value Equity Portfolio
SFDCP Small Cap Value Equity Portfolio

solutions
solutions

full text
full text

Chapter 10
Chapter 10

... • Delta (D) is the rate of change of the option price with respect to the underlying security • Gamma (G) is the rate of change of delta (D) with respect to the price of the underlying asset • Theta (Q) of a derivative (or portfolio of derivatives) is the rate of change of the value with respect to ...
dist
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Binary Search Trees
Binary Search Trees

... Randomly builts BSTs tend to be balanced ⇒ given set S randomly permute elements, then insert in that order. (CLRS 12.4) • In general, all elements in S are not available at start Solution: assign a random number called the “priority” for each key (assume keys are distinct). In addition to satisfyin ...
Convertible Bonds - AUEB e
Convertible Bonds - AUEB e

Will an inverted yield curve predict the next recession … again
Will an inverted yield curve predict the next recession … again

... balance, as these rate adjustments tend to have the desired effect on the economy in the near term, but ultimately, a number of market factors (including inflation expectation, employment growth and global economic conditions) determine how longterm rates respond. In fact, market participants often ...
Final Solutions
Final Solutions

... (c) W (at most one trie node for each bit in the input). Alternate solution 1: use a TST instead of a binary trie. Since the radix size is 2, the running time will still be linear: you at most double the length of a search path for a codeword. Alternate solution 2: sort all of the codewords (MSD rad ...
Chapter 14 - Capital Markets
Chapter 14 - Capital Markets

... Time Periods and the Flow of Economic Transactions ...
Bond Pricing on a BAII Plus
Bond Pricing on a BAII Plus

... N = number of payment dates = 15 I/Y = required return PMT = C = 112.50 FV = M = 5,000 CPT  PV = B0 Required return (r) ...
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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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