 
									
								
									Fixed Income Letter, Fourth Quarter 2016
									
... to fund the various fiscal policies proposed would lead to more supply and therefore higher yields. However, there are those who believe rates can remain at or near current levels as they feel the fiscal policies proposed would meet resistance in Congress due to their potential impact on the U.S. de ...
                        	... to fund the various fiscal policies proposed would lead to more supply and therefore higher yields. However, there are those who believe rates can remain at or near current levels as they feel the fiscal policies proposed would meet resistance in Congress due to their potential impact on the U.S. de ...
									a diversified portfolio of alternative strategies
									
... may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment. The value of your investment may fall, sometimes shar ...
                        	... may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment. The value of your investment may fall, sometimes shar ...
									Binary Tree - WordPress.com
									
... • A node in the binary tree is called a leaf if it has no left and right children. • The depth (Level) of a node A, in a binary tree is the length of the path from A to the root of the tree. Thus the root is at depth 0. • The depth of the tree is equal to the deepest leaf • The height of a nod A is ...
                        	... • A node in the binary tree is called a leaf if it has no left and right children. • The depth (Level) of a node A, in a binary tree is the length of the path from A to the root of the tree. Thus the root is at depth 0. • The depth of the tree is equal to the deepest leaf • The height of a nod A is ...
									Welcome to ECE 250 Algorithms and Data Structures
									
... A parental tree is a tree where each node only keeps a reference to its parent node – Note, this definition is restricted to this course – Also known as a parent-pointer tree ...
                        	... A parental tree is a tree where each node only keeps a reference to its parent node – Note, this definition is restricted to this course – Also known as a parent-pointer tree ...
									ppt
									
... We will write the serialized decode tree into the binary output file ahead of the coded message. On decode, first read back and deserialize the decode tree, then read and decode the message. Serialization and deserialization are byte level ...
                        	... We will write the serialized decode tree into the binary output file ahead of the coded message. On decode, first read back and deserialize the decode tree, then read and decode the message. Serialization and deserialization are byte level ...
									Lecture 14
									
... hierarchical data (eg: organizational structure) • Trees allows us to find things efficiently – Navigation is O(log n) for a “balanced” tree with n nodes ...
                        	... hierarchical data (eg: organizational structure) • Trees allows us to find things efficiently – Navigation is O(log n) for a “balanced” tree with n nodes ...
									3.2 Related Rates
									
... If n = 360 days then Then P(1+r) n = P(1.0002569) 360 ≈ 1.0969% and the effective rate is also 9.69% ...
                        	... If n = 360 days then Then P(1+r) n = P(1.0002569) 360 ≈ 1.0969% and the effective rate is also 9.69% ...
									Practical Session 7
									
... How many bits are required to store the height in a node? Answer: For an AVL tree with n nodes, h=O(logn) thus requires O(loglogn) extra bits. ...
                        	... How many bits are required to store the height in a node? Answer: For an AVL tree with n nodes, h=O(logn) thus requires O(loglogn) extra bits. ...
									Slides - Department of Computer and Information Science and
									
... Partition query into connected subtrees having don’t cares Match each of those don’t care free subtrees with data trees in the DB For the matched subtrees that belong to the same data tree, determine whether they combine to match the query based on the matching semantics of the don’t cares. ...
                        	... Partition query into connected subtrees having don’t cares Match each of those don’t care free subtrees with data trees in the DB For the matched subtrees that belong to the same data tree, determine whether they combine to match the query based on the matching semantics of the don’t cares. ...
									Study Guide Exit Exam
									
...  Calculate the effective annual rate for an interest rate compounded more than one time per year  Prepare a loan amortization table  Understand the effect of time and interest rate on present and future values of a cash flow Asset Valuation  Calculate the price of a bond  Calculate the yield to ...
                        	...  Calculate the effective annual rate for an interest rate compounded more than one time per year  Prepare a loan amortization table  Understand the effect of time and interest rate on present and future values of a cash flow Asset Valuation  Calculate the price of a bond  Calculate the yield to ...
									Chapter 13. Binomial Distributions
									
... 2. The n observations are all independent. That is, knowing the result of one observation does not change the probabilities we assign to other observations. 3. Each observation falls into one of just two categories, which for convenience we call “success” and “failure.” 4. The probability of a succe ...
                        	... 2. The n observations are all independent. That is, knowing the result of one observation does not change the probabilities we assign to other observations. 3. Each observation falls into one of just two categories, which for convenience we call “success” and “failure.” 4. The probability of a succe ...
									Binary Search Tree
									
... BST sort and Quicksort • BST sort performs the same comparisons as Quicksort, but in a different order! ...
                        	... BST sort and Quicksort • BST sort performs the same comparisons as Quicksort, but in a different order! ...
									Real Options
									
... expected perpetual annual cash flows would be $0.8MM, resulting in a project NPV of ($2MM) > If the price rises, these cash flows will rise to $1.4MM, resulting in a project NPV of $4MM © Copyright 2004, Alan Marshall ...
                        	... expected perpetual annual cash flows would be $0.8MM, resulting in a project NPV of ($2MM) > If the price rises, these cash flows will rise to $1.4MM, resulting in a project NPV of $4MM © Copyright 2004, Alan Marshall ...
									Hot Wire - December 2011
									
... Corp, another supplier of wire harnesses to the automotive industry. The internationally-coordinated prosecution yielded its first guilty pleas in late September of this year, when three executives of Furukawa, headquartered in Tokyo, plead guilty to US Department of Justice charges of a price-fixin ...
                        	... Corp, another supplier of wire harnesses to the automotive industry. The internationally-coordinated prosecution yielded its first guilty pleas in late September of this year, when three executives of Furukawa, headquartered in Tokyo, plead guilty to US Department of Justice charges of a price-fixin ...
									Data Structures Lecture 6
									
... ¡ Nodes are stored in an array A ¡ Node v is stored at A[rank(v)] ¡ rank(root) = 1 ¡ Left in even: if node is the left child of parent(node), rank(node) = 2 ⋅ rank(parent(node)) ¡ Right in odd: if node is the right child of parent(node), rank(node) = 2 ⋅ rank(parent(node)) + 1 ...
                        	... ¡ Nodes are stored in an array A ¡ Node v is stored at A[rank(v)] ¡ rank(root) = 1 ¡ Left in even: if node is the left child of parent(node), rank(node) = 2 ⋅ rank(parent(node)) ¡ Right in odd: if node is the right child of parent(node), rank(node) = 2 ⋅ rank(parent(node)) + 1 ...
									Trees - NEW
									
... • AVL trees. • Applications: • Expression trees • Inserting, deleting, searching, height of BST ...
                        	... • AVL trees. • Applications: • Expression trees • Inserting, deleting, searching, height of BST ...
									Financial Derivatives and Hedging
									
... Using futures and forward markets as a vehicle to… “CATCH THE MARKET”  Objective: “LOCKING IN A PRICE” ...
                        	... Using futures and forward markets as a vehicle to… “CATCH THE MARKET”  Objective: “LOCKING IN A PRICE” ...
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.
 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									 
									