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Comments by Saša Žiković
Comments by Saša Žiković

Binary Search Trees
Binary Search Trees

... where h = height of tree. • We represent a binary tree by a linked list data structure in which each node is an object. • root[T ] points to the root of tree T . • Each node contains the fields – key (and possibly other satellite data). – left: points to left child. – right: points to right child. – ...
FinancialCalculations_001
FinancialCalculations_001

... Earnings per share (EPS) indicates the income that a company has available, on a pershare basis, to pay dividends and reinvest as retained earnings. EPS is the corporation’s after tax earnings (before paying cash dividends to common stockholders but after paying preferred stockholders) divided by th ...
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APS 502 Financial Engineering 1 Winter 2015

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4.1 Exponential Functions
4.1 Exponential Functions

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105-1 Data Structures Quiz2 系級: 學號: 姓名: 1. The following

Exponential and Logarithmic Applications
Exponential and Logarithmic Applications

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fixed income strategies for a rising interest rate environment

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Shotwell Rutter Baer Newsletter 3q2016

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Digital Options

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Exponential Function
Exponential Function

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Derivatives Mishaps and What We Can Learn From Them

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489f10h3.pdf

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testimony of christine a - North American Securities Administrators

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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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