data structure
... addresses. Processors, especially vector processors, are often optimized for array operations. Arrays are useful mostly because the element indices can be computed at run time. Among other things, this feature allows a single iterative statement to process arbitrarily many elements of an array. For ...
... addresses. Processors, especially vector processors, are often optimized for array operations. Arrays are useful mostly because the element indices can be computed at run time. Among other things, this feature allows a single iterative statement to process arbitrarily many elements of an array. For ...
TBChap002-10e
... I) A municipal bond is a debt obligation issued by state or local governments. II) A municipal bond is a debt obligation issued by the federal government. III) The interest income from a municipal bond is exempt from federal income taxation. IV) The interest income from a municipal bond is exempt fr ...
... I) A municipal bond is a debt obligation issued by state or local governments. II) A municipal bond is a debt obligation issued by the federal government. III) The interest income from a municipal bond is exempt from federal income taxation. IV) The interest income from a municipal bond is exempt fr ...
expected returns
... In December 2015, when we first set out to discuss the possible content of this year’s edition of our Expected Returns publication, we were in good spirits. The European economy had surprised everybody by growing above trend and the Fed’s first interest-rate hike had not derailed markets as many ha ...
... In December 2015, when we first set out to discuss the possible content of this year’s edition of our Expected Returns publication, we were in good spirits. The European economy had surprised everybody by growing above trend and the Fed’s first interest-rate hike had not derailed markets as many ha ...
contract design, arbitrage, and hedging in the eurodollar futures
... to use the discount or add-on pricing function. Physical delivery of a Eurodollar time deposit is impractical. These instruments do not trade in a secondary market. Hence, the only parties who could hold short positions, and therefore deliver the underlying would be London banks. This feature, if ad ...
... to use the discount or add-on pricing function. Physical delivery of a Eurodollar time deposit is impractical. These instruments do not trade in a secondary market. Hence, the only parties who could hold short positions, and therefore deliver the underlying would be London banks. This feature, if ad ...
LI3120702076
... The process takes less time for handling instructions then would be speedy and efficient. The speed of the process is not only depends on architectural features and operational frequency, but also depends on the algorithm and data structure, which is used for that process. There are many page replac ...
... The process takes less time for handling instructions then would be speedy and efficient. The speed of the process is not only depends on architectural features and operational frequency, but also depends on the algorithm and data structure, which is used for that process. There are many page replac ...
CS525W: Webware
... How is the list represented? Pointer to a structure. Pointer to the head. ...
... How is the list represented? Pointer to a structure. Pointer to the head. ...
JOHN C.HULL
... Appendix 2IB: Expected excess return when there are multiple sources of uncertainty ...
... Appendix 2IB: Expected excess return when there are multiple sources of uncertainty ...
NBIM DIscussIoN NoTE Momentum in Futures Market
... for all assets also appear highly non-normal. While both commodities and equities exhibit greater excess kurtosis (higher probability of extreme outcomes) relative to normal distributions, equities tend to be negatively skewed relative to commodities, implying more downside risk in equities. On a ri ...
... for all assets also appear highly non-normal. While both commodities and equities exhibit greater excess kurtosis (higher probability of extreme outcomes) relative to normal distributions, equities tend to be negatively skewed relative to commodities, implying more downside risk in equities. On a ri ...
Introducing Expected Returns into Risk Parity
... of the strategy. This explains why risk parity became a popular investment model after the global financial crisis in 2008. However, risk parity has also been criticized because it focuses on managing risk concentration rather than portfolio performance, and is therefore seen as being closer to pass ...
... of the strategy. This explains why risk parity became a popular investment model after the global financial crisis in 2008. However, risk parity has also been criticized because it focuses on managing risk concentration rather than portfolio performance, and is therefore seen as being closer to pass ...
Real Interest Rates, Saving and Investment
... that high real rates tended to re°ect both positive shocks to investment demand (such as improvements in the expected pro¯tability of investment) and negative shocks to desired saving (such as temporary reductions in world income). During the 1980s, Barro and Sala-i-Martin argued, real interest rate ...
... that high real rates tended to re°ect both positive shocks to investment demand (such as improvements in the expected pro¯tability of investment) and negative shocks to desired saving (such as temporary reductions in world income). During the 1980s, Barro and Sala-i-Martin argued, real interest rate ...
R-trees: Introduction
... The paper entitled “The ubiquitous B-tree” by Comer was published in ACM Computing Surveys in 1979 [49]. Actually, the keyword “B-tree” was standing as a generic term for a whole family of variations, namely the B∗ -tree, the B+ -tree and several other variants [111]. The title of the paper might ha ...
... The paper entitled “The ubiquitous B-tree” by Comer was published in ACM Computing Surveys in 1979 [49]. Actually, the keyword “B-tree” was standing as a generic term for a whole family of variations, namely the B∗ -tree, the B+ -tree and several other variants [111]. The title of the paper might ha ...
Subtext: Uncovering the Simplicity of Programming
... nesting to encode the flow of return values up a tree of expressions. The other kind of data flow cross-cuts the expression tree via variable assignment and reference. It is often necessary to translate between these two different forms. When an expression value is needed in more than one place, it ...
... nesting to encode the flow of return values up a tree of expressions. The other kind of data flow cross-cuts the expression tree via variable assignment and reference. It is often necessary to translate between these two different forms. When an expression value is needed in more than one place, it ...
ch13hashing
... • A 2-3 tree and a 2-3-4 tree are variants of a binary search tree in which the balanced is easily maintained • The insertion and deletion algorithms for a 2-3-4 tree are more efficient than the corresponding algorithms for a 2-3 ...
... • A 2-3 tree and a 2-3-4 tree are variants of a binary search tree in which the balanced is easily maintained • The insertion and deletion algorithms for a 2-3-4 tree are more efficient than the corresponding algorithms for a 2-3 ...
Joint Dynamics of Bond and Stock Returns - Wisconsin-School
... economy, which is essential for producing positive bond risk premia and a positive correlation of bond and stock returns. Wang and Eberly (2012) while also endogenize the size of “trees”, do not allow for this endogenous risk-taking. Nevertheless, I borrow a lot from Wang and Eberly (2012) in terms ...
... economy, which is essential for producing positive bond risk premia and a positive correlation of bond and stock returns. Wang and Eberly (2012) while also endogenize the size of “trees”, do not allow for this endogenous risk-taking. Nevertheless, I borrow a lot from Wang and Eberly (2012) in terms ...
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.