Lecture_12___Heaps_A.. - School of Computer Science
... Each parent is less than each of its children. Hence: Root is less than every other node. Proof by induction ...
... Each parent is less than each of its children. Hence: Root is less than every other node. Proof by induction ...
B + -Tree Index Files
... Delete the pair (Ki–1, Pi), where Pi is the pointer to the deleted node, from its parent, recursively using the above procedure. ...
... Delete the pair (Ki–1, Pi), where Pi is the pointer to the deleted node, from its parent, recursively using the above procedure. ...
ps - Carnegie Mellon School of Computer Science
... into a simpler form that is easier to understand. Tools, such as the CVM service [16] and the Grid Visualization Utility [8], allow scientists to query these datasets and discover features of interest in the data. For example, through the CVM service users generate images and explore the SCEC’s 3D C ...
... into a simpler form that is easier to understand. Tools, such as the CVM service [16] and the Grid Visualization Utility [8], allow scientists to query these datasets and discover features of interest in the data. For example, through the CVM service users generate images and explore the SCEC’s 3D C ...
Abstract Efficient Data Structures for Tamper-Evident Logging
... internal consistency requires scanning the full contents of the log. (See Section 3.4 for further analysis of this.) In the same manner, CATS [63], a network-storage service with strong accountability properties, snapshots the internal state, and only probabilistically detects tampering by auditing ...
... internal consistency requires scanning the full contents of the log. (See Section 3.4 for further analysis of this.) In the same manner, CATS [63], a network-storage service with strong accountability properties, snapshots the internal state, and only probabilistically detects tampering by auditing ...
Managing The Leverage Cycle
... • Not clear in model whether leverage went up or down in crisis. Not distinguishing between old loans debt/equity measure of leverage vs new loans. • Couldn’t have been used to predict crisis or to explain how big it became • Models after the fact that calibrate crisis do not identify the shocks tha ...
... • Not clear in model whether leverage went up or down in crisis. Not distinguishing between old loans debt/equity measure of leverage vs new loans. • Couldn’t have been used to predict crisis or to explain how big it became • Models after the fact that calibrate crisis do not identify the shocks tha ...
pptx
... put new element at front – O(1) – poll() must search the list – O(n) – peek() must search the list – O(n) • Maintain as ordered list – add() must search the list – O(n) – poll() min element at front – O(1) – peek() O(1) Can we do better? ...
... put new element at front – O(1) – poll() must search the list – O(n) – peek() must search the list – O(n) • Maintain as ordered list – add() must search the list – O(n) – poll() min element at front – O(1) – peek() O(1) Can we do better? ...
Optimal Time-Consistent Macroprudential Policy
... that higher leverage can cause a Fisherian asset price deflation in bad times. The second feature implies that the regulator’s optimal policy is time-consistent, in contrast with the time-inconsistent policy chosen by a regulator acting under commitment. Under commitment, we show that if the collat ...
... that higher leverage can cause a Fisherian asset price deflation in bad times. The second feature implies that the regulator’s optimal policy is time-consistent, in contrast with the time-inconsistent policy chosen by a regulator acting under commitment. Under commitment, we show that if the collat ...
Managing a Matching Adjustment Portfolio
... within MA portfolios is strictly for the purposes of good risk management”. This clarification is still subject to interpretation. Clearly, selling assets to rebalance a portfolio back to adequate levels of matching, or back to within a targeted credit rating mix, could be considered ‘good risk mana ...
... within MA portfolios is strictly for the purposes of good risk management”. This clarification is still subject to interpretation. Clearly, selling assets to rebalance a portfolio back to adequate levels of matching, or back to within a targeted credit rating mix, could be considered ‘good risk mana ...
The Buffer Tree
... Sorting. We develop a simple linear space dynamic tree structure (the buffer tree) with operations insert, delete, and write. We prove amortized I/O bounds of O((logm n)/B) on the first two operations and O(n) on the last. Note that (logm n)/B < 1 for all practical values of M, B, and N , and insert ...
... Sorting. We develop a simple linear space dynamic tree structure (the buffer tree) with operations insert, delete, and write. We prove amortized I/O bounds of O((logm n)/B) on the first two operations and O(n) on the last. Note that (logm n)/B < 1 for all practical values of M, B, and N , and insert ...
Interest Rate Derivatives – Fixed Income Trading Strategies
... of the fixed income derivatives traded on Eurex. You will be asked a variety of questions based on the brochure “Interest Rate Derivatives – Fixed Income Trading Strategies”. The answers should familiarize you with this particular market segment and enhance your understanding of the contracts traded ...
... of the fixed income derivatives traded on Eurex. You will be asked a variety of questions based on the brochure “Interest Rate Derivatives – Fixed Income Trading Strategies”. The answers should familiarize you with this particular market segment and enhance your understanding of the contracts traded ...
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.