• Study Resource
  • Explore
    • Arts & Humanities
    • Business
    • Engineering & Technology
    • Foreign Language
    • History
    • Math
    • Science
    • Social Science

    Top subcategories

    • Advanced Math
    • Algebra
    • Basic Math
    • Calculus
    • Geometry
    • Linear Algebra
    • Pre-Algebra
    • Pre-Calculus
    • Statistics And Probability
    • Trigonometry
    • other →

    Top subcategories

    • Astronomy
    • Astrophysics
    • Biology
    • Chemistry
    • Earth Science
    • Environmental Science
    • Health Science
    • Physics
    • other →

    Top subcategories

    • Anthropology
    • Law
    • Political Science
    • Psychology
    • Sociology
    • other →

    Top subcategories

    • Accounting
    • Economics
    • Finance
    • Management
    • other →

    Top subcategories

    • Aerospace Engineering
    • Bioengineering
    • Chemical Engineering
    • Civil Engineering
    • Computer Science
    • Electrical Engineering
    • Industrial Engineering
    • Mechanical Engineering
    • Web Design
    • other →

    Top subcategories

    • Architecture
    • Communications
    • English
    • Gender Studies
    • Music
    • Performing Arts
    • Philosophy
    • Religious Studies
    • Writing
    • other →

    Top subcategories

    • Ancient History
    • European History
    • US History
    • World History
    • other →

    Top subcategories

    • Croatian
    • Czech
    • Finnish
    • Greek
    • Hindi
    • Japanese
    • Korean
    • Persian
    • Swedish
    • Turkish
    • other →
 
Profile Documents Logout
Upload
CSCI 210 Data Structures & Algorithms
CSCI 210 Data Structures & Algorithms

... treeNode *left; // left subtree treeNode *right; // right subtree }; // end of class treeNode declaration //A pointer to a node can be specified by a type: typedef treeNode * NodePointer; NodePointer root; Prof. Amr Goneid, AUC ...
Macroeconomic Factors and Sectoral Indices: A Study of Karachi
Macroeconomic Factors and Sectoral Indices: A Study of Karachi

Parametric and Kinetic Minimum Spanning Trees
Parametric and Kinetic Minimum Spanning Trees

Evaluating the Riskiness of Initial Public Offerings: 1980-2000
Evaluating the Riskiness of Initial Public Offerings: 1980-2000

... is inherently fraught with danger. This paper asks the question, Have IPOs indeed become more perilous to the investing public over time? I employ two approaches to investigate the post-issue riskiness of IPOs for the 1980-2000 period. First, I compare the stock price volatility for issuing and noni ...
Engineering a Compressed Suffix Tree Implementation
Engineering a Compressed Suffix Tree Implementation

Lock-Free Red-Black Trees Using CAS
Lock-Free Red-Black Trees Using CAS

Liquidity provision, banking, and the allocation of interest rate risk*
Liquidity provision, banking, and the allocation of interest rate risk*

Data Structure and File Processing Chapter 2 Linked Lists
Data Structure and File Processing Chapter 2 Linked Lists

... node in the list. If the info of the current node is greater than or equal to the search item, stop the search; otherwise, make the next node the current node • Step two: Repeat Step one until either an item in the list that is greater than or equal to the search item is found, or no more data is le ...
The Dark Side of Trading - The University of Chicago Booth School
The Dark Side of Trading - The University of Chicago Booth School

... volatility. Generally speaking, this literature investigates the endogenous co-movement of volume and returns, where the basic message is that “volume moves prices,” see Karpoff (1987) for an early review. While this literature is rather broad, its unifying intuition is that new information sparks t ...
4pps - Joshua Cantrell`s Portal
4pps - Joshua Cantrell`s Portal

... Both of these objects have high-level and low-level pictorial representations. Notice how the high-level pictures show all the information we need to know about the objects, while the low-level pictures look confusing and actually show us more than we really care about. The low-level pictures may al ...
Download attachment
Download attachment

... prohibits the charging and paying of interest. Therefore, in countries where Muslim population constitutes an important segment of the society, traditional debt markets cannot flourish. Hence there is a high demand and need for developing alternatives to traditional debt markets that can be acceptab ...
Improving portfolio efficiency with absolute
Improving portfolio efficiency with absolute

... the American Association of Individual Investors (AAII) Asset Allocation Survey, where the historical equity allocation is 60%. In recent decades, this reliance on traditional asset classes has served investors well, as rising equity markets accompanied by falling interest rates have created a favor ...
Frequent Subtree Mining — An Overview
Frequent Subtree Mining — An Overview

Does Housing Wealth Make Us Less Equal? The Role of
Does Housing Wealth Make Us Less Equal? The Role of

Learning Bayesian Networks From Data An Efficient
Learning Bayesian Networks From Data An Efficient

... do research in the area of Bayesian network structure learning. We developed twoalgorithms for this task, Algorithm A and Algorithm B. Algorithm A with a case where the nodeO(2)Algorithm B deals with the general case and requires O(N4) CI tests. It is correct given that the underlying modelis monoto ...
singly linked list - KFUPM Resources v3
singly linked list - KFUPM Resources v3

... if (head == tail && el.equals(head.info)) // if only one head = tail = null; // node on the list; else if (el.equals(head.info)) // if > one node on list; head = head.next; // and el is in the head node; else { // if more than one node in list SLLNode pred, tmp;// and el is in a nonhead node; for ...
NYSE AMEX OPTIONS FEE SCHEDULE* *NYSE Amex
NYSE AMEX OPTIONS FEE SCHEDULE* *NYSE Amex

... act as a qualified MMAT and Floor Market Maker in lieu of the absent Floor Market Maker. When a Floor Market Maker is or will be absent, an ATP Holder that maintains a Reserve Floor Market Maker ATP is required to provide written notice to the Exchange, at least one business day in advance, that it ...
I/O-efficient Point Location using Persistent B
I/O-efficient Point Location using Persistent B

... Preserves versions. In ordinary (ephemeral) data structures there is only one last version (every update changes the data structure so its state before the update can no longer be accessed) Each update creates a version The current version of the structure can be modified and all versions of the str ...
Document
Document

... • In your previous programming course, you saw how data is organized and processed sequentially using an array. • You probably performed several operations on arrays, such as sorting, inserting, deleting, and searching. • If data is not sorted, then searching for an item in the array can be very tim ...
Updating the Discount Rate Used for Benefit-Cost Analysis
Updating the Discount Rate Used for Benefit-Cost Analysis

... the risk that you will not pay me back as promised. To get that $100 from me now, you’ll have to promise to pay me back more than $100 a year from now. The extra amount that must be paid, expressed as a percentage, is the discount rate. If I’m just willing to give you $100 in exchange for your promi ...
CHAPTER FOUR Cash Accounting, Accrual Accounting
CHAPTER FOUR Cash Accounting, Accrual Accounting

Simulated Pointers
Simulated Pointers

... May improve the performance of the class Chain (chap 6) without actually using simulated pointers by adopting allocateNode/deallocateNode Dynamic memory allocation methods such as new usually take a lot more time than memory allocation methods such as allocateNode Suppose 10 6 add and 10 6 remove op ...
paper - VLDB 2005
paper - VLDB 2005

... “holistic” is overloaded in the literature. In [5], it implies global query matching, while in [28, 25, 32] the query is preprocessed as a whole (but the matching is incremental). Despite the variety of holistic solutions with promising performance results for tree-pattern queries, none of them has ...
Lock-Free Data-Structure Iterators
Lock-Free Data-Structure Iterators

Slider: Incremental Sliding Window Analytics
Slider: Incremental Sliding Window Analytics

... ing these data structures only requires the programmer to devise a non-incremental version of the application code expressed using a conventional data-parallel programming model. We then guarantee an automatic and efficient update of the output as the window slides. Moreover, we make no restriction ...
< 1 ... 19 20 21 22 23 24 25 26 27 ... 166 >

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.
  • studyres.com © 2025
  • DMCA
  • Privacy
  • Terms
  • Report