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MF2458 Grain Marketing Plans for Farmers
MF2458 Grain Marketing Plans for Farmers

... through their local grain elevator or merchandiser without having to work directly with commodity brokers. However, by using locally available contract-oriented marketing tools producers may sacrifice either a) their pricing flexibility through preharvest bushel delivery and price commitments, b) th ...
Searching: Binary Trees and Hash Tables
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Country risk, country risk indices, and valuation of FDI: A real options
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... develop real options models to analyse the terms and timing of takeovers when firms are unlevered. Lambrecht (2004) provides a comprehensive theoretical framework of a procyclical merger that is motivated by economies of scale. He explores horizontal mergers motivated by economies of scale. In cont ...
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Automatic Fault Location for Data Structures

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... Thus, this problem is strictly easier than Insert-Delete-FindMin, when randomization is allowed. However, we show that for deterministic algorithms, the two problems are essentially equally hard. We show that any deterministic algorithm with amortized update time at most t requires n=24t+3 ? 1 compa ...
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... the previous year, Fit is the current-period financial flow, VALMV and VALXR denote the valuation gains associated with changes in asset prices and exchange rates respectively, and RESID is the residual adjustment term. As in Curcuru et al. (2007), we calculate the ‘rate of capital gain’ by ...
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Estimating the country risk premium in emerging markets: the case

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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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