What Determines Expected International Asset Returns?*
... data collection procedures, consumption data suffers from a number of disadvantages1 . As a result, it is problematic to estimate consumption risk of asset returns. Solnik (1974) develops an international version of the Sharpe (1964) and Lintner (1965) capital asset pricing model where national inve ...
... data collection procedures, consumption data suffers from a number of disadvantages1 . As a result, it is problematic to estimate consumption risk of asset returns. Solnik (1974) develops an international version of the Sharpe (1964) and Lintner (1965) capital asset pricing model where national inve ...
linked lists
... lastNode, although if the list may be empty we need a special representation for the empty list, such as a lastNode variable which points to some node in the list or is null if it's empty; we use such a lastNode here. This representation significantly simplifies adding and removing nodes with a non- ...
... lastNode, although if the list may be empty we need a special representation for the empty list, such as a lastNode variable which points to some node in the list or is null if it's empty; we use such a lastNode here. This representation significantly simplifies adding and removing nodes with a non- ...
Introduction - Drake University
... Rate of interest paid during the life of the bond. Determines the coupon payment Zero Coupon Bonds – make no interest payment. Sells at a discount below its par value with return being earned by the increase in value. Floating Rates – Coupon rate resets periodically ...
... Rate of interest paid during the life of the bond. Determines the coupon payment Zero Coupon Bonds – make no interest payment. Sells at a discount below its par value with return being earned by the increase in value. Floating Rates – Coupon rate resets periodically ...
The BoND-tree: An Efficient Indexing Method for Box Queries in Non-ordered Discrete Data Spaces, IEEE Transactions on Data and Knowledge Engineering, 2013, Changqing Chen, Alok Watve, Sakti Pramanik, Qiang Zhu
... algorithms used for splitting overflow nodes play an important role in determining the index tree’s query performance. This is because except the first node (which is created by default) in the tree, every other node is created by splitting an existing node. To reduce query I/O for box queries in th ...
... algorithms used for splitting overflow nodes play an important role in determining the index tree’s query performance. This is because except the first node (which is created by default) in the tree, every other node is created by splitting an existing node. To reduce query I/O for box queries in th ...
Implementation of the Newsvendor Model with Clearance
... control: estimation modules that produce a unique and consistent input for each realization of the random factor are considered and their existence is assumed. ...
... control: estimation modules that produce a unique and consistent input for each realization of the random factor are considered and their existence is assumed. ...
JavaHTP6e_17
... – Each node contains a reference to the next node in the list and a reference to the previous node in the list – java.util’s LinkedList class is a doubly linked list implementation ...
... – Each node contains a reference to the next node in the list and a reference to the previous node in the list – java.util’s LinkedList class is a doubly linked list implementation ...
Linked Data Structures Linked lists
... we did in Section 10) or with a linked list. While it is possible to implement a Queue ADT with a dynamic array, the implementation is a bit tricky. Queues are typically implemented with linked lists. The only concern is that an add_back operation is normally O(n). However, if we maintain a pointer ...
... we did in Section 10) or with a linked list. While it is possible to implement a Queue ADT with a dynamic array, the implementation is a bit tricky. Queues are typically implemented with linked lists. The only concern is that an add_back operation is normally O(n). However, if we maintain a pointer ...
Chapter26
... the methods get(int index) and set(int index, Object o) for accessing and modifying an element through an index and the add(Object o) for adding an element at the end of the list are efficient. However, the methods add(int index, Object o) and remove(int index) are inefficient because it requires sh ...
... the methods get(int index) and set(int index, Object o) for accessing and modifying an element through an index and the add(Object o) for adding an element at the end of the list are efficient. However, the methods add(int index, Object o) and remove(int index) are inefficient because it requires sh ...
A Causal Framework for Credit Default Theory
... indicator of potential loss for secured loans. The underlying logic is: if a corporation or an individual is unable to meet a debt payment obligation by the due date, then the assumption is either a debt-restructure or bridging finance will be sought by the borrower. If the implied cash flow problem ...
... indicator of potential loss for secured loans. The underlying logic is: if a corporation or an individual is unable to meet a debt payment obligation by the due date, then the assumption is either a debt-restructure or bridging finance will be sought by the borrower. If the implied cash flow problem ...
North Atlantic Drilling Ltd. (Form: 6-K, Received: 06
... guaranteed. When considering these forward-looking statements, you should keep in mind the risks described from time to time in the Company's filings with the SEC, including its Registration Statement on Form 20-F. The Company undertakes no obligation to update any forward looking statements to refl ...
... guaranteed. When considering these forward-looking statements, you should keep in mind the risks described from time to time in the Company's filings with the SEC, including its Registration Statement on Form 20-F. The Company undertakes no obligation to update any forward looking statements to refl ...
1 slide per sheet - Department of Computer Science
... structure known as a linked list Each reference in a linked list is a reference to the next node in the list Any element in a list can be accessed directly; however, you must traverse a linked list to access a particular node Items can be inserted into and deleted from a referencebased linked list w ...
... structure known as a linked list Each reference in a linked list is a reference to the next node in the list Any element in a list can be accessed directly; however, you must traverse a linked list to access a particular node Items can be inserted into and deleted from a referencebased linked list w ...
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.