![850.12 KB - Asian Development Bank](http://s1.studyres.com/store/data/013083409_1-6119616db03513bf17b2be043ba3179f-300x300.png)
Lecture6MRM
... But there are more: The times when the robot touches an obstacle. Or when the light cones from both ends of a disappearing obstacle meet. ...
... But there are more: The times when the robot touches an obstacle. Or when the light cones from both ends of a disappearing obstacle meet. ...
Joint Dynamics of House Prices and Foreclosures
... long term features of the US housing market such as average default rate, wealth-to-income ratio, average moving rate of homeowners, and average homeownership rate. As our first exercise, we feed the economy with an unexpected and permanent interest rate shock where the risk-free interest rate incr ...
... long term features of the US housing market such as average default rate, wealth-to-income ratio, average moving rate of homeowners, and average homeownership rate. As our first exercise, we feed the economy with an unexpected and permanent interest rate shock where the risk-free interest rate incr ...
Exchange-Traded Barrier Option and VPIN: Evidence from Hong Kong
... discussed in Cho et al. (2003) and Lei (2014), and during this period, trading due to speculation is likely to be larger than that due to information. Furthermore, the timing of MCE is unknown and can occur at any time within a continuous trading session. Thus, we expect that there are higher risks ...
... discussed in Cho et al. (2003) and Lei (2014), and during this period, trading due to speculation is likely to be larger than that due to information. Furthermore, the timing of MCE is unknown and can occur at any time within a continuous trading session. Thus, we expect that there are higher risks ...
Linked Lists ADT By Omieno K.Kelvin Department of Computer
... looking for a freed block of suitable size and delete it from the free list (re-linking the free list around the deleted block). Many variations of memory allocators have been proposed: refer to a text on operating systems or implementation of functional languages for more details. The entry in the ...
... looking for a freed block of suitable size and delete it from the free list (re-linking the free list around the deleted block). Many variations of memory allocators have been proposed: refer to a text on operating systems or implementation of functional languages for more details. The entry in the ...
R*-trees
... Hilbert Curve • We want points that are close in 2d to be close in the 1d • Note that in 2d there are 4 neighbors for each point where in 1d only 2. • Z-curve has some “jumps” that we would like to avoid • Hilbert curve avoids the jumps : recursive definition ...
... Hilbert Curve • We want points that are close in 2d to be close in the 1d • Note that in 2d there are 4 neighbors for each point where in 1d only 2. • Z-curve has some “jumps” that we would like to avoid • Hilbert curve avoids the jumps : recursive definition ...
ppt
... Array is a fixed-size data structure. Once an array is created, its size cannot be changed. Nevertheless, you can still use array to implement dynamic data structures. The trick is to create a new larger array to replace the current array if the current array cannot hold new elements in the list. In ...
... Array is a fixed-size data structure. Once an array is created, its size cannot be changed. Nevertheless, you can still use array to implement dynamic data structures. The trick is to create a new larger array to replace the current array if the current array cannot hold new elements in the list. In ...
Unspanned Macroeconomic Factors in Oil Futures
... that adding real activity into the model increases the value of a hypothetical oil well. When the payoff to a real option depends on a macro factor there are two channels by which the macro factor affects option value: its unspanned dynamics and its risk premium. In the example I find the dynamics e ...
... that adding real activity into the model increases the value of a hypothetical oil well. When the payoff to a real option depends on a macro factor there are two channels by which the macro factor affects option value: its unspanned dynamics and its risk premium. In the example I find the dynamics e ...
Unemployment (Fears) and Deflationary Spirals
... like a negative supply shock which puts upward pressure on the price level. Provided that nominal wages are sticky, the resulting downward pressure on real wages mitigates the reduction in profits caused by the direct negative effect of a decline in productivity. The result is a muted aggregate down ...
... like a negative supply shock which puts upward pressure on the price level. Provided that nominal wages are sticky, the resulting downward pressure on real wages mitigates the reduction in profits caused by the direct negative effect of a decline in productivity. The result is a muted aggregate down ...
Data Structures for Disjoint Sets
... Find still runs in O(log n) time in the worst case; path compression increases the cost by only most a constant factor. But we have good reason to suspect that this upper bound is no longer tight. Our new algorithm memoizes the results of each Find, so if we are asked to Find the same item twice in ...
... Find still runs in O(log n) time in the worst case; path compression increases the cost by only most a constant factor. But we have good reason to suspect that this upper bound is no longer tight. Our new algorithm memoizes the results of each Find, so if we are asked to Find the same item twice in ...
Linked Lists, stacks and queues
... Advantages of Linked Lists • Inserting and extracting nodes have a cost that does not depend on the size of the list • Concatenation and partition of lists have a cost that does not depend on the size of the list • There is no need for contiguous memory • Memory actually in use at a given instant d ...
... Advantages of Linked Lists • Inserting and extracting nodes have a cost that does not depend on the size of the list • Concatenation and partition of lists have a cost that does not depend on the size of the list • There is no need for contiguous memory • Memory actually in use at a given instant d ...
struct node - CSE@IIT Delhi
... struct node * insert_asc(struct node * r, int value) { struct node *p, *q, *new; new = (struct node *) malloc(sizeof(struct node)); new->data = value; new ->next = NULL; p = r; q = p; while(p!=NULL) { if (p->data >= value) { /* insert before */ if (p==r) { new->next =r; /* insert at start */ return ...
... struct node * insert_asc(struct node * r, int value) { struct node *p, *q, *new; new = (struct node *) malloc(sizeof(struct node)); new->data = value; new ->next = NULL; p = r; q = p; while(p!=NULL) { if (p->data >= value) { /* insert before */ if (p==r) { new->next =r; /* insert at start */ return ...
Credit Product Conventions - The Australian Financial Markets
... With the exception of Credit Indices transactions, the notional amount of each transaction is USD5million unless otherwise specified and agreed to by the parties at the time of dealing. The notional amount of Credit Indices transactions is USD10 million, unless otherwise specified and agreed to by t ...
... With the exception of Credit Indices transactions, the notional amount of each transaction is USD5million unless otherwise specified and agreed to by the parties at the time of dealing. The notional amount of Credit Indices transactions is USD10 million, unless otherwise specified and agreed to by t ...
SigMatch*Fast and Scalable Multi
... The sigTree addresses these tradeoffs by intelligently picking discriminative short substrings, part of which is indexed in a trie and the remaining part is indexed using a ...
... The sigTree addresses these tradeoffs by intelligently picking discriminative short substrings, part of which is indexed in a trie and the remaining part is indexed using a ...
AVL tree
... • Delete node y from the tree. Since we know that y has at most one child, we delete y by simply linking the parent of y to the single child of y (or to NULL, if there is no child). • The height of the subtree formerly rooted at y has been reduced by 1, and we must now trace the effects of this chan ...
... • Delete node y from the tree. Since we know that y has at most one child, we delete y by simply linking the parent of y to the single child of y (or to NULL, if there is no child). • The height of the subtree formerly rooted at y has been reduced by 1, and we must now trace the effects of this chan ...
How do you manage a with-profits firm under IFRS 4 Phase II?
... Unlocking of CSM for the returns on underlying items attributable to the insurer • Propose to adjust the CSM for the returns on underlying items attributable to equity holders until the distribution to policyholders is made • This would reflect the fact that insurer provides a service to current and ...
... Unlocking of CSM for the returns on underlying items attributable to the insurer • Propose to adjust the CSM for the returns on underlying items attributable to equity holders until the distribution to policyholders is made • This would reflect the fact that insurer provides a service to current and ...
Lattice model (finance)
![](https://commons.wikimedia.org/wiki/Special:FilePath/Arbre_Binomial_Options_Reelles.png?width=300)
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.