chapter 12: swaps
... second occurs in 210 days. The discount factors are 0.9934 (30 days) and 0.9528 (210 days). The upcoming fixed payment is at 4 percent and is based 180 days in a 360-day year. The equity index was at 1150 at the beginning of the period and is now at 1152.75. The notional amount is $60 million. Find ...
... second occurs in 210 days. The discount factors are 0.9934 (30 days) and 0.9528 (210 days). The upcoming fixed payment is at 4 percent and is based 180 days in a 360-day year. The equity index was at 1150 at the beginning of the period and is now at 1152.75. The notional amount is $60 million. Find ...
Corporate Hedging for Foreign Exchange Risk in India
... A cost centre approach is a defensive one and the main aim is ensure that cash flows of a firm are not adversely affected beyond a point. A profit centre approach on the other hand is a more aggressive approach where the firm decides to generate a net profit on its exposure over time. ...
... A cost centre approach is a defensive one and the main aim is ensure that cash flows of a firm are not adversely affected beyond a point. A profit centre approach on the other hand is a more aggressive approach where the firm decides to generate a net profit on its exposure over time. ...
The 2008 Short Sale Ban`s Impact on Equity Option Markets
... discretion. “Registered market makers, block positioners, or other market makers obligated to quote in the overthe-counter market” were exempted from the ban for short sales that occurred as part of their market making activity. An exception was also granted for “...automatic exercise or assignment ...
... discretion. “Registered market makers, block positioners, or other market makers obligated to quote in the overthe-counter market” were exempted from the ban for short sales that occurred as part of their market making activity. An exception was also granted for “...automatic exercise or assignment ...
Text Processing in Linux A Tutorial for CSE 562/662 (NLP)
... imagine every line of text as a row in a table; one word per column. $1 will be the word in the first column, $2 the next column, and so on up through $NF (the last word on the line) ...
... imagine every line of text as a row in a table; one word per column. $1 will be the word in the first column, $2 the next column, and so on up through $NF (the last word on the line) ...
The Clustering of Extreme Movements: Stock Prices
... days are far more prevalent for the Dow than for the normal distribution. These findings are consistent with the evidence of ‘fat tails’ noted in numerous prior research studies. In Panel B of Table 1A, we examine the daily time interval between one extreme-move day to the next. Here we define an ‘e ...
... days are far more prevalent for the Dow than for the normal distribution. These findings are consistent with the evidence of ‘fat tails’ noted in numerous prior research studies. In Panel B of Table 1A, we examine the daily time interval between one extreme-move day to the next. Here we define an ‘e ...
CSCI 210 Data Structures & Algorithms
... void display (int A[ ], int n); To follow the same convention with 2-D arrays: void display (int B[ ] [ ] , int n , int m); This will not work, because 2-D arrays are stored as 1-D arrays of arrays (1-D arrays of rows) Hence, beside the base address (name) we must also specify the number of colu ...
... void display (int A[ ], int n); To follow the same convention with 2-D arrays: void display (int B[ ] [ ] , int n , int m); This will not work, because 2-D arrays are stored as 1-D arrays of arrays (1-D arrays of rows) Hence, beside the base address (name) we must also specify the number of colu ...
Automatic verification of parameterized data structures *
... to a bounded size, we would like to verify that methods exhibit correct behavior for arbitrarily large input data structures. We provide an automatic procedure based on machinery from automata theory and temporal logic to establish parameterized correctness. Our approach is applicable to a broad spe ...
... to a bounded size, we would like to verify that methods exhibit correct behavior for arbitrarily large input data structures. We provide an automatic procedure based on machinery from automata theory and temporal logic to establish parameterized correctness. Our approach is applicable to a broad spe ...
Chapter 6 Introduction to Return and Risk
... • Successive returns are independent and identically distributed. • If “up” and “down” are equally likely, expected return is (log 1.05 + log 0.975)/2 = 1.17%. ...
... • Successive returns are independent and identically distributed. • If “up” and “down” are equally likely, expected return is (log 1.05 + log 0.975)/2 = 1.17%. ...
read it here
... higher than in B-trees. We briefly introduce two self-adjusting data structures designed for both exploiting non-uniform access patterns and to perform less I/O: k-splay trees in chapter 5 and k-forests in chapter 6. In chapter 7, we describe cache-oblivious B-trees. The number of memory operations ...
... higher than in B-trees. We briefly introduce two self-adjusting data structures designed for both exploiting non-uniform access patterns and to perform less I/O: k-splay trees in chapter 5 and k-forests in chapter 6. In chapter 7, we describe cache-oblivious B-trees. The number of memory operations ...
Linked List
... cout << "Now deleting the only remaining node.\n"; cout << "Here are the nodes left.\n"; list.deleteNode(2.5); list.displayList(); ...
... cout << "Now deleting the only remaining node.\n"; cout << "Here are the nodes left.\n"; list.deleteNode(2.5); list.displayList(); ...
Physical Design/Indexes
... • If this leaf node is full then it must be "split" with about half of the keys going into a new node to the right. • The median (middle) key is moved up to the parent node. (If the parent is full, it has to be split as well.) • Note: If the root node is ever split, the median key moves up into a ne ...
... • If this leaf node is full then it must be "split" with about half of the keys going into a new node to the right. • The median (middle) key is moved up to the parent node. (If the parent is full, it has to be split as well.) • Note: If the root node is ever split, the median key moves up into a ne ...
notes
... however, insertion is done at one end whereas deletion is done at the other end. • Queues implement the FIFO (first-in first-out) policy. E.g., a printer/job queue! • Two basic operations of queues: – dequeue: remove an item/element from front – enqueue: add an item/element at the back ...
... however, insertion is done at one end whereas deletion is done at the other end. • Queues implement the FIFO (first-in first-out) policy. E.g., a printer/job queue! • Two basic operations of queues: – dequeue: remove an item/element from front – enqueue: add an item/element at the back ...
1 - My FIT
... The elements of an array are stored contiguously in memory. This allows immediate access to any array element, because the address of any element can be calculated directly based on its position relative to the beginning of the array. Linked lists do not afford such immediate “direct access” to thei ...
... The elements of an array are stored contiguously in memory. This allows immediate access to any array element, because the address of any element can be calculated directly based on its position relative to the beginning of the array. Linked lists do not afford such immediate “direct access” to thei ...
Quantitative Easing and the Liquidity Channel of Monetary Policy
... real asset that cannot be used in exchange but has endogenous liquidity properties because it can be traded for money in a frictional asset market, as do Geromichalos and Herrenbrueck (2016), Lagos and Zhang (2015), Berentsen, Huber, and Marchesiani (2014), Mattesini and Nosal (2015), Huber and Kim ...
... real asset that cannot be used in exchange but has endogenous liquidity properties because it can be traded for money in a frictional asset market, as do Geromichalos and Herrenbrueck (2016), Lagos and Zhang (2015), Berentsen, Huber, and Marchesiani (2014), Mattesini and Nosal (2015), Huber and Kim ...
Stock Market Volatility: Examining North America, Europe and
... shocks and events taking place in other stock markets. Volatility in the world’s major stock markets has reverberated to the Singapore stock market. The biggest fall in the STI on 14 April 2000 was due to the technology stock bubble burst in the US market. The STI fell by about 8.44%. The second lar ...
... shocks and events taking place in other stock markets. Volatility in the world’s major stock markets has reverberated to the Singapore stock market. The biggest fall in the STI on 14 April 2000 was due to the technology stock bubble burst in the US market. The STI fell by about 8.44%. The second lar ...
1 - My FIT
... The elements of an array are stored contiguously in memory. This allows immediate access to any array element, because the address of any element can be calculated directly based on its position relative to the beginning of the array. Linked lists do not afford such immediate “direct access” to thei ...
... The elements of an array are stored contiguously in memory. This allows immediate access to any array element, because the address of any element can be calculated directly based on its position relative to the beginning of the array. Linked lists do not afford such immediate “direct access” to thei ...
1 - Vanderbilt University
... The elements of an array are stored contiguously in memory. This allows immediate access to any array element, because the address of any element can be calculated directly based on its position relative to the beginning of the array. Linked lists do not afford such immediate “direct access” to thei ...
... The elements of an array are stored contiguously in memory. This allows immediate access to any array element, because the address of any element can be calculated directly based on its position relative to the beginning of the array. Linked lists do not afford such immediate “direct access” to thei ...
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.