• 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
chap05
chap05

LinkedLists Queues Trees File
LinkedLists Queues Trees File

... Using dynamic memory allocation (instead of arrays) for data structures that grow and shrink at execution time can save memory. Keep in mind, however, that the pointers take up space, and that dynamic memory allocation incurs the overhead of function calls. ...
1 - faraday
1 - faraday

... Using dynamic memory allocation (instead of arrays) for data structures that grow and shrink at execution time can save memory. Keep in mind, however, that the pointers take up space, and that dynamic memory allocation incurs the overhead of function calls. ...
Chapter 19 Java Data Structures
Chapter 19 Java Data Structures

... 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 ...
Country Spreads and Emerging Countries: Who Drives Whom?
Country Spreads and Emerging Countries: Who Drives Whom?

... Rtus as the 3-month gross Treasury bill rate divided by the average gross US inflation over the past four quarters.2 We measure Rt as the sum of J. P. Morgan’s EMBI+ stripped spread and the US real interest rate. Output, investment, and the trade balance are seasonally adjusted. More details on the ...
Hedging Strategies Using Futures
Hedging Strategies Using Futures

Stacks Stack Abstract Data Type Stack (supporting methods) Stack
Stacks Stack Abstract Data Type Stack (supporting methods) Stack

Hedging Barrier Options - Institute for Advanced Studies (IHS)
Hedging Barrier Options - Institute for Advanced Studies (IHS)

Risk and Financial Management Inflation and Speculation in a
Risk and Financial Management Inflation and Speculation in a

Chapter 9 Saving, Investment, and Interest Rates
Chapter 9 Saving, Investment, and Interest Rates

Consumption, inflation risk and dynamic hedging
Consumption, inflation risk and dynamic hedging

MUNICIPAL DEBT AND MARGINAL TAX RATES: IS
MUNICIPAL DEBT AND MARGINAL TAX RATES: IS

... shorter and longer frequencies occur in the markets. Although the maturities of VRDOs are often 30 to 40 years, they are effectively shorter-term securities since they can be put back or tendered to the investment dealer or remarketing agent on a schedule coinciding with the weekly yield reset. The r ...
Toews
Toews

Partially Persistent Data Structures of Bounded Degree with
Partially Persistent Data Structures of Bounded Degree with

... this constraint — but they can be converted to do it: Replace nodes by convergent binary balanced trees, so that all original pointers that point to a node now instead points to the leafs in the tree substituted into the data structure instead of the node, and store the node’s original information i ...
NBER WORKING PAPER SERIES COUNTRY SPREADS AND EMERGING COUNTRIES: WHO DRIVES WHOM?
NBER WORKING PAPER SERIES COUNTRY SPREADS AND EMERGING COUNTRIES: WHO DRIVES WHOM?

... Rtus as the 3-month gross Treasury bill rate divided by the average gross US inflation over the past four quarters.2 We measure Rt as the sum of J. P. Morgan’s EMBI+ stripped spread and the US real interest rate. Output, investment, and the trade balance are seasonally adjusted. More details on the ...
Efficient and Reliable Lock-Free Memory Reclamation Based on
Efficient and Reliable Lock-Free Memory Reclamation Based on

... (compare-and-swap) for the reference counting part. However, this scheme relies on another scheme that itself requires double-width CAS. It has been identified in [12] that reference counting techniques can potentially cause a reference from a thread to block (due to the ability of creating recursiv ...
21. Chapter 20 - B-Trees and External Memory (319.71 - E-Book
21. Chapter 20 - B-Trees and External Memory (319.71 - E-Book

... Most algorithms are not designed with the memory hierarchy in mind, in spite of the great variance between access times for the different levels. Indeed, all of the algorithm analysis described in this book so far have assumed that all memory accesses are equal. This assumption might seem, at first, ...
JIA 105 (1978) 15-26 - Institute and Faculty of Actuaries
JIA 105 (1978) 15-26 - Institute and Faculty of Actuaries

question-paper-Data-Structures-with-C-06cs35-10cs35
question-paper-Data-Structures-with-C-06cs35-10cs35

... Circular Doubly Linked List? (6 marks) b. Write C function to implement the following in a Doubly Linked List. i. Insert a node at the specified location. ii. Delete a node from the specified location. iii. Display the list in the forward and backward direction. (14 marks) ...
View Latest Issue - State Street Global Advisors
View Latest Issue - State Street Global Advisors

... to compare multiple opportunities at a specific point in time. So, for example, I can compare stock A to stock B at a given point in time. Alternatively, I can use a systemic rule to make investment decisions over time — for example, to ...
Interest Rate Elasticity of Residential Housing Prices
Interest Rate Elasticity of Residential Housing Prices

4.4 B+Trees - IfIS - Technische Universität Braunschweig
4.4 B+Trees - IfIS - Technische Universität Braunschweig

... Datenbanksysteme 2 – Christoph Lofi – Institut für Informationssysteme – TU Braunschweig ...
Cache-Oblivious Priority Queue and Graph Algorithm
Cache-Oblivious Priority Queue and Graph Algorithm

... 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 ...
Range Queries in Non-blocking k
Range Queries in Non-blocking k

... range query while it is locked. One can refine this technique by using a more finegrained locking scheme, so that only part of the data structure needs to be locked to perform an update or compute a range query. For instance, in leaf-oriented trees, where all keys in the set are stored in the leaves ...
Data Structures and algorithms lab using C,C++
Data Structures and algorithms lab using C,C++

... Step 4: To append the list create the memory by using malloc function. Step 5: Assign a variable temp using pointers. Step 6: To delete a node create a dummy variable. Step 7: Check if the list is empty otherwise display the list using for ...
< 1 ... 45 46 47 48 49 50 51 52 53 ... 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