Class Notes for CSCI 104: Data Structures and Object-Oriented Design
... Loops for, while and do-while Tests if, else and switch Pointers Functions and some recursion Other I/O and other useful functions OOP Some students have probably already learned a bit about object-oriented programming, but for now, we will not rely on this. In principle, these features are enough t ...
... Loops for, while and do-while Tests if, else and switch Pointers Functions and some recursion Other I/O and other useful functions OOP Some students have probably already learned a bit about object-oriented programming, but for now, we will not rely on this. In principle, these features are enough t ...
Dynamic Correlation or Tail Dependence Hedging for Portfolio
... varying the assumptions in the stationary distribution: allowing for tail dependence in the stationary distribution always diminishes the intertemporal hedging demands. We also assess the eect of the investment horizon in driving our results. We change the investment period and find that these eec ...
... varying the assumptions in the stationary distribution: allowing for tail dependence in the stationary distribution always diminishes the intertemporal hedging demands. We also assess the eect of the investment horizon in driving our results. We change the investment period and find that these eec ...
master thesis
... span multiple words and they are ordered lexicographically. When designing set data structures, we usually only consider the values of keys. In practice, however, we often need to associate some other data with every stored element. This simpli cation is due to the fact that most data structures can ...
... span multiple words and they are ordered lexicographically. When designing set data structures, we usually only consider the values of keys. In practice, however, we often need to associate some other data with every stored element. This simpli cation is due to the fact that most data structures can ...
Comvita Limited - Takeovers Panel
... period of NZSX or ASX (as relevant) of two consecutive trading days or, if it occurs less than 48 hours before 5.00pm on the Closing Date, is maintained continuously during the subsequent trading periods of the NZSX or ASX (as relevant) until 5.00pm on the Closing Date; and ...
... period of NZSX or ASX (as relevant) of two consecutive trading days or, if it occurs less than 48 hours before 5.00pm on the Closing Date, is maintained continuously during the subsequent trading periods of the NZSX or ASX (as relevant) until 5.00pm on the Closing Date; and ...
The Valuation and Risk Management of a DB Underpin
... I hereby declare that I am the sole author of this thesis. This is a true copy of the thesis, including any required final revisions, as accepted by my examiners. I understand that my thesis may be made electronically available to the public. ...
... I hereby declare that I am the sole author of this thesis. This is a true copy of the thesis, including any required final revisions, as accepted by my examiners. I understand that my thesis may be made electronically available to the public. ...
Essays on government debt financing costs
... Hence, in Part II our methodology is a comparative analysis through the relevant literature about discriminatory and uniform price auctions. The same methodology is used by such important papers in this topic as Das & Sundaram [1997]; Binmore & Swierzbinski [2000], or in Hungary (Szatmári [1996b]), ...
... Hence, in Part II our methodology is a comparative analysis through the relevant literature about discriminatory and uniform price auctions. The same methodology is used by such important papers in this topic as Das & Sundaram [1997]; Binmore & Swierzbinski [2000], or in Hungary (Szatmári [1996b]), ...
binary heap - K.f.u.p.m ocw
... • In a MinHeap, if the value at a node becomes greater than the key of any of its children, the heap property can be restored by swapping the current node and the child with maximum key value, repeating this process if necessary until – the key at the node is less than or equal to the keys of both c ...
... • In a MinHeap, if the value at a node becomes greater than the key of any of its children, the heap property can be restored by swapping the current node and the child with maximum key value, repeating this process if necessary until – the key at the node is less than or equal to the keys of both c ...
On Credit Risk Modeling and Management
... this may have positive or negative value at the time of default. In this case EAD = max(Value of derivative, 0) This means that if we owe money to a counterparty that goes bankrupt, we do not get rid of our obligations to them. A long credit position has by its nature an embedded short option positi ...
... this may have positive or negative value at the time of default. In this case EAD = max(Value of derivative, 0) This means that if we owe money to a counterparty that goes bankrupt, we do not get rid of our obligations to them. A long credit position has by its nature an embedded short option positi ...
ASIC Market Integrity Rules - Federal Register of Legislation
... (1) Subject to Rule 1.2.3, ASIC may relieve any person or class of persons from the obligation to comply with a provision of these Rules, either generally or in a particular case or category, and either unconditionally or subject to such conditions as ASIC thinks fit. (2) If any conditions on a waiv ...
... (1) Subject to Rule 1.2.3, ASIC may relieve any person or class of persons from the obligation to comply with a provision of these Rules, either generally or in a particular case or category, and either unconditionally or subject to such conditions as ASIC thinks fit. (2) If any conditions on a waiv ...
Avalon Advanced Materials Inc. (Form: 20-F
... which differ from the requirements of United States securities laws. Unless otherwise indicated, all reserve and resource estimates included in this Annual Report have been prepared in accordance with NI 43-101. NI 43-101 is a rule developed by the Canadian Securities Administrators which establishe ...
... which differ from the requirements of United States securities laws. Unless otherwise indicated, all reserve and resource estimates included in this Annual Report have been prepared in accordance with NI 43-101. NI 43-101 is a rule developed by the Canadian Securities Administrators which establishe ...
OpenVMS Distributed Lock Manager Performance
... Controlling Lock Mastership By Modifying VMS Data Structures Zero our activity counts RSB$W_OACT and RSB$W_NACT so local lock rate seems low Set new-master activity count RSB$W_NMACT to maximum possible (hex FFFF) to simulate tons of locking activity Set RSB$M_RM_PEND flag in RSB$L_STATUS field ...
... Controlling Lock Mastership By Modifying VMS Data Structures Zero our activity counts RSB$W_OACT and RSB$W_NACT so local lock rate seems low Set new-master activity count RSB$W_NMACT to maximum possible (hex FFFF) to simulate tons of locking activity Set RSB$M_RM_PEND flag in RSB$L_STATUS field ...
SMALTA: Practical and Near
... nexthop. Figure 2 shows a slightly more complex example whereby the two entries with nexthop A can be aggregated to a single /14 entry even though there is an entry with nexthop B in between them. We are by no means the first to exploit this type of compression. In 1998, Draves et al. designed an al ...
... nexthop. Figure 2 shows a slightly more complex example whereby the two entries with nexthop A can be aggregated to a single /14 entry even though there is an entry with nexthop B in between them. We are by no means the first to exploit this type of compression. In 1998, Draves et al. designed an al ...
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.