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 ...
... 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++
... 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 ...
... 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 ...
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 ...
... 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 ...
Sorting I
... Insert in O(1) Find the minimum element in O(n), thus deleteMin is O(n) Insert in O(log n) Delete in O(log n) Search tree is an overkill as it does many other operations ...
... Insert in O(1) Find the minimum element in O(n), thus deleteMin is O(n) Insert in O(log n) Delete in O(log n) Search tree is an overkill as it does many other operations ...
Chapter 10 The Bond Markets
... Yield on a Discount Basis What is the discount yield for a one-year bond with a face value of $1,000, and a current price of $875? Answer: idb = [ (F-P) / P ] x [ 360 / days to maturity] ...
... Yield on a Discount Basis What is the discount yield for a one-year bond with a face value of $1,000, and a current price of $875? Answer: idb = [ (F-P) / P ] x [ 360 / days to maturity] ...
Sidebar: Data Structures Binary Search Tree
... When implementing (and debugging) a data structure, it is useful to write a check ri method that checks whether the representation invariant is met, and raises an exception if that is not the case. While debugging the data structure, every operation that modifies the data structure would call check ...
... When implementing (and debugging) a data structure, it is useful to write a check ri method that checks whether the representation invariant is met, and raises an exception if that is not the case. While debugging the data structure, every operation that modifies the data structure would call check ...
A Framework for the use of Discount Rates in Actuarial Work
... The family of budgeting calculations covers those where the measurement of the liability is approached from the viewpoint of how the liability is going to be financed. The discount rate used in such calculations is often chosen relative to the expected returns from a particular investment strategy. ...
... The family of budgeting calculations covers those where the measurement of the liability is approached from the viewpoint of how the liability is going to be financed. The discount rate used in such calculations is often chosen relative to the expected returns from a particular investment strategy. ...
The Great Escape? A Quantitative Evaluation of the Fed’s Liquidity Facilities
... This paper belongs to the strand of literature introducing financial frictions in monetary DSGE models, such as Bernanke et al. (1999), Christiano et al. (2003), Christiano et al. (2009b), Goodfriend and McCallum (2007), Brunnermeier and Sannikov (2009), and Curdia and Woodford (2009a). Recently, Ge ...
... This paper belongs to the strand of literature introducing financial frictions in monetary DSGE models, such as Bernanke et al. (1999), Christiano et al. (2003), Christiano et al. (2009b), Goodfriend and McCallum (2007), Brunnermeier and Sannikov (2009), and Curdia and Woodford (2009a). Recently, Ge ...
Using the Term Structure of Interest Rates for Monetary Policy
... 2 percentage points between December and February. The inflation scare was primarily the result of three factors: (1) inflation as measured by the implicit price deflator was nearly 2 percentage points higher in the first quarter of 1980 than in the previous quarter, partly due to the second oil sho ...
... 2 percentage points between December and February. The inflation scare was primarily the result of three factors: (1) inflation as measured by the implicit price deflator was nearly 2 percentage points higher in the first quarter of 1980 than in the previous quarter, partly due to the second oil sho ...
Rock around the Clock: An Agent-Based Model of - Gredeg
... In line with most heterogeneous-agent models of financial markets, LF agents determine the quantities bought or sold (i.e., their orders) according to either a fundamentalist or a chartist (trend-following) strategy.6 More precisely, given the last closing price P̄t−1 , ...
... In line with most heterogeneous-agent models of financial markets, LF agents determine the quantities bought or sold (i.e., their orders) according to either a fundamentalist or a chartist (trend-following) strategy.6 More precisely, given the last closing price P̄t−1 , ...
PDF
... The deadlines for yield update, base reallocation, and ARC-PLC decisions are looming on the immediate horizon. Producers who wait until the last minute to meet with the FSA will likely meet with frustration. Though some sources in the farm press are suggesting that there will be an information advan ...
... The deadlines for yield update, base reallocation, and ARC-PLC decisions are looming on the immediate horizon. Producers who wait until the last minute to meet with the FSA will likely meet with frustration. Though some sources in the farm press are suggesting that there will be an information advan ...
Credit Risk
... This is far from the more normally distributed market risks that VaR models typically address. ...
... This is far from the more normally distributed market risks that VaR models typically address. ...
CSE 326: Data Structures Lecture #7 Branching Out
... Anything in between is either sparsish or densy depending on the context. We use V and E as the parameters in our analysis. ...
... Anything in between is either sparsish or densy depending on the context. We use V and E as the parameters in our analysis. ...
Optimal Purely Functional Priority Queues
... However, this approach suffers from at least two defects, one practical and one pedagogical. First, both recursive slowdown and double-ended queues carry non-trivial overheads, so the resulting data structure is quite slow in practice (even though asymptotically optimal). Second, the resulting desi ...
... However, this approach suffers from at least two defects, one practical and one pedagogical. First, both recursive slowdown and double-ended queues carry non-trivial overheads, so the resulting data structure is quite slow in practice (even though asymptotically optimal). Second, the resulting desi ...
Leftist Trees
... Since the right subtree of 9 is empty, the result of melding this subtree of 9 and the tree with root 7 is just the tree with root 7. We make the tree with root 7 the right subtree of 9 temporarily to get the max tree of Figure 5.4(b). Since the s value of the left subtree of 9 is 0 while that of it ...
... Since the right subtree of 9 is empty, the result of melding this subtree of 9 and the tree with root 7 is just the tree with root 7. We make the tree with root 7 the right subtree of 9 temporarily to get the max tree of Figure 5.4(b). Since the s value of the left subtree of 9 is 0 while that of it ...
Single-Source Shortest Path on Weighted Graphs
... b. Process the left subtree c. Process the right subtree 11.Define post-order traversal? Post order traversal entails the following steps; a. Process the left subtree b. Process the right subtree c. Process the root node 12. Define in -order traversal? In-order traversal entails the following steps; ...
... b. Process the left subtree c. Process the right subtree 11.Define post-order traversal? Post order traversal entails the following steps; a. Process the left subtree b. Process the right subtree c. Process the root node 12. Define in -order traversal? In-order traversal entails the following steps; ...
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.