
Advanced Algorithm Design and Analysis (Lecture 1)
... Worst-case: We query the associated structures on all nodes on the path down the tree On level j, the depth of the associated structure is n log j log n j ...
... Worst-case: We query the associated structures on all nodes on the path down the tree On level j, the depth of the associated structure is n log j log n j ...
document
... Memory space can be reused if a node is deleted from a list – i.e deleted node can be made available for future use The operating system of a computer may periodically collect all the deleted space on to the free storage list. Any technique which does this collection called garbage collection ...
... Memory space can be reused if a node is deleted from a list – i.e deleted node can be made available for future use The operating system of a computer may periodically collect all the deleted space on to the free storage list. Any technique which does this collection called garbage collection ...
CHAPTER 7 BINARY TREES What is a Tree?
... greater than student ID 101. There aren’t any right child nodes of student ID 102 in this example. The next comparison results in a match. So, in a large binary tree, each time you do a comparison, you eliminate another half of the remaining nodes from the search. If you had 1 million nodes in the t ...
... greater than student ID 101. There aren’t any right child nodes of student ID 102 in this example. The next comparison results in a match. So, in a large binary tree, each time you do a comparison, you eliminate another half of the remaining nodes from the search. If you had 1 million nodes in the t ...
ppt
... from the root to some leaf node. If there are n search-key values in the file, the path is no longer than log f/2(n) (worst ...
... from the root to some leaf node. If there are n search-key values in the file, the path is no longer than log f/2(n) (worst ...
List
... The Link List is stored as a sequence of linked nodes. As in the case of the stack and the queue, each node in a linked list contains data AND a reference to the next node. The list can grow and shrink as needed The position of each element is given by an index from 0 to n1, where n is the number of ...
... The Link List is stored as a sequence of linked nodes. As in the case of the stack and the queue, each node in a linked list contains data AND a reference to the next node. The list can grow and shrink as needed The position of each element is given by an index from 0 to n1, where n is the number of ...
CHAPTER 6
... • VaR is is a good measure of risk – it combines information on the sensitivity of the value to changes in market-risk factors with information on the probable amount of change in those factors. – VaR tries to answer the question: how much could we lose today given our current position and the possi ...
... • VaR is is a good measure of risk – it combines information on the sensitivity of the value to changes in market-risk factors with information on the probable amount of change in those factors. – VaR tries to answer the question: how much could we lose today given our current position and the possi ...
1 Divide and Conquer
... induction. This makes it easy to show correctness and also to figure out cost bounds. The general structure looks as follows: — Base Case: When the problem is sufficiently small, we return the trivial answer directly or resort to a different, usually simpler, algorithm, which works great on small in ...
... induction. This makes it easy to show correctness and also to figure out cost bounds. The general structure looks as follows: — Base Case: When the problem is sufficiently small, we return the trivial answer directly or resort to a different, usually simpler, algorithm, which works great on small in ...
Experiment 5 Singly linked list with operations Create, Insert, Delete
... The principal benefit of a linked list over a conventional array is that the order of the linked items may be different from the order that the data items are stored in memory or on disk. For that reason, linked lists allow insertion and removal of nodes at any point in the list, with a constant nu ...
... The principal benefit of a linked list over a conventional array is that the order of the linked items may be different from the order that the data items are stored in memory or on disk. For that reason, linked lists allow insertion and removal of nodes at any point in the list, with a constant nu ...
MACRO HEDGING OF INTEREST RATE RISK INTRODUCTION
... The method used to test for macro hedge effectiveness (net present value method or gapping method as described in section II.C.) does not determine the accounting approach to be used. Under either approach, any ineffectiveness (which are caused by events that lead to an overhedged portfolio as descr ...
... The method used to test for macro hedge effectiveness (net present value method or gapping method as described in section II.C.) does not determine the accounting approach to be used. Under either approach, any ineffectiveness (which are caused by events that lead to an overhedged portfolio as descr ...
House Prices, Sales and Time on the Market: A Search
... Also, the distribution of the housing stock among the households implies H = nt + bt + 2st . ...
... Also, the distribution of the housing stock among the households implies H = nt + bt + 2st . ...
Extraneous Risk: Pricing of Non-Systematic Risk
... In order to study the market-wide influence of an extraneous risk, we consider a continuous-time, pure-exchange security market economy with heterogeneous investors. Our model is similar to Basak (2005) and Gallmeyer and Hollifiled (2008).3 There is a single perishable consumption good that acts as ...
... In order to study the market-wide influence of an extraneous risk, we consider a continuous-time, pure-exchange security market economy with heterogeneous investors. Our model is similar to Basak (2005) and Gallmeyer and Hollifiled (2008).3 There is a single perishable consumption good that acts as ...
Market Discipline and Subordinated Debt: A Review of
... literature is that equity holders, while they may be able to influence managers, indeed they are frequently assumed to be the managers, nonetheless have incentives that are opposed to the interests of bondholders and regulators in ensuring that firms avoid undue risktaking. This presumption leads to ...
... literature is that equity holders, while they may be able to influence managers, indeed they are frequently assumed to be the managers, nonetheless have incentives that are opposed to the interests of bondholders and regulators in ensuring that firms avoid undue risktaking. This presumption leads to ...
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.