• 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
TREASURY BILLS What is a Treasury Bill?
TREASURY BILLS What is a Treasury Bill?

... Investors call or visit the Central Bank or its branches or currency centres a day after the auction date to know how much to pay for each successful bid. Payment MUST be done not later than 2.00pm on the following Monday (Value Date), provided it is a working day. If Monday is NOT a working day, th ...
Linked Lists
Linked Lists

m 1 , m 2
m 1 , m 2

... the following month (saving now for consumption later)?  Or how is consumption financed by borrowing now against income to be received at the end of the month? ...
an alternative approach for teaching the interest
an alternative approach for teaching the interest

Basic Data Structures
Basic Data Structures

Optimizing Query Time in a Bounding Volume
Optimizing Query Time in a Bounding Volume

19 Machine Learning in Lisp
19 Machine Learning in Lisp

... properties of a candidate object, and uses the resulting value to select a branch of the tree. It continues through the nodes of the tree, testing various properties, until it reaches a leaf, where each leaf node denotes a classification. ID3 uses an information theoretic test selection function to ...
Corporate Default Modelling
Corporate Default Modelling

... Arguments for the corporate default rate as a measure of the risk of financial instability • The Icelandic corporate sector represents the largest credit risk in the Icelandic banking system • Neither loan losses nor defaults are leading or lagging the other variable • Loan losses are more complex ...
Binary Search Trees
Binary Search Trees

... – Some trees are more likely to result than others. – Balanced trees are more likely than unbalanced trees. A balanced binary search tree has an added structure property to guarantee logarithmic depth in the worst case. e.g., An AVL tree is a balanced binary search tree that, for any node in the tre ...
Demand Uncertainty Reduces Market Power and Enhances Welfare
Demand Uncertainty Reduces Market Power and Enhances Welfare

Tax incentives and the housing bubble: the Spanish case.
Tax incentives and the housing bubble: the Spanish case.

... The evolution of house prices is of great importance. The long lasting profile of houses and its substantial weight in the portfolio of households alter resource allocation decisions made by consumers. House price increases are associated with a considerable wealth effect which alters the macroecono ...
Efficient Verified Red-Black Trees 1 September 2011 ANDREW W. APPEL
Efficient Verified Red-Black Trees 1 September 2011 ANDREW W. APPEL

... would probably be faster than Z but not as fast as Red-Black.) Filliâtre’s Red-Black trees, if revived, would probably perform as fast as mine. 2. I combine min elt (find the minimum element) and delete into a single operation delete min that does not have to do any comparisons at all. This was omi ...
RAQ: A Range-Queriable Distributed Data Structure
RAQ: A Range-Queriable Distributed Data Structure

ch12m
ch12m

... • A heap is a complete binary tree in which each element is less than or equal to both of its children • So a heap has both structural and ordering constraints • As with binary search trees, there are many possible heap configurations for a given set of elements • Our definition above is really a mi ...
Extension and Outreach/Department of Economics
Extension and Outreach/Department of Economics

... Supply comes online a few times during the year So at harvest, supply spikes, then diminishes until the next harvest Production decisions are based price forecasts Planting decisions can be made a full year (or more) before the crop price is realized Users provide year-round demand Livestock f ...
Non-hierarchical Structures: How to Model and
Non-hierarchical Structures: How to Model and

... structures and non of them are based on a well-defined data model. On the other hand, there are some non-XML markup languages such as SGML CONCUR [26], LMNL [23] and TexMECS [15], in which TexMECS is based on a data welldefined model called GODDAG. In order to efficiently query over overlapping stru ...
PowerPoint
PowerPoint

... of the front value of the queue but doesn’t remove that value? Not so easy. When an item is removed it can only be added back onto the end of the queue. Just to get the value of the first item, we’d need to copy the entire queue. If we really want something like “nextItem”, it should be implemented ...
Estimation of discrete choice models
Estimation of discrete choice models

... 3. Element of a dictionary: there are typical cases where several expressions are defined (like the utility functions for each alternative), but only one of them is relevant in a given expression (typically, the utility function corresponding to the chosen alternative). We call the set of expression ...
M.Sc. ACTUARIAL SCIENCE
M.Sc. ACTUARIAL SCIENCE

Tails, volatility risk premium, and equity index returns - Aalto
Tails, volatility risk premium, and equity index returns - Aalto

... captured fully by the moments, but which explain future returns. One potential feature could be the tail of the probability distribution of expected returns. The purpose of this study is to provide new empirical evidence on the explanatory power of option-based information on aggregate stock market ...
TN 01 Basic algebra and financial mathematics
TN 01 Basic algebra and financial mathematics

... The standard way of solving a system of two linear equations is to multiply one of the equations (we choose the second one) by a constant (λ) and subtract it from the other equation (the first in our case). The constant is chosen in such a way that it will eliminate one of the variables (y in our ca ...
CSE 326: Data Structures Lecture #20 Multidimensional Search Trees
CSE 326: Data Structures Lecture #20 Multidimensional Search Trees

... k-D Trees Can Be Inefficient (but not when built in batch!) insert(<5,0>) insert(<6,9>) insert(<9,3>) insert(<6,5>) insert(<7,7>) insert(<8,6>) ...
Derivatives and Risk Management Made Simple
Derivatives and Risk Management Made Simple

... Ordinarily when interest rates rise, the discount rate used in calculating the net present value (NPV) of liabilities rises, so the NPV of those liabilities is reduced and the fund’s funding ratio is improved. However, the opposite is also true of a decrease in rates, whereby the NPV of liabilities ...
Binary Trees
Binary Trees

... Binary Search Tree: Node Class (2/3) ● Nodes have a maximum of two non-null children that hold data implementing Comparable o Four instance variables: _data, _parent, _left, and _right, with each having a get and set method. o _data represents the data that Node stores. It also contains the k ...
Aptitute test with Answer ECE taken on 23 sep 2010
Aptitute test with Answer ECE taken on 23 sep 2010

< 1 ... 65 66 67 68 69 70 71 72 73 ... 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