• 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
CS3114 (Fall 2012) PROGRAMMING ASSIGNMENT #2
CS3114 (Fall 2012) PROGRAMMING ASSIGNMENT #2

Jeremy Siegel, Rob Arnott and Other Experts Forecast Equity Returns
Jeremy Siegel, Rob Arnott and Other Experts Forecast Equity Returns

CITY OF LAUDERHILL FIREFIGHTERS` RETIREMENT SYSTEM
CITY OF LAUDERHILL FIREFIGHTERS` RETIREMENT SYSTEM

11-2 Simplifying Radical Expressions - lindsey-math
11-2 Simplifying Radical Expressions - lindsey-math

doc
doc

... What is your discount rate? We can answer that easily enough if you answer the following kinds of questions: If you had a choice between a dollar today and $1.10 a year from now, would you take the dollar today or the $1.10? If you answered the dollar today, we know your discount rate is at least 10 ...
Slide 1
Slide 1

... Boy, am I in trouble I don’t have Enough fingers to solve this problem. What on Earth am I going to do? ...
Simple interest (5.1)
Simple interest (5.1)

... C) $11,391,050.38 D) $3,792,673.35 Present Value Annunity (One knows it is an annunity, not an annunity due, it also says present value. The wording on this type of question is not as clear as the prior question.) You may have a simular but different answer due to rounding errors unless you keep the ...
Lecture 1 Student Notes
Lecture 1 Student Notes

... tions performed only between versions with no shared data nodes. From there they show O(log (n)) overhead is possible for that case. If we only allow disjoint operations, then each data node’s version history is a tree. When evaluating read(node, field, version) there are tree cases: when node modifi ...
Proceedings of the 19 th Annual Global Finance Conference
Proceedings of the 19 th Annual Global Finance Conference

Practical Suffix Tree Construction
Practical Suffix Tree Construction

... paradigm (More efficient than first) ...
Tenth Lecture
Tenth Lecture

... Whenever you do Find(j) make S[k]=Find(j) for all elements on the path of j to the root, except the root. All nodes on the path of j now point to the root directly ...
The Anchors Hierarchy
The Anchors Hierarchy

... of the smallest parent node that contains them both completely-the smaller the better. This proceeds bottom up from the VR anchors until all nodes have been agglomerated into one tree. When this is completed we must deal with the fact that each of the leaf nodes (there are VR of them) contains VR po ...
File
File

ppt
ppt

... A stack can be viewed as a special type of list, where the elements are accessed, inserted, and deleted only from the end, called the top, of the stack. A queue represents a waiting list. A queue can be viewed as a special type of list, where the elements are inserted into the end (tail) of the queu ...
Creating a linked List
Creating a linked List

... The advantage of a doubly linked list is that we don’t need to keep track of the previous node for traversal or no need of traversing the whole list for finding the previous node. The disadvantage is that more pointers needs to be handled and more links need to updated. Applications of Linked Lists ...
05_1_Lecture
05_1_Lecture

... Euler tour technique • An Euler circuit of a graph is an edge-disjoint circuit which traverses all the nodes. • A graph permits an Euler circuit if and only if each vertex has equal indegree and outdegree. • An Euler circuit can be used for optimal parallel computation of many tree functions. • To ...
II Mid Examination - DATA STRUCTURES THROUGH C
II Mid Examination - DATA STRUCTURES THROUGH C

Answers to Concepts Review and Critical Thinking Questions
Answers to Concepts Review and Critical Thinking Questions

... The general method for valuing a share of stock is to find the present value of all expected future dividends. The dividend growth model presented in the text is only valid (i) if dividends are expected to occur forever, that is, the stock provides dividends in perpetuity, and (ii) if a constant gro ...
3.3 Path Copying - Transactional Data Structures
3.3 Path Copying - Transactional Data Structures

... singly-assigned memory location must always be written by an atomic instruction to prevent race conditions. An immutable memory location can be safely cached by multiple processors without requiring any mechanism to ensure cache coherence, whereas a singlyassigned memory location may not because the ...
Chapter 6 Slides
Chapter 6 Slides

... We can splice (separate) a node out of a chain if we can find the node's predecessor. node1.setNext(node2.getNext()); ...
Interest Rates
Interest Rates

Future Values
Future Values

... Was this a good deal? To answer, determine $24 is worth in the year 2006, compounded at 8%. ...
Document
Document

... Data Structures: A Pseudocode Approach with C ...
The Economy and Financial Markets November 15, 2007
The Economy and Financial Markets November 15, 2007

... High yield/junk bonds are not investment grade securities, involve substantial risks and generally should be part of the diversified portfolio of sophisticated investors. Small cap stocks may be subject to a higher degree of risk than more established companies’ securities. The illiquidity of the sm ...
CS503: First Lecture, Fall 2008
CS503: First Lecture, Fall 2008

... – Insert as in a normal binary search tree, but go back up the tree and update the balance factor of each node back towards the root. – “Go back up the tree” -> do something after the recursive call / on the “pop”. – If the balance factor becomes +2 or -2, rotate to correct it. – Four different case ...
< 1 ... 91 92 93 94 95 96 97 98 99 ... 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