CS503: First Lecture, Fall 2008
... but we haven’t yet considered the most intuitive way to sort. – So I’m going to hand out some cards and we’re going to manually sort them by the first letter of their name. – Then we’re going to figure out what algorithm we used to do it. – (Extra item of note: if I handed one of you half of the car ...
... but we haven’t yet considered the most intuitive way to sort. – So I’m going to hand out some cards and we’re going to manually sort them by the first letter of their name. – Then we’re going to figure out what algorithm we used to do it. – (Extra item of note: if I handed one of you half of the car ...
Finance Notes 2008 Size: 351.5kb Last modified
... D2 - Probability that option will finish in the money (i.e. S>X) Note: implies probability of default Intrinsic value - value of right to buy at exercise price (i.e. S-X). Time value possibility of achieving value at a later date; equal to premium minus intrinsic value (P - (S-X)). Put / call parity ...
... D2 - Probability that option will finish in the money (i.e. S>X) Note: implies probability of default Intrinsic value - value of right to buy at exercise price (i.e. S-X). Time value possibility of achieving value at a later date; equal to premium minus intrinsic value (P - (S-X)). Put / call parity ...
dataStruct
... // Start at the head of the list StringNode n = head; // Now look for the last item while (n.getNext() != tail) n = n.getNext(); // n should now be pointing to the last but one // node in the list. This will be the new tail // We are going to drop the last element in the list // so make the current ...
... // Start at the head of the list StringNode n = head; // Now look for the last item while (n.getNext() != tail) n = n.getNext(); // n should now be pointing to the last but one // node in the list. This will be the new tail // We are going to drop the last element in the list // so make the current ...
Measurement of Market Risk
... various assets and within each asset class – Dynamics of the risk factors captured since simulation follows every historical move ...
... various assets and within each asset class – Dynamics of the risk factors captured since simulation follows every historical move ...
Recurrence Relations
... • Every path from the root to a leaf must have the same number of black nodes. How balanced of a tree will this produce? How hard will it be to maintain? ...
... • Every path from the root to a leaf must have the same number of black nodes. How balanced of a tree will this produce? How hard will it be to maintain? ...
PPT printable - Simpson College
... Algorithm – basic loop 2. While queue not empty and counter < |V| -1 : Read a vertex V from the queue For all adjacent vertices U : If Tu = -1 (not processed) Tu V ...
... Algorithm – basic loop 2. While queue not empty and counter < |V| -1 : Read a vertex V from the queue For all adjacent vertices U : If Tu = -1 (not processed) Tu V ...
A General Equilibrium Analysis of Option and Stock Market
... one consumption (there is no date zero consumption) we suppose that there are two classes of investors who disagree on the downside potential of the stock, i.e, they differ in beliefs by a mean-preserving spread on the lower tail of the stock's payoff distribution. Under these conditions the introdu ...
... one consumption (there is no date zero consumption) we suppose that there are two classes of investors who disagree on the downside potential of the stock, i.e, they differ in beliefs by a mean-preserving spread on the lower tail of the stock's payoff distribution. Under these conditions the introdu ...
Chapter 7: The CAPM
... The CAPM relates the amount of the relevant risk for an asset to the amount of the expected return (and risk premium) to induce investment flow from equity investors. Thus, the expected return can be viewed as the required rate of return demanded by equity holders. This gives us an estimate of cost ...
... The CAPM relates the amount of the relevant risk for an asset to the amount of the expected return (and risk premium) to induce investment flow from equity investors. Thus, the expected return can be viewed as the required rate of return demanded by equity holders. This gives us an estimate of cost ...
Thoughts on Rising Interest Rates
... momentum of U.S. economic growth. That’s by design. In the slow march toward a neutral policy stance, the Fed has the luxury of hiking only when there is enough confidence in the economy to withstand higher rates. As 2017 began, we expected the Fed to hike two or three times during the calendar year ...
... momentum of U.S. economic growth. That’s by design. In the slow march toward a neutral policy stance, the Fed has the luxury of hiking only when there is enough confidence in the economy to withstand higher rates. As 2017 began, we expected the Fed to hike two or three times during the calendar year ...
pptx
... percolateDown make arr[i] less than children without breaking the property for any descendants So after the loop finishes, all nodes are less than their children Winter 2017 ...
... percolateDown make arr[i] less than children without breaking the property for any descendants So after the loop finishes, all nodes are less than their children Winter 2017 ...
Compiled by CA. Aditya Kumar Maheshwari AS – 30 :: Financial
... It is a financial assets or liabilities that meet either of the following conditions: 1. It is classified as held for trading. The assets/liabilities is held for trading if it is Acquired or incurred principally for the purpose of selling or repurchasing it in the near term; or Part of a portfol ...
... It is a financial assets or liabilities that meet either of the following conditions: 1. It is classified as held for trading. The assets/liabilities is held for trading if it is Acquired or incurred principally for the purpose of selling or repurchasing it in the near term; or Part of a portfol ...
AUSTRALIAN COMMERCIAL REAL ESTATE
... RETURNS IN THE SHORT TERM As we saw elsewhere in the world, investors in Australia flocked to commercial real estate in 2014 as the chase for yield intensified as interest rates fell. In fact, liquidity in Australia is currently in excess of the pre-GFC years as highlighted in figure 1 below. At the ...
... RETURNS IN THE SHORT TERM As we saw elsewhere in the world, investors in Australia flocked to commercial real estate in 2014 as the chase for yield intensified as interest rates fell. In fact, liquidity in Australia is currently in excess of the pre-GFC years as highlighted in figure 1 below. At the ...
Derivatives: The Good, The Bad and … the Necessary?
... In the U.S., proposed legislation will address the credit risks posed by the nature of the bilateral agreement, as well as the risks posed to the financial system from fraud and market manipulation. The “Over-the-Counter Derivatives Markets Act of 2009” drafted by the U.S. administration in Augu ...
... In the U.S., proposed legislation will address the credit risks posed by the nature of the bilateral agreement, as well as the risks posed to the financial system from fraud and market manipulation. The “Over-the-Counter Derivatives Markets Act of 2009” drafted by the U.S. administration in Augu ...
Working Faper No. 792 Rudiger Dornbusch 1050
... the value of consols and thus the goods market (or the capital market) clears. The schedule labelled b[l+l/r1/(l+r ...
... the value of consols and thus the goods market (or the capital market) clears. The schedule labelled b[l+l/r1/(l+r ...
Fixed Income in a Rising Rate Environment
... typically respond to rising rates. To simplify the analysis, a rising rate period is when the Federal Reserve is tightening. This means that short-term rates are rising, but other factors may be impacting the intermediate and long ends of the yield curve. Since 1994, there have been three periods of ...
... typically respond to rising rates. To simplify the analysis, a rising rate period is when the Federal Reserve is tightening. This means that short-term rates are rising, but other factors may be impacting the intermediate and long ends of the yield curve. Since 1994, there have been three periods of ...
Quadratics Powerpoint
... STEP 1 Hit Y= and enter Y1 = x2 – 3x – 4 and Y2 = 0 (the x-axis) STEP 2 Hit WINDOW and ...
... STEP 1 Hit Y= and enter Y1 = x2 – 3x – 4 and Y2 = 0 (the x-axis) STEP 2 Hit WINDOW and ...
Representation transformations of ordered lists
... (1) b − 1 ≥ 0: We know that h(t) ≥ 0 (since t 6= N IL) and h(t) < 2b. Consequently, b > 0, and therefore b − 1 ≥ 0. (2) b − 2 ≤ m(s(t)): From I1, b − 1 ≤ m(t). From the definition of m(t), m(t) ≤ 1 + m(s(t)). As a result, b − 1 ≤ 1 + m(s(t)), i.e. b − 2 ≤ m(s(t)). (3) h(s(t)) ≤ 2(b − 1): h(t) < 2b, ...
... (1) b − 1 ≥ 0: We know that h(t) ≥ 0 (since t 6= N IL) and h(t) < 2b. Consequently, b > 0, and therefore b − 1 ≥ 0. (2) b − 2 ≤ m(s(t)): From I1, b − 1 ≤ m(t). From the definition of m(t), m(t) ≤ 1 + m(s(t)). As a result, b − 1 ≤ 1 + m(s(t)), i.e. b − 2 ≤ m(s(t)). (3) h(s(t)) ≤ 2(b − 1): h(t) < 2b, ...
Tree ADT - Computer Science, NMSU
... • There exists exactly one node (called the root of the tree) which has in-degree equal to zero. • all the other nodes in the tree have in-degree equal to one. If n is a node, and this is connected to the nodes n1 , . . . , nk via outgoing edges, then n1 , . . . , nk are all children of n. In Figure ...
... • There exists exactly one node (called the root of the tree) which has in-degree equal to zero. • all the other nodes in the tree have in-degree equal to one. If n is a node, and this is connected to the nodes n1 , . . . , nk via outgoing edges, then n1 , . . . , nk are all children of n. In Figure ...
Binary Search Trees
... y = the child of z with highest subtree x = the child of y with highest subtree ...
... y = the child of z with highest subtree x = the child of y with highest subtree ...
Chapter 5 : Trees
... Determine the number of distinct binary trees having n nodes (problem 1) Determine the number of distinct permutations of the numbers from 1 to n obtainable by a stack (problem 2) Determine the number of distinct ways of multiply n + 1 matrices (problem 3) ...
... Determine the number of distinct binary trees having n nodes (problem 1) Determine the number of distinct permutations of the numbers from 1 to n obtainable by a stack (problem 2) Determine the number of distinct ways of multiply n + 1 matrices (problem 3) ...
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.