'Binomial tree' diaporamas de présentation

Chapter 3

Chapter 3. Binomial Tree Methods ------ Discrete Models of Option Pricing. An Example.

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Heaps

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CS473-Algorithms

CS473-Algorithms. Lecture BINOMIAL HEAPS. Binomial Heaps. DATA STRUCTURES: MERGEABLE HEAPS MAKE-HEAP ( ) Creates & returns a new heap with no elements. INSERT (H,x) Inserts a node x whose key field has already been filled into heap H . MINIMUM (H)

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Basic Numerical Procedures

Basic Numerical Procedures. Chapter 19. ??? ??? 2009/07/17. Approaches to Derivatives Valuation. Trees Monte Carlo simulation Finite difference methods. Binomial Trees. Binomial trees are frequently used to approximate the movements in the price of a stock or other asset

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Option Pricing Approaches

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Numerical Procedures Chapter 16

Numerical Procedures Chapter 16. Binomial Trees. Binomial trees are frequently used to approximate the movements in the price of a stock or other asset

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Predicting Interest Rates

Predicting Interest Rates. Statistical Models. Economic vs. Statistical Models. Economic models are designed to match correlations between interest rates and other economic aggregate variables

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?? 7: Heap

?? 7: Heap. (Chapter 9). ?? for priority queues Leftist trees Binomial heap Min-Max heap. 1. ??. A double-ended priority queue is a data structure that supports the following operation:. Return an element with minimum priority. Return an element with maximum priority.

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Using the recombining binomial tree to pricing the interest rate derivatives: Libor Market Model

Using the recombining binomial tree to pricing the interest rate derivatives: Libor Market Model. ??? 2007/11/27. Agenda. The reason why I choose this issue The property of the LIBOR Market Model (LMM) Review of other interest rate models The procedures which how to complete my paper.

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Models FOR Financial Economic (MFE or 3/F)

Models FOR Financial Economic (MFE or 3/F). Review Sessions -Jasdeep Sidhu. About Me. I am senior, Math Major. Actuarial Exams: Exam P : Fall 2010 Exam FM : Fall 2010 Exam MFE : Spring 2011 Exam MLC : Fall 2011 Feel free to contact me if you have any questions: jss380@psu.edu.

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Fibonacci Heap

Fibonacci Heap. BH&FH. Why BH&FH -- ????. MaxPQ. MinPQ. Symmetric Max Data Structures. Min Heap. DEPQ. Deap. MinMax. Mergeable MinPQ. Min-Leftist. Min-Skew. Min-B-Heap. Min-F-Heap. Inheritance. ADT. ????. Why BH&FH -- ??. Server for one priority shuts down ?

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Binomial Heaps

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CS757 Computational Finance Project No. CS757.2003Win03-25

CS757 Computational Finance Project No. CS757.2003Win03-25. Pricing Barrier Options using Binomial Trees Gong Chen Department of Computer Science University of Manitoba 1 Instructor: Dr.Ruppa K. Thulasiram. 1 gongchen@cs.umanitoba.ca. Outline. Introduction and Motivation Background

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2.0%

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Options Pricing: addon

Options Pricing: addon. Riccardo Colacito. Setup of the problem. Stock price today is $100 Two future dates At each date Stock price can go up by 10% Stock price can go down by 5% Call strike price is $110 Risk free rate for each period is 5%.

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Wheel of Probability

Wheel of Probability. Bernard Brooks youtube link. Wheel of Probability. Probability and number types http :// mathmidway.org/Training/pdf/numberlineTourGuide.pdf Number Devil book How many primes from 1-100: Sieve of E ratosthenes Binomial Tree and coin flipping. Activities.

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Calculating interest rate Caps and Floors using a Binomial Tree

Calculating interest rate Caps and Floors using a Binomial Tree. Galabe Sampid Marius , Keskus Eren, & Celestin Kamta. Abstract.

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Barrier option valuation with binomial model

Barrier option valuation with binomial model. Binomial model Barrier options Formulas Application. Barrier options. Down-and-out Down-and-in Up-and-out Up-and-in. Barrier levels. Down-and-out: H < K Down-and-in: H < K Up-and-out: H > K Up-and-in: H > K. Binomial Model.

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N Period Binomial Option Pricing Model

N Period Binomial Option Pricing Model. Kevin Clarke. Call options A call option gives the holder the right to buy the underlying asset by a certain date for a certain price. Put options

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