Search results
Results from the WOW.Com Content Network
Once solved, retain these known short rates, and proceed to the next time-step (i.e. input spot-rate), "growing" the tree until it incorporates the full input yield-curve. In mathematical finance , the Black–Derman–Toy model ( BDT ) is a popular short-rate model used in the pricing of bond options , swaptions and other interest rate ...
Growtopia is a 2D massively multiplayer online sandbox video game based around the idea that most of the in-game items can be grown from their corresponding seeds. [8] The game has no end goals or 100% completion, but has an achievement system and quests to complete from non-player characters.
Binomial Lattice for equity, with CRR formulae Tree for an bond option returning the OAS (black vs red): the short rate is the top value; the development of the bond value shows pull-to-par clearly . In quantitative finance, a lattice model [1] is a numerical approach to the valuation of derivatives in situations requiring a discrete time model.
Print/export Download as PDF; Printable version; In other projects ... Pages in category "Lattice points" The following 39 pages are in this category, out of 39 total
Lattice model (physics), a physical model that is defined on a periodic structure with a repeating elemental unit pattern, as opposed to the continuum of space or spacetime; Lattice model (finance), a "discrete-time" model of the varying price over time of the underlying financial instrument, during the life of the instrument
The A n root lattice – that is, the lattice generated by the A n roots – is most easily described as the set of integer vectors in R n+1 whose components sum to zero. The A 2 root lattice is the vertex arrangement of the triangular tiling. The A 3 root lattice is known to crystallographers as the face-centered cubic (or cubic close packed ...
A lattice is an abstract structure studied in the mathematical subdisciplines of order theory and abstract algebra.It consists of a partially ordered set in which every pair of elements has a unique supremum (also called a least upper bound or join) and a unique infimum (also called a greatest lower bound or meet).
A lattice (L,∨,∧) is distributive if the following additional identity holds for all x, y, and z in L: x ∧ (y ∨ z) = (x ∧ y) ∨ (x ∧ z). Viewing lattices as partially ordered sets, this says that the meet operation preserves non-empty finite joins. It is a basic fact of lattice theory that the above condition is equivalent to its ...