Module:
Course:
Specialization:
Basic Data Structures (Week 1 out of 4)
Data Structures (Course 2 out of 6)
Data Structures and Algorithms
Programming Assignment 1:
Basic Data Structures
Revision: April 16, 2016
Introduction
Welcome to your first Programm
MEEM 6015
Supply Chain Management
HW 3: Inventory Control and Management
Issued: Feb. 4, 2010
Due February 11, 2010
Question 1
Choose either product A or product B to show the detailed computation of the numbers in the Table entitled Inventory Levels in t
MGT 6769
MULTISTEP BINOMIAL TREES
Week 8b
Alex Hsu, Ph.D.
10.1 A TWO-STEP BINOIMAL TREE
Consider extending the tree to one more period:
Note that the tree is recombining
An up and down movement is the same as a down and up
movement
10.1 A TWO-STEP BINO
MGT 6769
NO ARBITRAGE AND THE PRICING OF
INTEREST RATE SECURITIES
Week 11
Alex Hsu, Ph.D.
15.1 BOND PRICING WITH
DETERMINISTIC INTEREST RATE
Assume that the short-term interest rate rt (e.g. the overnight repo)
moves according to the following
dr (rproce
Module:
Course:
Specialization:
Priority Queues and Disjoint Sets (Week 2 out of 4)
Data Structures (Course 2 out of 6)
Data Structures and Algorithms
Programming Assignment 2:
Priority Queues and Disjoint Sets
Revision: April 20, 2016
Introduction
In thi
MGT 6769
INTEREST RATE MODELS IN
CONTINOUS TIME
Week 10
Alex Hsu, Ph.D.
14 INTEREST RATE MODELS IN
CONTINUOUS TIME
Continuous time is by far the most applied in term structure
models
We can start with the Ho-Lee model:
ri+1,j =
ri,j + i + ()
with p* = 0
MGT 6769
RISK NEUTRAL TREES AND
DERIVATIVE PRICING
Week 9
Alex Hsu, Ph.D.
11.1 RISK NEUTRAL TREES
11.1.1 The Ho-Lee Model
11.1.2 The Simple Black, Derman and Toy
(BDT) Model
11.1.3 Comparison of the Two Models
11.1.4 Risk Neutral Trees and Interest Ra
MGT 6769
ONE STEP BINOMIAL TREES
Week 8a
Alex Hsu, Ph.D.
Group Term Project
Replicate and extend Fleckenstein, Longstaff, and Lustig (2010).
Please DO NOT consult with other groups.
Groups of 6 or less people (Bloomberg expertise).
No wrong answers! Use y