The purpose of this report is to explain how – by leveraging on the capabilities of the amazon web services – it is possible to manage and process a set of data that is too large and complex for traditional data processing techniques and technologies.
The report discusses the implementation of a set of services – from the retrieval of external data to its transformation, through the storage on non relational databases and finally the parallel computation on an external cluster – meant for the management of discographic information in order to easily join different data in an agile manner and subsequently perform additional processing based on the joined output.
This demo file is intended to serve as a "starter file'' for IEEE conference papers produced under LaTeX.
This is one of a number of templates using the IEEE style that are available on Overleaf to help you get started - use the tags below to find more.
This template is derived from the GigaScience LaTeX template. The original template is now customised to GigaBytes requirement and can be used to submit Data Report for GigaBytes. Overleaf and Oxford University Press (OUP) have created the initial template for authors submitting manuscripts to GigaScience.
This template allows authors to prepare and edit their manuscripts in the OUP 'contemporary' layout used by GigaBytes.
To begin writing, simply click the Open as Template button, above. Additional guidelines for preparing your submission are included within the template itself.
Man kann die Punkte für jede Aufgabe in einen Array eingeben und sie werden automatisch als Tabelle auf dem Deckblatt angezeigt 🤯
Sieht auch sonst schick aus und enthält viele hilfreiche Makros in der `mathmacros.tex`.
Die Vorlage wird als Public Domain ohne Garantie veröffentlicht.
In this paper we discuss how to price American, European and Asian options using a geometric Brownian motion model for stock price. We investigate the analytic solution for Black-Scholes differential equation for European options and consider numerical methods for approximating the price of other types of options. These numerical methods include Monte Carlo, binomial trees, trinomial trees and finite difference methods. We conclude our discussion with an investigation of how these methods perform with respect to the changes in different Greeks. Further analysing how the value of a certain Greeks affect the price of a given option.