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Continuity, see Graphics design, visual grouping in Continuous, see Variables, continuous Contrasting colors, see Graphics design, use of color in Coordinated panels, 54 Correlation, 49 Correlation coef cient, 9, 63, 118, 162, 251 252. See also Distance, correlation coef cient Correlation matrix, 113, 127, 189 190 Cosine distance, see Distance, cosine Cost/bene t analysis, 2 Covariance matrix, 86, 127, 146 147 CRIPS DM, 17 Crisp clustering, see Clustering, partitioned based CRM, see Customer Relationship Management Cross selling, see Applications, cross selling Cross validation, 116 117, 150, 201, 261 263 Cubed, 8, 131, 235 Cumulative frequency histogram, 38 40 Customer Relationship Management, 3, 13, 168 Cycles, see Neural networks, cycles Data, bivariate, 14, 20, 49, 66 cleaning, 6, 205, 219, 228 230 collection, 179 errors, 6 insight, 126 integration, 7 missing, 6, 196, 230 multivariate, 14, 20, 50, 66 non numeric, 230 normalization, 75, 230 231, 270 outliers, 6, 44, 131, 146, 196, 199 quality, 2 smoothing, 6, 8 source, 2, 3 text values, 6 univariate, 14, 20, 36, 66 unstructured, 3, 203 213 Data graphics, 5, 14, 20, 23, 66, 219, 238 246 histogram matrices, 50, 52 54

Ayache, Forsyth, and Vetzal (2003), 17. Wilmott, Howison, and Dewynne (1995), 291 292.

In Step 1, you declare four variables:

_______________

Figure 9.12 shows the messages logged by the JAXM provider during communication. To find out the provider s log of messages, navigate to the JAXM provider logging location, using a Web browser or listing the directory to the following location: %JWSDP_HOME%/work/ServicesEngine /jwsdp-services/jaxm-provider/ebxml/wiley. This applies to the JAXM Reference implementation provided with Sun JWSDP. In case of other JAXM implementations, refer to the provider documentation.

2 Fk (0)

and for a time-invariant system (where A is independent on t ) it becomes the exponential matrix F (tk 1, tk ) Fk ( k ) = e A k (2.78)

We need Ito s stochastic integrals in nance to express P/Ls of continuous-time dynamic trading strategies.

The following formula uses the REPLACE function to replace one character beginning at position 5 with nothing. In other words, it removes the fifth character (a hyphen) and returns Part544.

Listing 8.8 sw-order.xsl. (continued)

After Juana has combined the telephone list files into one and then compressed that one file (see Example 9.16), she wants to check that the compressed file is in good shape as far as content and format before she transmits it to La Mancha. She uses zcat, piped to less, to do so:

p (t, y)

Notice that this time, commandname is an argument and not a command. The command here is man. If at any time you want to suspend or stop man

American Put Price $1.712 $1.697 $1.678 $1.664 $1.663 (European) Black-Scholes Model $1.663 $1.663 $1.663 $1.663 $1.663

2.79 4.00 7.08

13

What if we were evaluating the performance of a portfolio where the manager has a strategy that consists of a combination of both asset allocation and security selection techniques Many times investment advisory rms have a multilevel decision-making process for allocating assets within the fund. For example, one team makes country weighting and another team makes local market security selection decisions. Here we would expect the successful rm to demonstrate value added via both the security selection and the asset allocation management effects. The calculation of these effects in tandem is straightforward, but by trying to quantify the efforts made by two separate decision making processes we have a problem: the assignment of value added in situations where there is both a gain due to security selection and a gain due to asset allocation within a segment. This is because there is an interaction between the two management effects. This problem is analogous to the problem we had calculating currency return in Exhibit 15.12, where we showed how the base currency return to a security was comprised of a local return, currency return, and an interaction effect between the local and currency returns. Here we will see that there is an interaction effect between the asset allocation and security selection effects that cannot be attributed to either decision without having prior knowledge of the manager s strategy. Consider a portfolio where the manager has added value through both security selection and asset allocation techniques. Exhibit 18.5 shows a global stock fund during a period in which Canada had a higher return than the other two countries. The benchmark return in Canada was 10%, and the weighted average country return was 7.9%. EXHIBIT 18.5

3 3 3 3 5

t =1