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ometime in the spring of 2007, I attended an all-star derivatives seminar organized by the Stern School of Business at New York University. The keynote speaker was Myron Scholes, a practitioner-academic most famous for having co-authored the most famous nancial formula ever. He wasn t there to talk about his formula, but rather about his new life as sophisticated asset manager. However, the formula did, perhaps disappointingly to him, inevitably come up at one point during the talks. One very prominent former quant (and currently very prominent academic) took to the podium with the intention of complimenting the option pricing model that Mr. Scholes and Fischer Black (with the help of Robert Merton) had put together almost 40 years earlier. His compliment consisted of endowing the formula with the nametag sophisticated vulgarity. Trust me when I tell you that that was meant as a compliment. I was there and could look the speaker in the eyes, distill his intentions through his tone of voice. Besides, I knew the man and his beliefs, and was aware of the illuminating fact that he had worked in the past with Black and had consistently had nothing but perennial accolades towards his persona.

md 1 d = d (m 1)/2 , (1 + 2d )(m+1)/2

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Step 1 is to look at the data. In this case, we have the information sent by the user to the JSP. This goes to the EJB and from there into the legacy system. There is little data sitting around the system. Second, we look at the messages. These are sent from the EJB to the legacy system. If we make them persistent, this improves the code that talks to the legacy system, but we don t have to. Third, we look at shutting down the Web server, which is probably not going to affect the other components since they don t depend on it for anything except input. Shutting down the application server, however, will kill the user interface since the JSPs won t have anything to talk to. Therefore, you should plan to shut down the Web applications before the application server, and restore them in the opposite order. The legacy connector can be safely shut down if the messages to it are persistent. However, the subscriber for the legacy connector must be registered before the application server is launched; otherwise, the messages from the EJBs will be lost. The legacy connector needs to finish handling its current message before it is shut down. If the legacy system supports transactions, we might be able to avoid this requirement. Otherwise, we will need to have some sort of administrative signal to tell the legacy connector to stop processing messages. As you can see, even in a simple example, there are a number of dependencies to consider. By planning ahead, and writing scripts or processes for shutting down and upgrading the system, you can capture these dependencies safely.

Figure 6.9 Infrared spectra of various blends of PVPh and PEO. Reprinted from Polymer, 26, Moskala, E. J., Varnell, D. F. and Coleman, M. M., Concerning the miscibility of poly(vinyl phenol) blends FTIR study , 228 234, Copyright (1985), with permission from Elsevier.

Polystyrene (linear) Polystyrene ( comb ) Polystyrene ( star ) Polystyrene - poly(methylmethacrylate) copolymer (heterograft) Poly(methylmethacrylate) (linear) Poly(vinylchloride)

where t (s) = 2(1 a t (s)) . t s 2 (8.58)

This was the rst mechanism widely deployed for the connection of disparate IPv6 networks and formed the basis of the experimental 6bone. This mechanism requires the static con guration of tunnels at both ends. This is administratively time-consuming and also somewhat inef cient (a problem associated with any tunnelling due to the extra overhead of the encapsulating protocol).

} protocol tcp; destination-port ssh; } then accept; } term deny-ssh-from-everywhere-else { from { protocol tcp; destination-port ssh; } then { log; reject; } } term allow-everything-else { then accept; } } /* Configure Cflow sampling */ filter cflowd { term sample-and-accept { then { sample; accept; } } } }

Figure 2-1 illustrates the debtor and debtor agent details as shown in the form of a SWIFT MT 103 and an ISO 20022 pacs.008 message. Arrows represent the mapping of data from one message to the other.

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