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Abe et al. (2006) Allen et al. (1992) Anolli & Ciceri (1997) Anolli et al. (2003) Bello (2006) Bond et al. (1985) Bond et al. (1990) Buller & Aune (1987) Buller et al. (1989) Buller et al. (1994a) Cody & O Hair (1983) Cody et al. (1984, immediate response) Cody et al. (1984, delayed response) Cody et al. (1989) Davatzikos et al. (2005) Davis et al. (2005) DePaulo et al. (1982b) DePaulo, P. J. & DePaulo (1989) DeTurck et al. (1985) Dulaney (1982)

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At the other end, the receiving servlet accesses the properties with a call to the method getParameter(), as follows:

Figure 3.37 Typical visible and near-infrared absorption spectra for nickel(II) ions surrounded by ligands with different geometrical arrangements: (a) octahedral aqua ) and ethylenediamine [Ni NH2 CH2 CH2 NH2 3 ]2C ( - - - - ) ions; [Ni H2 O 6 ]2C ( (b) tetrahedral Ni Ph3 AsO 2 Br2 , where Ph D C6 H5 . Spectra based on F. A. Cotton and G. Wilkinson, Advanced Inorganic Chemistry, 1st Ed., Wiley, NY, 1962, pp 735 736.

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accepted mathematical techniques) available well before BSM In fact, we have seen how Black and Scholes unashamedly borrowed from Sprenkle, effectively making their formula look like Sprenkle s (under the special case of a risk-neutral world) We will expand on this substantially later in the book, but Sprenkle was not the only precursor In 1964, James Boness, a PhD student at the University of Chicago, had a formula that was even simpler than Sprenkle s and even closer to BSM Here the only unobservable involving human decisions was the stock s expected return, which he somehow tried to estimate from quoted option prices Had Boness been more pragmatic, and less of a perfectionistic purist, he might have just selected the risk-free rate as expected return and would have produced the exact same mathematical beauty as BSM, almost a decade earlier.

COMMODITIES , Vol. 22, No. 1 (January 2004). 2004 Technical Analysis, Inc. Used with permission. 2. Joachim Goldberg and R diger von Nitzsch, Behavioral Finance (Chichester, UK: John Wiley & Sons, 2001), pp. 102 106.

forms obtained from many sources, ranging from modern, very complex scienti c excavations to accounts of artifacts seen in the past, related to historians of dubious credibility Traditional methods involved the use of paper records, prodigious feats of memory, supplemented by many trips to the library, with all the delay in time and expenditure of resources involved The objective in creating a GIS-based record was to place veri ed archaeological evidence within a series of databases which were directly linked to modern maps to allow spatial analysis of data and digital mapping of text-based information Once the information is in a GIS, it becomes available for higher levels of usage These include the construction of a variety of terrain models, virtual reality (VR), and the dissemination of data through electronic media (intranet through the local authority, WWW to the external world) and predictive modelling of ancient urban landscapes.

Mathematician turned gambler turned hedge fund giant Edward Thorp partnered in 1965 with then fellow academic Sheen Kassouf to try their hands at warrant valuation In their 1967 book Beat the Market they discuss market-neutral delta hedging, describing practical off-thecuff approximation rules for rebalancing the hedge, without going as far as proposing continuous dynamic hedging that would remove all the risk all the time Thorp wasn t entirely satis ed from a quantitative angle, believing that more mathematical strictness could be added to the casual work already produced In so acting, he soon churned out a formula (published in 1969) exactly similar to Sprenkle s but, crucially, took a leap of faith and assumed a risk-neutral world, thus yielding an identical BSM twin He didn t think that enormous errors would be introduced by such reckless act of individuality and found the end result plausible.

Cris had been so focused on the investment side of his metals portfolio, he hadn t noticed the accumulation of storage and handling charges each time he bought or sold a position in a metal Rereading the customer agreement, he realized that the storage charges had only been waived for his rst six months as a customer, and had been steadily building ever since Cris discussed the margin e-mail with Fredrick, who encouraged him to pay the $6,400 because in ation expectations would push the value of his metal up in the next few months, and he would recover the additional investment several times over Cris sent the payment Six months later, and two years into FBC s leveraged-investment program, Cris realized that the in ation wasn t coming.

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