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, and S Lau 1994 Bumping Up Against the Barrier with the Binomial Method Journal of Derivatives, 6 14 Boyle, P, and Y Tian 1999 Pricing Lookback and Barrier Options under the CEV Process Journal of Financial and Quantitative Analysis 34 (Correction http://depts washingtonedu/jfqa/) Brace, A, T Dun, and G Barton 1998 Towards a Central Interest Rate Model FMMA Notes, Working Paper Brace, A, D Gatarek, and M Musiela 1997 The Market Model of Interest Rate Dynamics Mathematical Finance 7: 127 155 Brace, A, and M Musiela 1994 A Multifactor Gauss Markov Implementation of Heath, Jarrow, and Morton Mathematical Finance 4: 259 283 Brace, A, and M Musiela 1997 Swap Derivatives in a Gaussian HJM Framework Mathematics of Derivative Securities, MAH Dempster, Cambridge University Press, Cambridge, 336 368 Breeden, D, and R Litzenberger 1978.

Eliminating between these two equations leads to:

Prices of State-Contingent Claims Implicit in Option Prices Journal of Business 51: 621 651 Brennan, M, and E Schwartz 1978 Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis Journal of Financial and Quantitative Analysis 13: 462 474 Brennan, M, and E Schwartz 1979 A Continuous Time Approach to the Pricing of Bonds Journal of Banking and Finance 3: 133 155 Brigo, D, and F Mercurio 1998 On Deterministic Shift Extensions of Short Rate Models Internal Paper, Banca IMI, Milan Available at http://webtiscalinetit/Damianhome Brigo, D, and F Mercurio 2000a Fitting Volatility Smiles with Analytically-Tractable Asset Price Models Internal Report, Banca IMI, Milan Available at http://webtiscalinetit/damianhome Brigo, D, and F Mercurio 2000b A Mixed-up Smile Risk (September)123 126 Brigo, D, and F Mercurio 2001a A Deterministic-Shift Extension of AnalyticallyTractable and Time-Homogenous Short Rate Models.

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Some Excel users have discovered that by pressing the spacebar, the contents of a cell seem to erase. Actually, pressing the spacebar inserts an invisible space character, which is not the same as erasing the cell. For example, the following formula returns the number of non-empty cells in range A1:A10. If you erase any of these cells by using the spacebar, these cells are included in the count, and the formula returns an incorrect result.

The formulas in columns E and G graphically depict monthly budget variances by displaying a series of characters in the Wingdings font. This example uses the

Finance and Stochastics Brigo, D, and F Mercurio 2001b Displaced and Mixture Diffusions for AnalyticallyTractable Smile Models Mathematical Finance Brigo D, and F Mercurio 2001c Interest Rate Models: Theory and Practice New York: Springer-Verlag..

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Note that in this example, we presumed one of two things: 1) that the script file is in the same directory as Lady Molinera (which the response actually substantiates), or 2) that the script file could have been somewhere in the directories defined by the Lady s PATH variable.

The web.xml file is used to provide configuration information for the Web application and the servlet container. In this section, we look at the web.xml file needed for this application. The first part of the file, which follows, provides the document information and the root <web-app> element:

In Step 5, you delete any table that may exist within the bookmark, then you paste the copied Excel range. If you don t delete any existing tables first, the copied range will be appended to the existing data.

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and delivered as required This certainly does not eliminate the need for such application-level tests, but it does simplify regular evaluations The application must provide methods for ensuring that user-inputted data are correct and appropriate1 Restricting user input is achieved through limiting the types of data elements that may be entered into a given field, using postentry error checking and user validation windows In addition, the application should allow entered data to be reviewed prior to processing Applications can do this by requiring separation of duties to be established or requiring two peers to sign off on a set of data With batched data, the application and the company must expect that the data provided will be of the same structure and type every time This is achievable by adopting strong application output controls on the originating system.

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