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5.4. DARPA Active Networks Approach
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Corporate Average One-Year Rating Transition Matrix, 1980 1998 Rating to (%) Initial Rating Aaa Aa A Baa Ba B Caa C Aaa 85.44 1.04 0.06 0.05 0.03 0.01 0.00 Aa 9.92 85.52 2.76 0.32 0.07 0.04 0.00 A Baa Ba B Caa C Default 0.00 0.00 0.01 0.08 0.49 2.54 62.97 0.00 0.03 0.01 0.15 1.34 6.50 25.16 WR* 3.63 3.59 4.03 5.49 8.46 7.96 0.00
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8.6.2 Limits on growth
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Now we estimate P(E1i |E2i ) by hypergeometric distribution. Consider the population (of keys) of size kr and number of defective items (the number of distinct keys revealed). We shall draw a sample of size i (without replacement) and we are interested in the event that all the items drawn are defective. Note that is estimated by the average number of distinct keys revealed, that is, = szk 1 So P(E1i |E2i ) = Finally
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run as separate entities and operate as utilities. Were that to happen, it could prove fatal. Who are these competitive quarters and what is their motivation Mostly they are large intermediaries. Their avowed purpose in promoting the idea of transaction and clearing utilities is to lower costs to their customers. It is no more than a ruse. Werner Seifert, chair of Management Board of the Deutsche Terminb rse AG, the world s largest futures exchange, calls it a o red herring. Seifert understands as we do that their real motivation is to control their customer s order ow. They want to internalize their dealings, take the markets upstairs, and exploit the pro t from the bid/ask spreads. In doing so, they will no doubt make lots of money, but there will be at least two fundamental casualties in their wake. The rst will be in the transparency implicit in the exchange-transaction process, one that is vital to the world and its regulators. Need we explain the inherent dangers in the loss of transparency in nancial transactions Need we revisit the causes of the Enron debacle If you want a glimpse of where lack of full disclosure can lead, you need look no further than current reports of ambiguous accounting procedures reaching levels of abuse that often bordered on fraud. As a trio of erudite Wall Street Journal reporters (John R. Emshwiller, Anita Raghavan, and Jathon Sapsford) recently pointed out, Some of the world s leading banks and brokerage rms provided Enron with crucial help in creating the intricate and misleading nancial structure that fueled the energy trader s impressive rise. Forgive me for underscoring that some of these same folks are the ones advocating that we become utilities, and have organized their own exchange where the transaction process has little if any transparency. Now, that s what I call Chutzpah! The second casualty will be that of innovation. Does anyone here remember the last innovation produced by a utility Hardly, unless you count pre-demutualized futures exchanges but we were unusual under any definition. Again, Werner Seifert states the proposition well: The entire valueadded chain of securities processing from the initial matching of trades and the determination of prices to the nal steps in clearing and settlement has to work with extremely high reliability. . . . [O]nly vertically integrated organizations can combine innovation with the level of reliability that customers require. To a degree, of course, this debate is an offshoot of the ongoing competitive con ict between centralized exchanges and ECNs. The fact that exchanges are regulated is only part of the issue. Who provides the most ef cient forum, the highest liquidity, the best price at the cheapest cost, are the critical considerations Well, the winner of that debate can be determined only by the ultimate arbiter the marketplace itself. And although the jury is still out, there has already been some indication which way
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where dleft and dright are constants dependent only on the choice of the value of the derivatives at the endpoints of the curve.3 Implementation of this scheme in Python requires a little more effort than the earlier cases:
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Marshalling and unmarshalling is performed by client stubs and implementation skeletons.
The GSM Association is very forward-looking with the vision of leading the way into the future, worded as follows:
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