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sinister contradiction, can unleash wild randomness, the assumption of wild randomness can keep wild randomness in check Will similar Normality-banning efforts take place as a result of the credit crisis, a decidedly much more impacting trauma than even Black Monday A quick look at the battle eld littered with the bodies of the investment banking cr` me de la cr` me and a gravely wounded nancial e e system in hasty retreat would seem to indicate that yes, Normality has to go, once and for all Credit traders appear of late to have reached the same Normality-abhorring conclusions as their equity or foreign exchange counterparts did 20 years ago and have given birth to their own smile, tentatively indicating that extreme events (turbocharged correlations in this case) should be considered more regular.

2 cup (125 ml) low-fat evaporated milk 2 tsp (2 ml) vanilla 4 cup (50 ml) sugar or Splenda 4 cup (50 ml) raisins

It was recommended he initially be provided with (1) the TMD Self-Management Therapies handout (appendix 4), (2) Closure Muscle-Stretching Exercise handout (appendix 6), (3) a stabilization appliance, and (4) referral to a physician for widespread pain (probable bromyalgia) and poor sleep quality. If he did not obtain adequate improvement with his daytime symptoms, I would then consider referring him to a psychologist to learn habit reversal and relaxation.

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It is likely that as a result of the crisis, that smile will grin ever happier (assuming that the credit correlation market continues to exist, that is) But more needs to be done VaR has to go, once and for all An unabashed VaR critic, inconsolably wondering why Black Monday plus LTCM (the occurrence within 11 years of two events deemed unimaginably improbable by the Normal distribution) had not resulted in the unpostponed burial of VaR, concluded that only a new severe market crisis could nally bring people to their senses and stop employing a tool that produces nonsensical results Now that the crisis is here (and more severe than anything that could have previously been imagined), will he be proven right, or will he again be left in hopeless disbelief VaR is a tool that transforms low volatility into higher risk A mechanism for transforming stability into mayhem.

n 1 176:88 s2 13 1 s2 14:74 The variance re ects the average squared deviation. It can be calculated from variables measured on the interval or ratio scale. The population variance is de ned as s2 and is calculated using the formula:

Through the frenetically unrealistic gadget, good times are converted into bad times Insanely but true, a relentlessly misguided mathematical device is permissively let loose to take us from safeness into trouble We have seen how this works: As VaR is calculated from past market action, a recent track record of nonturbulence yields a low risk estimate, thus giving carte blanche to increased speculation through enhanced leverage This is exactly what happened pre the credit crisis, which was of course elevated to historical legend by unapologetically excessive punting on complex securities on the back of tiny capital levels, and on the heels of a prolonged prior quiet period VaR is a perennial havoc-enabling mechanism, whose corruptive in uence can be the most damaging the more peaceful things have been The more normal things truly appear to be, the more abnormal.

Level Sets and Extrema of Random Processes and Fields, By Jean-Marc Aza s and Mario Wschebor Copyright 2009 John Wiley & Sons, Inc.

where u k is the 1-D unit step sequence. As k ! 1, the solution becomes U1 if j1 lHj < 1 14:6-7 V H 14:6-6

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The patient . . . came to see me at my apartment. . . . We returned to the bedroom. The bedspread had been taken off and the top sheet turned back in the usual way. When the patient saw this he immediately began to get undressed [including taking off his wig]. He got into bed, pulled the sheet up to his neck and prepared to go to sleep.

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This command tells the idltojava compiler not to run the IDL source code through the C/C++ preprocessor before it is compiled.

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