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A(t) = A0 sin[2p (t)] where A0 is the radius of the circle. Since the concept of phase is often applied to periodic signals, we can call A(t) the signal and A0 the amplitude of the signal . For example, in the case of radio waves, A(t) would be the strength of the electric eld, which oscillates in time as the wave passes by. Inverting the above formula, we can therefore determine the phase (t) if we measure the signal A(t) (and, similarly, we could infer the clock time). Note that, for an ideal clock, the signal would be a pure sinusoidal function of time: Aideal = A0 sin 2p ideal = A0 sin(2pf0t + 2p 0) = (A0 cos 2p 0)sin 2pf0t + (A0 sin 2p 0)cos 2pf0t S = A0 sin w0t + AC cos w0t 0 where the angular frequency w0 2pf0 has units of radians per second. For a real clock, the signal would the same sinusoidal function of its own clock time , (but would generally be a complicated function of true time):

I think that assertion a big exaggeration (while at the same time recognizing that on occasions quantitative models, by promising certainties and a sense of security, conveniently help propel activity in some speci c, otherwise size-challenged corner of the industry; such processes tend to end not well) The market s infatuation with mathematical prodigies (symbolized by several well-known facets, including the use of Value at Risk for the past 15 years, episodes of portfolio insurance and dynamic hedging techniques applications, or the convoluted credit models employed in the past few years) is probably explained by a combination of factors Naturally, it wouldn t be far-fetched to consider that breadwinners (traders, salespeople, asset managers) do consider, with varying degrees of intensity and sincerity, theoretical contributions useful and a source of competitive advantage.

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X f ej2pfT0 B f p SN f Then, the Schwarz inequality gives 1 2 j2pfT df X f H f e

Many of these players may honestly and eagerly believe that markets are mathematically tamable and that quantitative measures can be value-adding guiding lights This could be explained by the proliferation of scienti cally trained people in nanceland and by the tide of business school graduates who are ever more increasingly being taught theoretical tenets on campus Another possibility is that nonmathematicians may be impressed and awed by the equations, and would shy away from challenging the validity or appropriateness of the models in fear of being revealed as technically unsavvy and hopelessly backward Such reactions may be fueled not just by the PhD acronyms inscribed on the modelers stationery, but also by the undeniable existence of extreme success stories involving quantitative types loose in trading oors There is no doubt that the legendary.

or many people, a meal is simply not complete without dessert. (Indeed, for many people, dessert is the highlight of a meal!) Having diabetes doesn t magically make your appetite for dessert go away, nor should it. If you re living with diabetes you can eat anything you want including dessert. As you might expect, some buts go along with this open invitation. As we look at in the next section, however, the overriding point is that having diabetes is not a punishment and nothing is forbidden!

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A basic theorem of analysis is that a sequence converges to a xed point if it is a Cauchy sequence. The relation (14.4-14) shows that uk is a Cauchy sequence. It follows that

a) v = O : Maximum overlap Eo(S) Eo(A) I (E) E b) v > O : Partial overlap E c) v < O : Partial overlap E v<<O Eo(S) Eo(A) v>>O d) v << O : No overlap No resonance E Eo(S) T (%) Rel. transmission T v Eo(A) Eo(S)

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