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The costs of investing include the explicit costs of trading, management fees, and the operational costs of investing, such as accounting, custody, shareholder servicing, trustee, and other costs. The explicit costs of trading are embedded in the calculation of return because we include the broker commission, fees, and trading taxes into the cost of the investment established on trade date. The difference between the amount paid and the value of the security at the end of the day includes the effects of these trading costs. This serves to reduce the single period returns by the commission and trading fees. So we do not need to explicitly recognize trading costs in the calculation of the fund level return. In the case of mutual funds, the accrued liability for the management fee and other investment expenses reduce the reported daily NAV.1 So returns calculated using the per-share NAV explicitly include the effect of these fees, i.e. mutual fund returns are net-of-management fee and expense returns. For many types of accounts however, including institutional separate accounts, we do need to explicitly factor these fees into the calculation in order to determine the equivalent return.

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It should be noted that C/T ratios in the above formula are in numerical value. It is assumed that atmospheric attenuation does not occur simultaneously on both the uplink and the downlink; consequently, two link budgets have to be performed separately for the following configurations: i) atmospheric attenuation in the uplink, corresponding to a percentage pup% of the total time, and clear weather in the downlink;

This formula displays an empty string if cell C2 is blank or contains 0; otherwise, it displays the calculated value. Another approach is to use an IF function to check for any error condition. The following formula, for example, displays an empty string if the formula results in any type of error.

Consider the simple interest rate, R(t, T) with maturity T t. We can de ne this rate in terms of a zero-coupon bond P(t, T) as 1 1 P(t , T ) R(t , T ) = T 1 so that P(t , T ) = 1 1 + R(t , T )(t 1) (14.13)

Hand and Keyboard (Digital and Digital)

(12.28)

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Consider now the CIR model with time-dependent parameters: dr = a(t )(r (t ) r )dt + (t ) rdz (10.94)

The MySQL JDBC driver is downloaded separately from the MySQL database distribution. The same file is used for Linux and Windows. The file can be downloaded from http://www.mysql.com and is normally named something like:

TV carrier e.i.r.p. Path loss Satellite G/T (EOC: edge of coverage) Antenna pattern advantage (geographical advantage) Margin for tracking error, rain, etc. (C/T)up = a b+c+d e

The Professor returned to his office the following morning, after his lecture on the Inevitability of Patterns in the Work of William Gass. Even as he stepped across the threshold and before he closed the office door, he noticed the half-completed memorandum upright in his

Pricing the same swaption in the previous section (using the same parameters) with predictor-corrector, we get a value of $3.268, a standard deviation of 0.01203, and a standard error of 0.00012.

installation. Expert estimates can be used, in particular, under a linguistic form. So during the process of decision making, several quantitative and qualitative criteria should be taken into account. This book uses an approach based on an algorithm of Bellman Zadeh [15]: ~ Aj fX; mAj X g X 2 Dx ; j 1; . . . ; n

Building Axis-Based Infrastructure Setting Up the ACME Web Services Environment Implementing the ACME Web Services

If all the items in the two sequences are equal, the sequences are considered equal. If the first few items of one sequence are the same as in the other sequence, the smaller sequence is considered to be less than the longer one.

In Part III we look at measures of the ef ciency of the portfolio in a mean-variance framework, including the Sharpe ratio, M2 return, and the Information Ratio. We look at the measurement of value added via the calculation of the portfolio s Alpha and Beta in the context of the Capital Asset Pricing Model (CAPM). We then cover some methods to analyze the time series of returns to determine whether there is statistical evidence of manager value added over the period.