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where the tildes denote expectations and variances under the risk-neutral probability measure. We know from Girsanov s theorem that the relationship between the actual and risk-neutral drift is *(t, T) = (t, T) (t) (t, T) where (t) is the risk premium or market price of risk a measure of the excess expected return (above the risk-free rate) per unit of standard deviation (risk) for zero-coupon bonds. If the risk-neutral probabilities (t; st) are chosen such that (t; st) = 1/2, then the computation of matching discrete and continuous time processes is simpli ed. Following Jarrow (1996), in the discrete-time empirical economy, we can characterize the forward rate process by (t , T ; st )f (t , T ; st ) f (t + , T ; st + ) = (t , T ; st )f (t , T ; st ) where (t , T ; st ) = e[ ( t ,T ; s t ) ( t ,T ; s t ) and (t , T ; st ) = e[ ( t ,T ; s t ) + ( t ,T ; s t ) and q (t ; st ) = 1 1 + (t ; st ) 2 2 1 1 (t ; st ) 2 2 *(t , T ) (t , T ) (t , T )

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dB,C 0:57 Table 3.10 compares the distance scores for all pairs of observations from Table 3.9 calculated using the simple, Jaccard, Russell and Rao, Dice, and Rogers and Tanimoto methods. The speci c distance measure should be selected that most closely represents the distance between the observations for the speci c problem being addressed. Other binary similarity and distance measures can be seen in Table 3.11.

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Conference of the IEEE Industrial Electronics Society, IECON 01, Denver, CO, December 2001, pp. 1364 1369. S. P. Singh, B. M. Singh, and P. Jain, Performance characteristics and optimum utilization of a cage machine as capacitor excited induction generator, IEEE Transactions on Energy Conversion, Vol. 5, No. 4, pp. 679 684, December 1990. E. Muljadi, J. Sallan, M. Sanz, and C. P. Butter eld, Investigation of self-excited induction generators for wind turbine applications, IEEE, pp. 509 515, 1999. R. P. Tabosa, G. A. Soares, and R. Shindo, Motor de alto rendimento (The High Ef ciency Motor), Technical Handbook of the PROCEL Program, Eletrobras/Procel/ CEPEL, Rio de Janeiro, Brazil, August 1998. I. Barbi, Teoria fundamental do motor de inducao Fundamental Theory of the Induction Motor, Universidade Federal de Santa Maria Press Eletrobras, Florianopolis, Brazil, 1985. G. W. Stagg and A. H. El-Abiad, Computer Methods in Power Systems Analysis, McGraw-Hill, New York, 1968. O. I. Elgerd, Electric Energy Systems Theory: An Introduction, McGraw-Hill, TMH Edition, New York New Delhi, 1971. R. Gasch and J. Twele, Wind Power Plants: Fundamentals, Design, Construction and Operation, Solarpraxis, Berlin, 2002, pp. 299 313.

FIGURE 11.2 A COMPARISON OF THE CRB PRECIOUS METALS CROUP INDEX (UPPER CHART) AND A RELATIVE RATIO OF THE PRECIOUS METALS INDEX (LOWER CHART) DIVIDED BY THE CRB INDEX OVER 100 DAYS. PRECIOUS METALS WERE THE SECOND STRONGEST COMMODITY GROUP IN THE FOURTH QUARTER OF 1989. THE BREAKING OF THE UP TRENDLINE IN LATE DECEMBER SIGNALED THAT THE PRECIOUS METALS' RELATIVE STRENGTH WAS SLIPPING. Commodity Research Bureau Precious Metals Group lndex-100 Days

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BGP speakers Thus, each speaker maintains a constant number of peerings, regardless of the number of BGP speakers in the network Ease of configuration Adding a new BGP speaker only requires setting up a BGP session to the RR, rather than multiple sessions from and to the new speaker The differences in the RR use in plain IP service provider networks and VPN networks stem from differences in the routing information carried and how it is advertised, in particular: 1 The routes carried by the PE routers 2 The number of paths to a particular destination In a pure IP scenario, the routing information carried in BGP is the full Internet routing table Traffic is forwarded as IP and therefore: 1 All routers need to have information for all the destinations 2.

This section presents two examples that use the NPV function to calculate future values or accumulations. These examples take advantage of the fact that:

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