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That they do not merely want to lecture birds on how to y, but would actually lovingly welcome any clarifying contributions from the aves themselves By embracing Taleb and Haug and kick-starting a serious all-inclusive debate on the real history of option trading and pricing, theorists would show that they are not the stubborn isolationists, unrepentant abstractionists, incorrigible obscurants that many had taken them to be The issue is particularly pressing because the Taleb and Haug critique is, as we know, by no means the only bad mark on BSM s report card Even before, BSM already presented quite a challenging conundrum for the theorists It is undeniable that the model has become an inconvenient source of problems for the theoretical establishment.

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BSM shows that theories can cause lots of damage in the markets, that they can be extremely inaccurate mathematically, that they may not have been needed whatsoever, and that they may not have been widely adopted at all That is, that theories can be lethal, wrong, pointless, unpopular, and outrightly ignored While the temptation to continue to brag about the Nobelist formula (and the justi cation it provided for the no-holdsbarred unleashing of the mathematization of nance) may be hard to resist, theorists would be well advised to exercise some caution Now that the son has been publicly revealed as a shadow of his former self, it may be time for the forebears to display some healing humbleness..

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so that the Palm measure can be estimated in a consistent way as T + by means of the quotient on the right-hand side of this formula, on the basis of the observation of the point process in the window [0, T ]. On the other hand, when applied to random waves, according to the de nition given by (11.6), the Palm measure can be computed using one-parameter weighted Rice formulas. A basic example is the following: Proposition 11.2 (Rychlik, 1987). Let {X(t), t R} be a centered stationary Gaussian process satisfying the conditions of Theorem 6.2. The density of the Palm distribution of the half-wave period T5 T3 is pT5 T3 ( ) = (const)pX(0),X( ) (0, 0) I E X (0)X ( )1 X(s) 0, s [o, ] X(0) = X( ) = 0). See Exercise 11.1, which contains a hint for the proof.

7 In Michael Crichton s novel The Terminal Man, a human has electrodes implanted in his pleasure centres, with disastrous consequences.

8: Working with Directory Services and LDAP When you are adding or modifying entries, LDAP databases will check for the existing structure, and, if schema checking is turned on, will determine whether you have supplied the right amount and type of data. If no schema checking is used, the LDAP database will just happily take whatever you give it. If you supply a value for an attribute that is the same as one already set, the database will not be happy with you. Remember this, because it will be very important once we come to dealing with JNDI.

In the converse direction, regularity of the paths implies regularity of the expectation and of the covariance function. For example, if X has continuous sample paths, the mean and the variance are continuous. In fact, if tn , n = 1, 2, . . . converges to t, then X(tn ) converges a.s. to X(t), hence also in distribution. Using the form of the Fourier transform of the Gaussian distribution, one easily proves that this implies convergence of the mean and the variance. Since for Gaussian variables, all the moments are polynomial functions of the mean and the variance, they are also continuous. If the process has differentiable sample paths, in a similar way one shows the convergence m(t + h) m(t) E(X (t)) h as h 0, showing that the mean is differentiable. For the covariance, restricting ourselves to stationary Gaussian processes de ned on the real line, without loss of generality we may assume that the process is centered. Put (t) = r(s, s + t). The convergence in distribution of (X(h) X(0))/ h to X (0) plus the Gaussianity imply that Var (X(h) X(0))/ h has a nite limit as h 0. On the other hand, Var X(h) X(0) h =2

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