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When an announced merger deal is likely to be successfully completed, the merger arbitrage manager will buy shares in the target company (the one being acquired) and simultaneously short shares of the acquiring company in the same ratio as called for by the merger agreement For example, if under the terms of the merger shareholders of the target, Company A, are entitled to 15 shares of the acquirer, Company B, for each share they own, the manager would short 1,500 shares of Company B for every 1,000 shares of Company A that the manager purchases This is done to hedge against a decline in the value of the acquiring company s securities before the acquisition is complete The end effect is a neutral bias with regard to market exposure.

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low. They examined 194 separate studies (a mixture of laboratory and eld studies) of which only 57 (50 laboratory and 7 eld studies) met their minimal standards of scienti c adequacy. The National Research Council s analyses are not included in the tables in this chapter because no accuracy rates were reported. The National Research Council (2003, p. 4) described the accuracy of polygraph tests . . .well above chance, though well below perfection .

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can be quite useful to life insurers Believing that Default is like the death of a company, so we should model this the same way we model human life, quant David Li borrowed from his death-modeling academic friends, who rst gave him the idea of using the technology of copulas When he published his path-breaking paper in 1999, Li and his One-Factor Gaussian Copula (the one-factor refers to the fact that the performance of each individual asset is linked to a common additional factor, typically economic variables; the Gaussian part implies that the model s architecture is in uenced heavily by the Normal probability distribution) concoction contributed to opening up the oodgates of the complex credit derivatives explosion, by providing a simplicity-embracing way to calculate joint default probabilities and default correlations for a bunch of xed-income securities pooled together This model became the standard ever since.

This seemingly trivial change eliminates the assumption that the AccountHome will always be located where the EJB specification recommends. Using the EJB reference, or alias, called Accounts will decouple the application code from the actual location of the AccountHome interface. This concept allows application components to be mapped to custom JNDI trees upon deployment. An example of such a JNDI tree is shown in Figure 6.12. The final step is to modify the deployment descriptor, in order to tie the Accounts alias to the actual location of the AccountHome interface in the deployment descriptor of the calling component.

It borrows from the market s assessment of the default probability for each loan or bond, runs those individualistic projections (together with correlation estimates, which are assumed to be stable in time and structurally at) through the copula function, and out comes the theoretical probability mapping the joint default behavior of all the assets (ie, how likely are assets to default if others default, or to remain solvent if others do so) This number has direct implications for the value and returns of derivatives based on the contingency that a credit event would affect more than one security If the churned out likelihood is low (a small theoretical chance that all credits survive or default), the model would be saying that the risk of joint default should perhaps not be excessively rewarded or valued inordinately high.

Reward Section % Breakout Variable Maximum Points Variable 15.0 0.2 0.2 0.2 0.2 0.2 3.0 3.0 3.0 3.0 3.0 5 5 3 3 5 Manager Score Scaled 0 to 5 Score

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