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...2_t), and with the variance specified by something like sigma^2_t = exp(beta_t * X_t), where X_t is my exogenous variable. I would be very grateful if somebody could point me in the direction of a library that could fit this (or a similar) model. Thanks, James Kirkby Actuarial Maths and Stats Heriot Watt University

...-l /samba/printers/ total 4 drwxrwxr-x 2 root smbadmin 4096 Jul 24 15:07 W32X86 ------------------------------------------------------------------------- Steven Salvini - Computer Officer email salvini@macs.hw.ac.uk School of Math & Computer Sciences phone (+44) 131 451 3418 Heriot-Watt University fax (+44) 131 451 3732 EDINBURGH EH14 4AS Scotland URL http://www.macs.hw.ac.uk/~salvini/

...The other thing I would like to ask is does samba support a BDC? Can I run a PDC and if it goes down the BDC will take its place and have an up-to-date copy of the databases? Thanks in advance, any help appreciated, Ross Ross Macintyre School of Mathematical and Computer Sciences, Heriot-Watt University Tel: 0131 451 3417 R.A.Macintyre@hw.ac.uk (raz@macs.hw.ac.uk) Paintings at http://www.macs.hw.ac.uk/~raz/paintings/

...ted fields. The Summer School morning sessions have four tutorials given by key note speakers covering topics from time series analysis, stochastic differential equations, and risk management. The tutorials are together with practical exercises. Summer School Lecturers: * Alexander McNeil, Heriot-Watt University, Edinburgh, UK Copulas with Examples in R * Eckhard Platen, University of Technology Sydney, Australia A Benchmark Approach to Computative Finance * Nakahiro Yoshida, Math Sciences, University of Tokyo, Japan Inference for Discretely Observed Diffusion Proc...

...:01:27 invalid username/password for simon 07/31/97 02:01:27 error packet at line 131 cmd=117 (SMBtconX) eclass=2 ecode=2 8<-=-=-=-=-=- End of logfiles -=-=-=-=-=- Simon -- Simon Greaves email: S.J.Greaves@hw.ac.uk Systems development manager phone: +44 (0) 131 451 3265 Computer Centre, Heriot-Watt University fax: +44 (0) 131 451 3261 Edinburgh, EH14 4AS, UK

...of Chicago and Argonne National Lab, USA * Dongfang Zhao, Illinois Institute of Technology, USA * Douglas Thain, University of Notre Dame, USA * Florian Schintke, Zuse Institute Berlin, Germany * Giuliano Casale, Imperial College London, UK * Jaliya Ekanayake, Microsoft, USA * Jessica Chen-Burger, Heriot-Watt University, UK * Judy Qiu, Indiana University, USA * Justin Wozniak, Argonne National Lab, USA * Ke Wang, Illinois Institute of Technology, USA * Kesheng (John) Wu, Lawrence Berkeley National Lab, USA * Kyle Chard, University of Chicago and Argonne National Lab, USA * Lavanya Ramakrishnan, Law...

...of Chicago and Argonne National Lab, USA * Dongfang Zhao, Illinois Institute of Technology, USA * Douglas Thain, University of Notre Dame, USA * Florian Schintke, Zuse Institute Berlin, Germany * Giuliano Casale, Imperial College London, UK * Jaliya Ekanayake, Microsoft, USA * Jessica Chen-Burger, Heriot-Watt University, UK * Judy Qiu, Indiana University, USA * Justin Wozniak, Argonne National Lab, USA * Ke Wang, Illinois Institute of Technology, USA * Kesheng (John) Wu, Lawrence Berkeley National Lab, USA * Kyle Chard, University of Chicago and Argonne National Lab, USA * Lavanya Ramakrishnan, Law...

...of Chicago and Argonne National Lab, USA * Dongfang Zhao, Illinois Institute of Technology, USA * Douglas Thain, University of Notre Dame, USA * Florian Schintke, Zuse Institute Berlin, Germany * Giuliano Casale, Imperial College London, UK * Jaliya Ekanayake, Microsoft, USA * Jessica Chen-Burger, Heriot-Watt University, UK * Judy Qiu, Indiana University, USA * Justin Wozniak, Argonne National Lab, USA * Ke Wang, Illinois Institute of Technology, USA * Kesheng (John) Wu, Lawrence Berkeley National Lab, USA * Kyle Chard, University of Chicago and Argonne National Lab, USA * Lavanya Ramakrishnan, Law...

...of Chicago and Argonne National Lab, USA * Dongfang Zhao, Illinois Institute of Technology, USA * Douglas Thain, University of Notre Dame, USA * Florian Schintke, Zuse Institute Berlin, Germany * Giuliano Casale, Imperial College London, UK * Jaliya Ekanayake, Microsoft, USA * Jessica Chen-Burger, Heriot-Watt University, UK * Judy Qiu, Indiana University, USA * Justin Wozniak, Argonne National Lab, USA * Ke Wang, Illinois Institute of Technology, USA * Kesheng (John) Wu, Lawrence Berkeley National Lab, USA * Kyle Chard, University of Chicago and Argonne National Lab, USA * Lavanya Ramakrishnan, Law...

...of Chicago and Argonne National Lab, USA * Dongfang Zhao, Illinois Institute of Technology, USA * Douglas Thain, University of Notre Dame, USA * Florian Schintke, Zuse Institute Berlin, Germany * Giuliano Casale, Imperial College London, UK * Jaliya Ekanayake, Microsoft, USA * Jessica Chen-Burger, Heriot-Watt University, UK * Judy Qiu, Indiana University, USA * Justin Wozniak, Argonne National Lab, USA * Ke Wang, Illinois Institute of Technology, USA * Kesheng (John) Wu, Lawrence Berkeley National Lab, USA * Kyle Chard, University of Chicago and Argonne National Lab, USA * Lavanya Ramakrishnan, Law...

...of Chicago and Argonne National Lab, USA * Dongfang Zhao, Illinois Institute of Technology, USA * Douglas Thain, University of Notre Dame, USA * Florian Schintke, Zuse Institute Berlin, Germany * Giuliano Casale, Imperial College London, UK * Jaliya Ekanayake, Microsoft, USA * Jessica Chen-Burger, Heriot-Watt University, UK * Judy Qiu, Indiana University, USA * Justin Wozniak, Argonne National Lab, USA * Ke Wang, Illinois Institute of Technology, USA * Kesheng (John) Wu, Lawrence Berkeley National Lab, USA * Kyle Chard, University of Chicago and Argonne National Lab, USA * Lavanya Ramakrishnan, Law...