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Searching in Frequency The range of frequency uncertainty that must be searched is a function of the accuracy of the receiver reference oscillator, how well the approximate user position is known, and the accuracy of the receiver's built-in real-time clock. The rst step in the search is to use stored almanac data to obtain an estimate of the Doppler shift of the satellite signal. An interval [ f1 ; f2 ] of frequencies to be searched is then established. The center of the interval is located at fc fd , where fc is the L1 (or L2 ) carrier frequency and fd is the estimated carrier Doppler shift. The width of the search interval is made large enough to account for worst-case errors in the receiver reference oscillator, in the estimate of user postion, and in the real-time clock. A typical range for the frequency search interval is fc fd 5 kHz. The frequency search is conducted in N discrete frequency steps that cover the entire search interval. The value of N is f2 f1 =Df , where Df is the spacing between adjacent frequencies (bin width). The bin width is determined by the effective bandwidth of the correlator. For the coherent processing used in many GPS receivers, the frequency bin width is approximately the reciprocal of the search dwell time. Thus, typical values of Df are 250 1000 Hz. Assuming a 5-kHz frequency search range, the number N of frequency steps to cover the entire search interval would typically be 10 40.

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Credit Monitor and CreditEdge Moody s KMV In 1991 the KMV Corporation introduced Credit Monitor, a product that produces estimates of the probability of default (referred to as Expected Default Frequency or EDF)6 for publicly traded rms by implying the current market value of the rm s assets and the volatility of the value of those assets from equity market data. In 2002 Moody s acquired KMV and the KMV models were redesignated as Moody s KMV models. Moody s KMV CreditEdge is accessed over the Web and is targeted at the active portfolio manager. Users receive EDF and stock price information updated daily. The interactive format allows users to track company-speci c news, set EDF driven alerts on companies in their portfolios, capture current nancial data, and be informed of corporate lings. The Merton Insight The Moody s KMV model is based on the Merton insight, which is that debt behaves like a put option on the value of the rm s assets. To explain this insight, let s think about a very simple rm nanced with equity and a single debt issue that has a face value of $100. Also let s think about a one-year horizon (i.e., imagine that, one year from now, that rm could be liquidated).

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