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He was fond of saying that if one of Rip Van Winkle s descendants fell asleep in 1970 and awoke two decades later, he would not be able to grasp what had happened in nancial markets In Merton s words: So rapid has been the pace of innovation in nancial instruments over the past 20 years that nothing could have prepared him to understand the myriad of innovations, from eurodollars to swaptions Merton embraced these instruments as if they were members of his personal family In a sense they were All the more reason Merton found it so exasperating that someone had to come to their defense Futures markets get no respect, he would say in Rodney Danger eld fashion, and proceeded to do battle for their honor This became his mission, his personal crusade, his academic assignment, his raison d etre.

APPENDIX A. PROOFS OF THEOREMS Figure A.1 Maximal cliques with four or more nodes cannot be created without breaking the rules for adding edges.

Continued dominance by exchanges or even their survival is not without a set of provisos: Their metamorphoses must be quick and radical They will have to look dramatically different from even the most streamlined entity of present day They will have to become public companies They will have to be predominantly, if not exclusively, electronic They will have to be ef cient, sophisticated, and cost conscious They will have to make technology a primary asset of their infrastructure They will have to replicate many features of today s ECNs, innovate with new products and product lines, and adopt strategies to expand their distribution on a global basis They will have to deal in instruments encompassing the entire gamut of business needs and provide a panoply of services covering every facet of risk management Their driving mission must be the augmentation of investment performance.

He even found it objectionable that our markets were called derivatives What are we, second-class citizens he would ask rhetorically Why are we not considered the real markets he demanded Then he would use one of his homegrown analogies to emphasize the point: Like maybe the derivatives market is a parasite market, living off the prices in the cash market, like ivy on an oak tree, sucking out its vital juice and undermining.

typedef unsigned long SelectorType; const SelectorType InterfaceRef = 1; const SelectorType ObjectRef = 2; const SelectorType Operation = 3; const SelectorType Initiator = 4; const SelectorType SuccessFailure = 5 ; const SelectorType Time = 6; struct SelectorValue {SelectorType selector; any value;}; typedef sequence <SelectorValue> SelectorValueList; typedef unsigned long AuditChannelId; typedef unsigned short EventType; const EventType AuditAll = 0; const EventType AuditPrincipalAuth = 1; const EventType AuditSessionAuth = 2; const EventType AuditAuthorization = 3; const EventType AuditInvocation = 4; const EventType AuditSecEnvChange = 5; ... struct AuditEventType { ExtensibleFamily event_family; EventType event_type; }; typedef sequence <AuditEventType> AuditEventTypeList; interface AuditPolicy : CORBA::Policy { void set_audit_selectors ( in CORBA::InterfaceDef object_type, in AuditEventTypeList events, in SelectorValueList selectors); ... void set_audit_channel ( in AuditChannelId audit_channel_id); };

In short, they must morph into an amalgamation of what they were and what they never were expected to be Some exchanges that were not up to this task have already vanished; others are being thrust to the sidelines For those that survive there is bound to be massive consolidation Way down the road, I would venture that there.

was Liniger s job to mow those 10 acres with a gas lawnmower he pushed for hours Physical labor and the importance of hard work was part of the family s ethic Like any Midwestern boy, he belonged to Cub Scouts and 4-H, and he spent a good deal of his time staring at the corn and soy fields and thinking that there had to be something in the world better than this His heroes were Tarzan and John Wayne He liked cowboys, soldiers, and fighter pilots; and he told his parents, The day I m eighteen, I m out of here As a child, he was highly intelligent and scored well on tests, but he was immature His parents should have held him back, but they put him into grade school when he was five.

Figure 32 shows the in uence of mass lesions situated in different parts of the compartmentalized space within the skull When a mass lesion is making one cerebral hemisphere too large for its compartment (Fig 32a): the supratentorial midline structures (corpus callosum and 3rd ventricle) are pushed towards the opposite side of the skull below the falx; the infero-medial part of the cerebral hemisphere is pushed through the tentorial hiatus (compressing the midbrain); the whole brainstem is pushed downwards so that the lowermost parts of the cerebellum and medulla oblongata become impacted in the foramen magnum The movement at the tentorial hiatus is known as tentorial herniation, and the impaction at the foramen magnum is known as coning of the medulla They commonly occur simultaneously.

Cerebro-cerebellar input, via pons and middle cerebellar peduncle Outflow from the cerebellum, via superior cerebellar peduncle