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If you have been involved in the world of Oracle database technology at any time over the past decade or so, you have probably heard of, and used, Enterprise Manager Enterprise Manager is the tool that most customers use as their primary management interface to the Oracle Database But if you have not looked at Enterprise Manager recently, you may be (pleasantly) surprised to discover that the functionality and the user interface have been significantly improved, as shown in Figure 2-18, which depicts a screenshot of the main management page for an Oracle instance

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Speci cation of the initial error covariance matrix P is often a cause of di culties Being careless in the de nition of P, especially the portions of P related to the attitude errors, can have serious detrimental e ects on the performance of the system It is often best to use the sensor readings during a short period at the start of operation to initialize the state vector Based on the statistics of the sensor measurements and the initialization period duration, the error covariance matrix P can be speci ed reasonably See for example Section 1055 In particular, the initial error covariance should not be initialized as

FIGURE 2-18

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P = 2 I with being a large positive number Although this setting is often suggested in linear estimation problems, it can be problematic in nonlinear estimation problems Such a setting provides no guidance to the estimation algorithm as too which components of the state are erroneous Poor initialization of the portion of P relating to the attitude variables, which have strong nonlinearities, is particularly problematic An initial value of the error covariance on the order of ( /2)2 for an attitude error means that the direction of motion is completely unknown Therefore a relatively small position error could result in large changes to the attitude

crude oil futures were to fall to 5157, losing 300 per contract over the next three days, from this what would you suspect the value of the 55 call option to be Look at the 58 call option at 325 This option would be the same distance from the current market as the 55 call would be if the market fell by 300 Knock off a few cents for time value, and presto Instant theoretical value! If we were short the July 52 put option at 440 and over 30 days the market had gone against the position by 200, how much would we be losing on the 54 put Slide over to the June options and look at the 52 put there The futures contracts are already 180 basis to each other, so we can account for most of the 200 loss right there The traded premium of the June 52 put is 373, so theoretically the time value has offset the 180 loss in value, and we still might be making money on the trade If we want to be more accurate, we can take 20 percent of the difference between the premium of the 52 put and the 53 put and add it to the 52 put premium, and we ought to be pretty close at about 385 The actual option calculator says 390 That s a pretty good estimation You can do this on the y, in your head Serial options or contracts that have options in every month certainly help because it leaves less room for estimation Options that are only quarterly are more dif cult and require a bit more math, but nonetheless are very possible This does not just work for commodity options, let s look at Figure 114 showing Microsoft options With stock options you do not have to be concerned with the basis between underlying contracts which is a perk over commodity options The theta on MSFT is very small; the options actually hold value very well which is re ected in the basis between options Going horizontal, if we purchase the MSFT 18 call options in October for 230 and we held the option for 91 days, the likely value would be that of the.

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