### Table 10 The numerical results reported above demonstrate the accuracy of our simulated MCA in pricing American interest rate derivatives in a general HJM model. However, the approach is purely of academic interest, unless it can also be demonstrated that it values securities in real time, given the power of present day computers. To achieve this, we next present a rough analysis of the computational effort involved in simulating our MCA.

1998

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### Table 2 also contains data on the means of the independent variables for derivatives users and no n

"... In PAGE 24: ...Table2... In PAGE 26: ... The largest category of derivatives for life insurers is interest rate swaps, followed by interest rate caps and floors. Life insurers also show significant activity in foreign currenc y derivatives, consistent with the finding in Table2 that life insurers using derivatives have significantly high er holdings of foreign bonds than do non-users. However, the volume of foreign currency transactions is much less than for bond and interest rate contracts.... ..."

### Table 2 Value Function Estimates by Monthly Interest Rate

2006

"... In PAGE 10: ... However, we caution that the optimality of the policy is conditional on the design of the discrete state space and the accuracy of the transition probabilities and expected rewards. In Table2 , we report estimates of the current and opti- mal policy value functions for different discount rates. The discount rates are monthly interest rates, with a rate of 0.... In PAGE 10: ... At lower interest rates, it is optimal to mail a higher pro- portion of customers because the model gives more weight to the favorable impact that mailing has on future purchasing. The value function estimates for the optimal pol- icy in Table2 are consistently higher in Sample 2, which is the smaller of the two samples. Because the transition probabilities and expected rewards are cal- culated directly from the data, they inevitably con- tain error; the observed transition probabilities and expected rewards are only estimates of the true tran- sition probabilities and expected rewards.... In PAGE 11: ...2 In Table 3, we summarize the corrected value function estimates and the standard errors of these estimates. Comparison of these findings with Table2 highlights the impact that imprecision in the transition probabil- ities and expected rewards has on the value function estimates. After correcting the estimates, the value function estimates derived from the (larger) Sample 1 are now consistently higher than those derived from Sample 2.... ..."

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### Table 1: Long Run Trends for the Interest Rate Indicators

2002

"... In PAGE 13: ... Hence, comparing the pre-1930 period to the post-war period suggests that capital bears all of the burden of capital income taxes! Making comparisons over such a long time period is dangerous, and the data I have is probably inappropriate for such a comparison, but hopefully future research can produce improved estimates of rental rates pre-1929. Table1 displays some other interest rate measures that permit cross-checking of this interpretation. If capital bears all of the burden of the corporate income tax, then consumption growth and stock returns should be lower post-war with the amount of the reduction commensurate with the increased rate of capital taxation.... In PAGE 18: ... Columns (6) and (7) tell us something about the effects of deviations of my measured tax rate from the statutory tax rates. MTR is the marginal tax rate derived from the statutory tax prices calculated by Cummins et al (1994, Table1 ) for manufacturing equipment and structures (and averaged across asset types weighting by the net stock of those assets). Column (6) replicates column (1) for the years 1954-89 when the Cummins et al measure is available, and reports a coefficient on the tax share term of -0.... In PAGE 24: ...14, lines 2 and 9 (1929-). As shares of national income, employee compensation and proprietors apos; income are reported by Johnson (1954, Table1 ) at 5 year intervals prior to 1929; I linearly interpolate in between years. population aged 15+ Calculated as the product of total population and the fraction of the population that is aged 15+.... ..."

### Table 12: Interest Rates

2000

"... In PAGE 6: ... Commercial Bank Indicators 42 Table 11. Domestic Credit 43 Table12 . Interest Rates 44 Table 13.... In PAGE 20: ...4 and percent; and deposit rates low, 3.24 percent ( Table12 , Appendix I). Although a record low since 1993, the average lending spread (about 9 percent in 1999) is still high by international standards.... ..."

### TABLE I INTERESTING PROPERTIES OF TRIANGLES DERIVED BY EUCLID

### Table 5 describes the above values where L is the node lifetime in years. For a given sampling rate, checking the channel more or less frequently can be quite inefficient. In a multi-hop environment, this means that for a particular event rate of interest, the end-to-end latency is a function of the system check rate which must be fixed in order to achieve the optimal lifetime. This implies that without time synchronization, large sampling intervals will lead to longer latencies. Figure 13(b) shows the optimal check rate as a function of the sampling rate. This is determined by taking the zero of the derivative of equation 8 for every sampling rate. The dot represents the optimal check rate at the 30 minute sampling rate from the previous graph. Here we see that even as the event rate approaches 100 minutes, the check rate must still be less than 4 seconds

"... In PAGE 15: ...5ms Sample Energy Esample 150mJ Battery Capacity Cbat 2500mAh Voltage V 3.0 Table5 : LPL-CSMA parameters. a curve similar to Figure 13(a) where at a given sampling rate, there is an optimal lifetime produced by a particular check rate.... ..."

### Table 4. Real Deposit Interest Rates

### Table 2: Policy experiments Benchmark economy

"... In PAGE 14: ...412-417.) A description of the benchmark economy Table2 : Cross-section statistics of the benchmark economy1 all employed unemployed retired average income2 0.7685 0.... ..."

### Table 4 Real Interest Rate

"... In PAGE 15: ... Whatever the explanation, there is no support here for the view that high real interest rates raise the domestic savings ratio. lt; lt; Table4 about here gt; gt; Financial Variables There are several variables that it is possible to take to test the hypothesis that the willingness to save depends on the degree of financial sophistication of economies. Here we have explored the role of four variables: money and quasi money as a percentage of GDP (M2); domestic credit provided by the banking system as a percentage of GDP (BC); money and quasi money growth (mg), and quasi-liquid liabilities as a percentage of GDP (QLL).... ..."