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N i q o C o m p o r i s o n f ( o )t h e s e c o n tm e l h o do n d ( b ) i n v e r s e u o d r o f i c n t e r p o l o t l o n o i e t h o tt h e " t f i o p p r o o c hi n ( b ) i s c o l l e d" i n v e r s eb e c o u s e h e q u c d r o t i c u n c t i o ns w r i l i e ni n r ' r o l h etrh o n i n

dbvowner@aos> -- first lets create the conditional rule that dbvowner@aos> -- we are using the trusted sales transaction code dbvowner@aos>BEGIN dbms_macadmcreate_rule( rule_name => 'Called From Sales Transaction Package' , rule_expr => 'INSTR(UPPER(DBMS_UTILITYFORMAT_CALL_STACK), ''PACKAGE BODY SHSALES_TRANSACTION'') > 0' ); END; / PL/SQL procedure successfully completed dbvowner@aos> -- next create a rule set that will group our rules dbvowner@aos>BEGIN dbms_macadmcreate_rule_set( rule_set_name =>'Using Financials Application', description =>'Checks to verify commands are executed from trusted financials packages', enabled =>dbms_macutlg_yes, eval_options =>dbms_macutlg_ruleset_eval_all, audit_options =>dbms_macutlg_ruleset_audit_fail, fail_options =>dbms_macutlg_ruleset_fail_show, fail_message =>NULL, fail_code =>NULL, handler_options =>dbms_macutlg_ruleset_handler_off, handler =>NULL); END; / PL/SQL procedure successfully completed dbvowner@aos> -- associate the rule name to the rule set name dbvowner@aos>BEGIN dbms_macadmadd_rule_to_rule_set ( rule_set_name => 'Using Financials Application'

at As bisection typicallydominates first but asthe root thefastmethods might bc expected, shiftsto the tasterrrrcthods is approached, technique the A morecomplete rcplescntation the f'zcrrosyntaxcan be writtenas of

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where I xr , f ;<] a vector containing the root x and the function evaluatcd at the root f-x, optrons is a data structure created by the opt- lmseL function, and p1 , ;:2 are any parermeters that the function requires Notc that il'you dcsirc to pass in parametersbut not u s e t h e o p t , i o n s , p a s sa n e m p t y v e c t o r I I i n i t s p l a c c The opt imsct functicln has the syntax optiors o f i L r m s c t ( ' p l r ' , ' , v c t l , , ' p a r ' ,v,tl ,, J

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h w h e r e t h e p a r a m e t e r p a r - a s t h c v a l u e v a l , A c c l m p l e t e l i s t i n g o f a l lt h e p o s s i b l e p a r a m eters can be obtained by rnerely entering opt- i rnsct, at the command prornpt The parameters that are cornmonly used with the Izer o function are clisplay, Whensetto'ir-er'displaysadetailcdrecordol'all theiterltions Lolx: A positive scalar that sets a termination tolerancs on x

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The long strangle looks very much like the long straddle only the deep V shape is replaced with a at line of limited risk between the two strike prices You will also notice that the trade has just slightly weaker pro tability than does the straddle, but they are very close to the same pro t capability on each side However, the long strangle will usually have less premium risk What the strangle has in increased risk over the straddle is the potential for a change in implied volatility that may be unrelated to the underlying volatility and more substantial than the at-the-money options This is not necessarily quanti able in an equation because it is subjective to the market demand for the out-of-the money options If analysts suddenly believe that the range trade for a particular security is weaker than previously thought, the implied volatility may drop substantially on the out-of-the money options In addition, the strangle has a much larger area for the maximum loss between the two strike prices, represented on the model by the at area at the bottom The total premium outlay for the strangle is less, but the pricing area for loss is larger The farther out of the

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