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The year 1987 is one that most stock market participants would probably rather forget The stock market drop in the fall of that year shook the financial markets around the world and led to a lot of finger pointing as to what actually caused the global equity collapse Many took the narrow view that various futures-related strategies, such as program trading and portfolio insurance, actually caused the selling panic They reasoned that there didn't seem to be any economic or technical justification for the stock collapse The fact that the equity collapse was global in scope, and not limited to the US markets, would seem to argue against such a narrow view, however, since most overseas markets at the time weren't affected by program trading or portfolio insurance.

In 14 it will be argued that what is often blamed on program trading is in reality usually some manifestation of intermarket linkages at work The more specific purpose in this chapter is to reexamine the market events leading up to the October 1987 collapse and to demonstrate that, while the stock market itself may have been taken by surprise, those observers who were monitoring activity in the commodity and bond markets were aware that the stock market advance during 1987 was on very shaky ground In fact, the events of 1987 provide a textbook example of how the intermarket scenario works and make a compelling argument as to why stock market participants need to monitor the other three market sectors the dollar, bonds, and commodities.

HB 1: 13/11 HB 2, 3, 4: 13-1418/11-12 HB 5: 14/11-12

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THE LOW-INFLATION ENVIRONMENT AND THE BULL MARKET IN STOCKS I'll start the examination of the 1987 events by looking at the situation in the commodity markets and the bond market Two of the main supporting factors behind the bull market in stocks that began in 1982 were falling commodity prices (lower inflation) and falling interest rates (rising bond prices) Commodity prices (represented by the Commodity Research Bureau Index) had been dropping since 1980 Long-term interest rates topped out in 1981 Going into the 1980s, therefore, falling commodity prices signaled that the inflationary spiral of the 1970s had ended The subsequent drop.

/********************************************************************************** computeValue : computes the value of the American option based on the option exercise cash ows [in]: Matrix& CashFlow : matrix of option exercise cash ows [out]: double American : price **********************************************************************************/ double LSM::computeValue (Matrix& CashFlow) { int i, j; double discValue = 0.0; // discounted value for (i = 1; i <= M_; i++) { for (j = 2; j <= N_; j++) { if (CashFlow(i, j) > 0) discValue = discValue + CashFlow(i, j)/(pow(1+rate, j-1)); } } return discValue/M_; }

3. Click Add. Notice that the OFFSET function refers to the first data point (cell A2) and uses the COUNTA function to get the number of data points in the column. Because column A has a heading in row 1, the formula subtracts 1 from the number. 4. Type Sales in the Names in workbook field. Enter this formula in the Refers to field:

The emulation function in the VSAT terminal at B' emulates the host computer protocol functions of B by sending locally the acknowledgement frames to the sending terminal A, eg after each seven data packets have been received Thus transmission by the sending terminal A does not have to be interrupted due to the emulated acknowledgements Error-free transmission of the packets over the satellite to the opposite end (hub) is then the task of the VSAT network, using intranetwork satellite efficient protocols (eg higher modulo operation) At the other end terminal A' (eg the hub) locally emulates the protocol functions of terminal A towards the host computer B Protocol emulation is also required for protocols which are based on polling (SDLC, BiSync), where a host computer polls (invitation to send) remote terminals in turn to send their data packets.

PENDIX D ESTIMATION OF THERMODYNAMIC FACTORS TABLE D.7 Wilson Model for Multicomponent Systems Dimensionless Gibbs excess energy

by inverting the bond-pricing formula. This can be rewritten as: 1 1 d ln P(t , T ) = 2 B(t , T ) (ln A(t , T ) ln P(t , T ))dt B(t , T ) 2 B(t , T )(ln A(t , T ) ln P(t , T ))dW (t ) Cox, Ingersoll, and Ross (1985a) show that the price at time t of a European call option that matures at time T, T > t, on a zero-coupon bond maturing at time s, s > T, is given by: 4ar 2 2 r (t )e ( T t ) C (t ) = P(t , s) 2r ( + + B(T , s); , 2 + + B(t , s)

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