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For example, police detectives are sometimes advised to confront suspects at the beginning of the interview with the evidence they have gathered earlier on in the investigation process (Hartwig, Granhag, Str mwall, & Kronkvist, 2006; Hartwig, Granhag, Str mwall, o o & Vrij, 2005; Leo, 1996a) This tactic is designed to show suspects that it is fruitless to remain silent and that they are better off confessing This interview style will hamper lie detection One of the dif culties liars face is that they do not know what the observer knows They therefore do not know what they can say without running the risk of contradicting facts known to the observer If police of cers disclose the facts they know to suspects, they reduce the uncertainty for lying suspects and make the lying process a more comfortable experience Disclosing evidence early on provides liars with the opportunity to adapt their.

In QTP, clients and servers interact with each other using MOM and a series of distributed, direct transactions Each transaction integrates message queues as transactional resources with other resources used by the applications (eg, databases) The series of these transactions can be considered to constitute a messaging work ow, or business transaction The execution of the transactions may be managed and supported by work ow technology, business rule technology, or directly by the applications Figure 35 illustrates the QTP pattern In the gure, three separate transactions are used to ensure that the interaction between application A (client) and application B (server) is reliable In transaction 1, application A accesses local resources and sends a request message to application B; however, the message is not visible to application B until transaction 1 commits In transaction 2, application B consumes the message, accesses.

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n 1=2

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It is clear that widespread reliance on quantitative methodologies and constructs was, at least in a large enabling role, behind the mayhem that originated in the summer of 2007, rst in an obscure corner of the US residential mortgage market and then spread-out like a virus throughout the world s credit and nancial markets It is also clear that previously conventionally accepted (or at least widely sanctioned) quantitative techniques and the ideologies supporting them became unappealingly discredited amidst the chaos What should we do about it We could, as Taleb proposed, imprison all those directly responsible for this quantitative 9/11, perhaps make some room for them in Guantanamo Bay, next to Osama Bin Laden s henchmen.

This list is a compilation of any nancial instruments (e.g., options) or investment strategies (e.g., currency hedging) that are not allowed. Restrictions can cover entire asset classes, speci c transactions, countries, or exchanges, or can be taken to the individual company or organization level. Other examples include restrictions based on social, political, or religious reasons. A Catholic foundation, for example, may wish to avoid investing in sin stocks (typically de ned as companies that are involved in the manufacture, sale, or distribution of alcohol, tobacco, and rearms). Once a process done largely by hand, the ability to ag any restricted purchases can now be achieved relatively easily at the custodial level or through various software packages. These restrictions should carry over verbatim to the investment manager guidelines (see 13) as well.

After all, if we are to fully endorse the arguments of Taleb and similar critics, nance theorists and nancial mathematicians have committed criminal acts that are not exactly outside the realm of Talibansize dimensions But such course of action may be impractical, and not just because of human rights or legal process concerns Short of donning quant types with orange jumpsuits and sending them out to the Caribbean, we could, rather less aggressively and a tad more ef ciently, voice the need for unavoidable reform If the credit crisis (in the words of George Soros, curiously a strong opponent of Guantanamo, the gravest since the 1929 Crash) shows something, it is that the role of quantitative tools in nance must be entirely rethought, reconsidered, and reevaluated.

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