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where q is the dividend yield, so that = m q ( 2 /2). It is important to note that we cannot use equation (2.2) directly since m is unobservable in the real world as it depends on the risk preferences of investors. Thus, we let m = r, the risk-free rate, so that = r q 2/2 and we are now pricing in the risk-neutral world. Equation (2.1) holds if we assume the log of the stock price follows an arithmetic Brownian motion as in (1.15). This is an exact approximation to the continuous-time process. This approximation matches the mean and variance of the lognormal distribution exactly. Indeed, E[Si +1 | Si ] = E[Si exp( t + t i +1)] = Si e t E[e i +1

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The following equation gives the spectrum of the n 1 frequencies of a finite zig-zag chain of n atoms with a valence angle cy :

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Throughout the remainder of this book, we will employ an approach to security planning that is as much about business process improvement as it is about technology. We will work to understand our organization, our policies, and our procedures; and we will measure the cost and effectiveness of our security planning effort by defining appropriate measures (metrics) and a means of tracking and analyzing them. Like business process improvement, security demands that we address the relationship of people to our processes and procedures. When we define a security process, we define a process owner. We present a method for streamlining our security and for continuously improving it. Very importantly, our security plan addresses education, training, and the selling of security to people and their organizations. The entire approach is summarized in Figure 1.2.

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