Re: [TriLUG] latex & thesis prep - what am i getting into?

[Carlos J. Cela]

You might want to consider Open Office also. It is free, it can generate PDF's as output (among many other formats, including M$ Word) and has a very good math editor. Carlos- Neil Roeth wrote: On Aug 27, Ed Hill ([EMAIL PROTECTED]) wrote: > On Wed, 2003-08-27 at 11:12, Mike Mueller wrote: > > > > I thought someone would mention DocBook in this thread. Is db not used for > > dissertations? IANAGS. > > > Hi Mike, > > Generally, people choose commercial word processors because they're > familiar with them. They choose LaTeX (or similar) because they want > their math to look good. > > I've seen theses and dissertations produced using: > > - LaTeX and other TeX-based distributions > - WordPerfect > - MS Word > - typewriter > - nroff/troff (!) > > but none using an SGML- or XML-based package like DocBook. If anyone > has done it or knows of an example, please post it to the list. I'd > like to see how well it handles math. Depends on how complicated the math is; DocBook can do simple math. The attached PDF and DocBook SGML source for it have a few examples. To give you some idea of the limits, I included one case, a subscript within a superscript, that it did incorrectly (the last line in the example document). I haven't used MathML. The sequence to generate the PDF was SGML -> TeX -> DVI -> PS -> PDF, so if you have a TeX format file that makes your document meet some requirements, you could probably use it in the TeX -> DVI step. <!DOCTYPE book PUBLIC "-//OASIS//DTD DocBook V4.1//EN"> <book> <title>Math Example</title> <chapter> <title>Example</title> <para>PV of CF today: CF&times;&sum;exp[-f<subscript>i</subscript>t<subscript>i</subscript>]</para> <para>PV of CF at each future point in time <emphasis>j</emphasis>: CF&times;&sum;<subscript>i&gt;j</subscript>exp[-f<subscript>i</subscript>t<subscript>i</subscript>]</para> <para>The relationship between the price of a future and the implied rate is P&equals;100&times;(1&minus;R&divide;4), where R is a simple annualized rate, so a change in the price of a future is exactly equal to a change in the rate implied by the future.</para> <para>If rate f<subscript>k</subscript> changes by one basis point, then the PV of CF today and for all points is changed by CF&times;&sum;exp<superscript>-0.0001&times;t<subscript>i</subscript> </superscript><footnote><para>Footnote here</para></footnote></para> </chapter> <chapter> <title>Example</title> <para>PV of CF today: CF&times;&sum;exp[-f<subscript>i</subscript>t<subscript>i</subscript>]</para> <para>PV of CF at each future point in time <emphasis>j</emphasis>: CF&times;&sum;<subscript>i&gt;j</subscript>exp[-f<subscript>i</subscript>t<subscript>i</subscript>]</para> <para>The relationship between the price of a future and the implied rate is P&equals;100&times;(1&minus;R&divide;4), where R is a simple annualized rate, so a change in the price of a future is exactly equal to a change in the rate implied by the future.</para> <para>If rate f<subscript>k</subscript> changes by one basis point, then the PV of CF today and for all points is changed by CF&times;&sum;exp<superscript>-0.0001&times;t<subscript>i</subscript> </superscript><footnote><para>Footnote here</para></footnote></para> </chapter> </book>

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