View:

- no detail
- some detail
- full detail

## Multidimensional Models: Martingale Approach

*Tomas Björk*

### in Arbitrage Theory in Continuous Time

- Published in print:
- 2004
- Published Online:
- October 2005
- ISBN:
- 9780199271269
- eISBN:
- 9780191602849
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0199271267.003.0014
- Subject:
- Economics and Finance, Financial Economics

This chapter analyses a multidimensional model using the martingale machinery of Chapter 10. This model is more general than the one used in the previous chapter to obtain more general results, and ... More

## The Process and Its Profiles

*John Hicks*

### in Capital and Time: A Neo-Austrian Theory

- Published in print:
- 1987
- Published Online:
- November 2003
- ISBN:
- 9780198772866
- eISBN:
- 9780191596414
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198772866.003.0002
- Subject:
- Economics and Finance, Macro- and Monetary Economics

This chapter begins with a discussion of the productive process, which is defined as a scheme by which a flow of inputs is converted into a flow of outputs. It then examines the viability of ... More

## Selection

*Graham K. Taylor and Adrian L. R. Thomas*

### in Evolutionary Biomechanics

- Published in print:
- 2014
- Published Online:
- April 2014
- ISBN:
- 9780198566373
- eISBN:
- 9780191779459
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198566373.003.0002
- Subject:
- Biology, Evolutionary Biology / Genetics, Ornithology

This chapter develops a model of adaptive evolution that is founded upon the genetical theory of natural selection, and which justifies the adaptationist approach of analysing traits at organismal ... More

## The Martingale Approach to Arbitrage Theory

*Tomas Björk*

### in Arbitrage Theory in Continuous Time

- Published in print:
- 2019
- Published Online:
- February 2020
- ISBN:
- 9780198851615
- eISBN:
- 9780191886218
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198851615.003.0011
- Subject:
- Economics and Finance, Econometrics

In this chapter the theoretical level is substantially increased, and we discuss in detail the deep connection between financial pricing theory and martingale theory. The first main result of the ... More

## Euclid's Elements 9. 14 and the Fundamental Theorem of Arithmetic

*C. M. Taisbak*

### in Science and Mathematics in Ancient Greek Culture

- Published in print:
- 2002
- Published Online:
- February 2010
- ISBN:
- 9780198152484
- eISBN:
- 9780191710049
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198152484.003.0013
- Subject:
- Classical Studies, European History: BCE to 500CE

This chapter clarifies some unfamiliar concepts of Euclidean number theory and examines the bricks, constituents, and formative elements of numbers. It also considers three famous propositions from ... More

## ARBITRAGE-FREE PRICING IN COMPLETE MARKETS

*Patrick L. Anderson*

### in The Economics of Business Valuation: Towards a Value Functional Approach

- Published in print:
- 2013
- Published Online:
- September 2013
- ISBN:
- 9780804758307
- eISBN:
- 9780804783224
- Item type:
- chapter

- Publisher:
- Stanford University Press
- DOI:
- 10.11126/stanford/9780804758307.003.0010
- Subject:
- Economics and Finance, Financial Economics

The author describes one of the breakthrough concepts of modern finance: the use of the no arbitrage principle in complete markets as the basis for the powerful mathematics of “risk neutral” or ... More

## A More General One Period Model

*Tomas Björk*

### in Arbitrage Theory in Continuous Time

- Published in print:
- 2019
- Published Online:
- February 2020
- ISBN:
- 9780198851615
- eISBN:
- 9780191886218
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198851615.003.0003
- Subject:
- Economics and Finance, Econometrics

In this chapter we study a general one period model living on a finite sample space. The concepts of no arbitrage and completeness are introduced, as well as the concept of a martingale measure. We ... More

## Fixed Point Buildings

*Bernhard M¨uhlherr, Holger P. Petersson, and Richard M. Weiss*

### in Descent in Buildings (AM-190)

- Published in print:
- 2015
- Published Online:
- October 2017
- ISBN:
- 9780691166902
- eISBN:
- 9781400874019
- Item type:
- chapter

- Publisher:
- Princeton University Press
- DOI:
- 10.23943/princeton/9780691166902.003.0022
- Subject:
- Mathematics, Combinatorics / Graph Theory / Discrete Mathematics

This chapter presents the proof for the Fundamental Theorem of Descent in buildings: that if Γ is a descent group, the set of residues of a building Δ that are stabilized by a subgroup Γ of ... More

## Prime numbers: The DNA of mathematics

*Marcel Danesi*

### in Pythagoras' Legacy: Mathematics in Ten Great Ideas

- Published in print:
- 2020
- Published Online:
- January 2020
- ISBN:
- 9780198852247
- eISBN:
- 9780191886959
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198852247.003.0002
- Subject:
- Mathematics, History of Mathematics, Educational Mathematics

The Pythagoreans developed many of the ideas related to numbers that have become so familiar to us, including even and odd numbers, square numbers, triangular numbers, and so on. They also discovered ... More

View:

- no detail
- some detail
- full detail