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Introduction

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:
10.1093/0199271267.003.0001
Subject:
Economics and Finance, Financial Economics

This introductory chapter starts off the discussion on financial derivatives by explaining the European call option. It formulates the two main problems that will be the focus of the entire volume: ... More


The Practicalities of Being Inaccurate: Steps Toward the Social Geography of Financial Risk Management

Yuval Millo and Donald MacKenzie

in Managing Financial Risks: From Global to Local

Published in print:
2009
Published Online:
September 2009
ISBN:
9780199557431
eISBN:
9780191721687
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199557431.003.0005
Subject:
Business and Management, Political Economy, Finance, Accounting, and Banking

Financial risk management is an integral part of today's global markets. Yet, in spite of its critical importance and the huge interest that this area generates among practitioners and academics ... More


Arbitrage Theory in Continuous Time

Tomas Björk

Published in print:
2004
Published Online:
October 2005
ISBN:
9780199271269
eISBN:
9780191602849
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199271267.001.0001
Subject:
Economics and Finance, Financial Economics

This book presents an introduction to arbitrage theory and its applications to problems for financial derivatives. This second edition includes more advanced materials; appendices on measure theory, ... More


Arbitrage Pricing

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:
10.1093/0199271267.003.0007
Subject:
Economics and Finance, Financial Economics

This chapter examines a special case of the general model derived in Chapter 6. It derives the model of a financial market, and then analyses the pricing of financial derivatives, specifically the ... More


The Martingale Approach to Arbitrage Theory

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:
10.1093/0199271267.003.0010
Subject:
Economics and Finance, Financial Economics

This chapter analyses a market model made up of N + 1 a priori given asset price processes S0, S1, ..., SN. Typically, the model is specified by giving the dynamics of the asset price processes under ... More


The Hedge Fund of Reality: Ontology and Financial Derivatives

J. Paul Narkunas

in Reified Life: Speculative Capital and the Ahuman Condition

Published in print:
2018
Published Online:
January 2019
ISBN:
9780823280308
eISBN:
9780823281534
Item type:
chapter
Publisher:
Fordham University Press
DOI:
10.5422/fordham/9780823280308.003.0004
Subject:
Political Science, Political Theory

The chapter elaborates how the Object Oriented Ontology’s universe of things works too closely with financial capitalism, as both generate a posthuman reality. The OOO seems too preoccupied with the ... More


The Art of Finance

Steven S. Taylor

in Learning From the Global Financial Crisis: Creatively, Reliably, and Sustainably

Published in print:
2012
Published Online:
June 2013
ISBN:
9780804770095
eISBN:
9780804778640
Item type:
chapter
Publisher:
Stanford University Press
DOI:
10.11126/stanford/9780804770095.003.0006
Subject:
Business and Management, Organization Studies

This chapter discusses a distinction between art and craft to reflect on the practices associated with accounting and finance. Where craft involves the use of skills in an established process to ... More


A More General One period Model

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:
10.1093/0199271267.003.0003
Subject:
Economics and Finance, Financial Economics

This chapter examines the absence of arbitrage and completeness in slightly more general terms than in the binomial model. Although a one period model is considered, the financial market and the ... More


An Engine, Not a Camera: How Financial Models Shape Markets

Donald Mackenzie

Published in print:
2006
Published Online:
August 2013
ISBN:
9780262134606
eISBN:
9780262278805
Item type:
book
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262134606.001.0001
Subject:
Society and Culture, Technology and Society

This book argues that the emergence of modern economic theories of finance affected financial markets in fundamental ways. These new, Nobel Prize-winning theories, based on elegant mathematical ... More


Arbitrage Theory in Continuous Time

Tomas Björk

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198775188
eISBN:
9780191595981
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198775180.001.0001
Subject:
Economics and Finance, Financial Economics

This book gives a comprehensive introduction to arbitrage theory for the pricing of contingent claims, such as options, futures, and other financial derivatives. The arbitrage theory for the term ... More


Resizing Risks

Kent Osband

in Pandora's Risk: Uncertainty at the Core of Finance

Published in print:
2014
Published Online:
November 2015
ISBN:
9780231151733
eISBN:
9780231525411
Item type:
chapter
Publisher:
Columbia University Press
DOI:
10.7312/columbia/9780231151733.003.0011
Subject:
Economics and Finance, Financial Economics

This chapter presents ways in which Value-at-Risk (VaR) can become useful in calculating financial risk. VaR may yield efficient results in measuring risk by applying range measures, implied ... More


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