Books written by David Hobson

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  Paris-Princeton Lectures on Mathematical Finance 2010

  The minimal martingale measure allows to express the Föllmer–Schweizer decomposition in a more explicit form. First, compute the process LH: LHt = EQM [LHT |Ft] = EQM [H|Ft] − H0 − ∫ t 0 φHudSu. Since LH0 =0, the initial capital for ...

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  Paris-Princeton Lectures on Mathematical Finance 2010

  Let (X,P) be a real-valued Lévy process on [0,T] with characteristic triplet (σ2, ν, γ). ... where b = γ − ∫ |x|≤1 xν(dx) is the drift of X. Condition (2) implies that if an exponential Lévy model admits an arbitrage, ...

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  Teachers Doing Research: The Power of Action Through Inquiry

  This popular text describes the processes of doing teacher action research. But it is much more than a dry presentation of "methods.

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  Harbour Tales: Book 1

  The Harbour On the west coast of the island of Spudina was the City of Mandville, which had a large, natural harbour. The harbour was very busy with ships, barges, tugs, cranes, trucks and planes. It was controlled by the Harbour Master ...

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  Teachers Doing Research: The Power of Action Through Inquiry

  This popular text describes the processes of doing teacher action research. But it is much more than a dry presentation of "methods.