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where the expectation is conditional on t , the sigma eld (information set) generated up to time t. There is a fundamental relationship between the absence of arbitrage and the mathematical property of the existence of a probability measure known as the equivalent martingale measure (or risk-neutral measure or risk-adjusted measure). DEFINITION. An equivalent martingale measure Q is a probability measure on the probability space ( , ) where is the event set and is a ltration, that is, an increasing sequence of sigma algebras included in : 0, 1, . . . , n,7 such that:

Definition of NPV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330 NPV Function Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330 Using the NPV Function to Calculate Accumulated Amounts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 337

FIGURE 6.3 Interpolation between Upper and Lower Barriers For a detailed analysis of the pricing (using numerical methods), structuring, and hedging of these barrier types, the interested reader should see Linetsky (1999), Linetsky and Davydov (2002), Schroder (2000), Rubinstein and Reiner (1991), Geman and Yor (1996), Rogers and Zane (1997), Taleb (1997), Hui (1997), and Sidenious (1998).

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compiling Java code, or deleting old class files. A project may have many targets. Targets can have dependencies on other targets, forcing a target to wait to be built until the targets it depends on have been built. Task. A task is not the actual element name but rather describes a class of elements. Tasks are pieces of code that can be executed. These are the commands or operations that are used to build targets. Ant has many built-in tasks including Copy, Zip, and Javac. New tasks can be added and are written in Java. Property. Properties are similar to variables. Properties are named and have values. Properties can be expanded within attributes of other tags. Properties can exist outside of a target. A more detailed look at Ant syntax is beyond the scope of this chapter; however, Ant is revisited in later chapters, where it is used to compile the code examples in the book. If you are planning to use open source tools and you want to be able to rebuild them, Ant is not an option, it is a requirement. Ant is also required for running some tools. Ant is so pervasive for open source Java that support for Ant is built into almost every Java development tool, commercial and open source. Ant support is provided for all of the editors and IDEs discussed in this chapter.

ft 4 ft, 2 ft 4 ft, and 2 ft 2 ft; the last of these is used when a nondirectional (square) ceiling element is desired. Because these luminaires take up such a large portion of the ceiling surface (as compared to a round-aperture downlight), they are significant factors in the design and appearance of the ceiling plane (figure 12.17). Suspended ceiling systems frequently use 2 ft 4 ft fluorescent downlights because they integrate easily. Square 1 ft 1 ft and 1.5 ft 1.5 ft luminaires with com-

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Figure 16-4: The company also deducts the five percent contribution of net profits as an expense, creating an intentional circular reference.

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