𝔖 Scriptorium
✦   LIBER   ✦
📁

Probability and finance: it's only a game!

✍ Scribed by Shafer, Glenn;Vovk, Vladimir

Publisher
J. Wiley & Sons
Year
2001
Tongue
English
Leaves
438
Series
Wiley series in probability and statistics. Financial engineering section
Category
Library
⬇  Acquire This Volume

No coin nor oath required. For personal study only.

✦ Table of Contents

Preface. Probability and Finance as a Game. PROBABILITY WITHOUT MEASURE. The Historical Context. The Bounded Strong Law of Large Numbers. Kolmogorov's Strong Law of Large Numbers. The Law of the Iterated Logarithm. The Weak Laws. Lindeberg's Theorem. The Generality of Probability Games. FINANCE WITHOUT PROBABILITY. Game-Theoretic Probability in Finance. Games for Pricing Options in Discrete Time. Games for Pricing Options in Continuous Time. The Generality of Game-Theoretic Pricing. Games for American Options. Games for Diffusion Processes. The Game-Theoretic Efficient-Market Hypothesis. References. Photograph Credits. Notation. Index.

✦ Subjects

Decisión estadística;Decisiones estadísticas;Financial engineering;Finanzas--Métodos estadísticos;Ingeniería financiera;Inversiones--Matemáticas;Investments--Mathematics;Statistical decision;Investments -- Mathematics;Inversiones -- Matemáticas;Decisión estadística;Ingeniería financiera;Decisiones estadísticas;Finanzas -- Métodos estadísticos

📜 SIMILAR VOLUMES

Probability and Finance: It's Only a Gam
📁 Probability and Finance: It's Only a Game!
✍ Glenn Shafer, Vladimir Vovk 📂 Library 📅 2001 🏛 Wiley-Interscience 🌐 English

Provides a foundation for probability based on game theory rather than measure theory.A strong philosophical approach with practical applications.Presents in-depth coverage of classical probability theory as well as new theory.

Probability and Finance: It's Only a Gam
📁 Probability and Finance: It's Only a Game!
✍ Shafer G., Vovk V. 📂 Library 📅 2001 🏛 Wiley 🌐 English

Provides a foundation for probability based on game theory rather than measure theory.<ul><li>A strong philosophical approach with practical applications.<li>Presents in-depth coverage of classical probability theory as well as new theory.</ul>

Probability and finance: it's only a gam
📁 Probability and finance: it's only a game!
✍ Glenn Shafer, Vladimir Vovk 📂 Library 📅 2001 🏛 J. Wiley & Sons 🌐 English

Probability and Finance is essential reading for anyone who studies or uses probability. Mathematicians and statisticians will find in it a new framework for probability: game theory instead of measure theory. Philosophers will find a surprising synthesis of the objective and the subjective. Practit

Probability and Finance It's only a game
📁 Probability and Finance It's only a game
✍ Glenn Shafer, Vladimir Vovk 📂 Library 📅 2001 🏛 Wiley-Interscience 🌐 English

Provides a foundation for probability based on game theory rather than measure theory. * A strong philosophical approach with practical applications. * Presents in-depth coverage of classical probability theory as well as new theory.

Probability and finance : it's only a ga
📁 Probability and finance : it's only a game!
✍ Glenn Shafer; Vladimir Vovk 📂 Library 📅 2001 🏛 Wiley-Interscience 🌐 English

Provides a foundation for probability based on game theory rather than measure theory.<ul><li>A strong philosophical approach with practical applications.<li>Presents in-depth coverage of classical probability theory as well as new theory.</ul>