Probability and Finance: It's Only a Game!John Wiley & Sons, 25 лют. 2005 р. - 440 стор. Provides a foundation for probability based on game theory rather than measure theory.
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Зміст
1 Probability and Finance as a Game | 1 |
Part I Probability without Measure | 27 |
Part II Finance without Probability | 199 |
References | 375 |
Photograph Credits | 399 |
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Інші видання - Показати все
Probability and Finance: It's Only a Game! Glenn Shafer,Vladimir Vovk Попередній перегляд недоступний - 2005 |
Загальні терміни та фрази
allowed Analysis announces Applied approximately assume assumption becomes beginning Black-Scholes bounded capital Chapter choose close condition consider continuous convergence defined definition derivative distribution Edition equal equation event example exists expected finite first follows force Forecaster formula framework function gambling game-theoretic given gives happens hedging holds hypothesis idea implies infinitely initial interest interpretation Investor Kolmogorov Lemma limit theorem lower martingale mathematical means measure measure-theoretic moves nonnegative obtain option path payoff play Players positive possible practical probability proof Proposition protocol prove Quantum Mechanics random Reality relative round sequence situation Skeptic space starting Statistical stochastic stochastic differential equation strategy strong law Suppose surely theorem theory trading upper usual variables variance variation wins World write zero
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