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Probability and finance : it's only a game!

Author: Glenn Shafer; Vladimir Vovk
Publisher: New York, NY [u.a.] : Wiley, 2001.
Series: Wiley series in probability and statistics., Financial engineering section.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This volume describes how mathematical probability theory can dispense with the inconveniences of measure theory and how its applications, especially in finance, can be liberated from the myth of  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Glenn Shafer; Vladimir Vovk
ISBN: 0471402265 9780471402268
OCLC Number: 248664460
Description: XI, 414 S : ill., graph. Darst ; 24 cm.
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.
Series Title: Wiley series in probability and statistics., Financial engineering section.
Responsibility: Glenn Shafer ; Vladimir Vovk.
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"....an interesting new mathematical and philosophical framework for probability..." (Zentralblatt Math, Vol.985, No.10, 2002) "...a creative, entertaining and imaginative book..." (Short Book Read more...

 
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