skip to content
Probability and finance : it's only a game! Preview this item
ClosePreview this item
Checking...

Probability and finance : it's only a game!

Author: Glenn Shafer; Vladimir Vovk
Publisher: New York, NY : 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...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

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 Seiten : Illustrationen, Diagramme ; 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.
More information:

Reviews

Editorial reviews

Publisher Synopsis

"...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...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/248664460> # Probability and finance : it's only a game!
    a schema:Book, schema:CreativeWork ;
    library:oclcnum "248664460" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/116907736#Place/new_york_ny> ; # New York, NY
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/theorie> ; # Theorie
    schema:about <http://dewey.info/class/332.011/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/spieltheorie_wahrscheinlichkeitstheorie> ; # Spieltheorie--Wahrscheinlichkeitstheorie
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/black_scholes_modell> ; # Black-Scholes-Modell
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/wirtschaftswissenschaft_spieltheorie> ; # Wirtschaftswissenschaft--Spieltheorie
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/stochastischer_prozess> ; # Stochastischer Prozess
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/finanzierungstheorie> ; # Finanzierungstheorie
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/spieltheorie_wirtschaftswissenschaft> ; # Spieltheorie--Wirtschaftswissenschaft
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/kapitalmarkttheorie> ; # Kapitalmarkttheorie
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/optionspreistheorie> ; # Optionspreistheorie
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/effizienzmarktthese> ; # Effizienzmarktthese
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/spieltheorie_finanzierung> ; # Spieltheorie--Finanzierung
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/wahrscheinlichkeitsrechnung> ; # Wahrscheinlichkeitsrechnung
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/wahrscheinlichkeitsrechnung_spieltheorie_optionspreistheorie_black_scholes_modell_portfolio_management_effizienzmarktthese_theorie> ; # Wahrscheinlichkeitsrechnung--Spieltheorie--Optionspreistheorie--Black-Scholes-Modell--Portfolio-Management--Effizienzmarktthese--Theorie
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/spieltheorie> ; # Spieltheorie
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/finanzmathematik_spieltheorie> ; # Finanzmathematik--Spieltheorie
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/statistical_decision> ; # Statistical decision
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/finanzierung_spieltheorie> ; # Finanzierung--Spieltheorie
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/portfolio_management> ; # Portfolio-Management
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/wahrscheinlichkeit_math> ; # Wahrscheinlichkeit--(Math.)
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/financial_engineering> ; # Financial engineering
    schema:about <http://experiment.worldcat.org/entity/work/data/116907736#Topic/investments_mathematics> ; # Investments--Mathematics
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/55961863> ; # Vladimir Vovk
    schema:creator <http://viaf.org/viaf/84495868> ; # Glenn Shafer
    schema:datePublished "2001" ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/116907736> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/116907736#Series/wiley_series_in_probability_and_statistics> ; # Wiley series in probability and statistics.
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/116907736#Series/wiley_series_in_probability_and_statistics_financial_engineering_section> ; # Wiley series in probability and statistics Financial engineering section
    schema:name "Probability and finance : it's only a game!" ;
    schema:productID "248664460" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/248664460#PublicationEvent/new_york_ny_wiley_2001> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/116907736#Agent/wiley> ; # Wiley
    schema:url <http://catdir.loc.gov/catdir/description/wiley035/2001024030.html> ;
    schema:url <http://catdir.loc.gov/catdir/toc/onix06/2001024030.html> ;
    schema:url <http://catdir.loc.gov/catdir/bios/wiley042/2001024030.html> ;
    schema:workExample <http://worldcat.org/isbn/9780471402268> ;
    umbel:isLike <http://bnb.data.bl.uk/id/resource/GBA157179> ;
    umbel:isLike <http://bnb.data.bl.uk/id/resource/GBA1W8630> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/248664460> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/116907736#Series/wiley_series_in_probability_and_statistics> # Wiley series in probability and statistics.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/248664460> ; # Probability and finance : it's only a game!
    schema:name "Wiley series in probability and statistics." ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Series/wiley_series_in_probability_and_statistics_financial_engineering_section> # Wiley series in probability and statistics Financial engineering section
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/248664460> ; # Probability and finance : it's only a game!
    schema:name "Wiley series in probability and statistics Financial engineering section" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/black_scholes_modell> # Black-Scholes-Modell
    a schema:Intangible ;
    schema:name "Black-Scholes-Modell" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/effizienzmarktthese> # Effizienzmarktthese
    a schema:Intangible ;
    schema:name "Effizienzmarktthese" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/financial_engineering> # Financial engineering
    a schema:Intangible ;
    schema:name "Financial engineering" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/finanzierung_spieltheorie> # Finanzierung--Spieltheorie
    a schema:Intangible ;
    schema:name "Finanzierung--Spieltheorie" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/finanzierungstheorie> # Finanzierungstheorie
    a schema:Intangible ;
    schema:name "Finanzierungstheorie" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/finanzmathematik_spieltheorie> # Finanzmathematik--Spieltheorie
    a schema:Intangible ;
    schema:name "Finanzmathematik--Spieltheorie" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/investments_mathematics> # Investments--Mathematics
    a schema:Intangible ;
    schema:name "Investments--Mathematics" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/kapitalmarkttheorie> # Kapitalmarkttheorie
    a schema:Intangible ;
    schema:name "Kapitalmarkttheorie" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/optionspreistheorie> # Optionspreistheorie
    a schema:Intangible ;
    schema:name "Optionspreistheorie" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/portfolio_management> # Portfolio-Management
    a schema:Intangible ;
    schema:name "Portfolio-Management" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/spieltheorie_finanzierung> # Spieltheorie--Finanzierung
    a schema:Intangible ;
    schema:name "Spieltheorie--Finanzierung" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/spieltheorie_wahrscheinlichkeitstheorie> # Spieltheorie--Wahrscheinlichkeitstheorie
    a schema:Intangible ;
    schema:name "Spieltheorie--Wahrscheinlichkeitstheorie" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/spieltheorie_wirtschaftswissenschaft> # Spieltheorie--Wirtschaftswissenschaft
    a schema:Intangible ;
    schema:name "Spieltheorie--Wirtschaftswissenschaft" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/statistical_decision> # Statistical decision
    a schema:Intangible ;
    schema:name "Statistical decision" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/stochastischer_prozess> # Stochastischer Prozess
    a schema:Intangible ;
    schema:name "Stochastischer Prozess" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/wahrscheinlichkeit_math> # Wahrscheinlichkeit--(Math.)
    a schema:Intangible ;
    schema:name "Wahrscheinlichkeit--(Math.)" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/wahrscheinlichkeitsrechnung> # Wahrscheinlichkeitsrechnung
    a schema:Intangible ;
    schema:name "Wahrscheinlichkeitsrechnung" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/wahrscheinlichkeitsrechnung_spieltheorie_optionspreistheorie_black_scholes_modell_portfolio_management_effizienzmarktthese_theorie> # Wahrscheinlichkeitsrechnung--Spieltheorie--Optionspreistheorie--Black-Scholes-Modell--Portfolio-Management--Effizienzmarktthese--Theorie
    a schema:Intangible ;
    schema:name "Wahrscheinlichkeitsrechnung--Spieltheorie--Optionspreistheorie--Black-Scholes-Modell--Portfolio-Management--Effizienzmarktthese--Theorie" ;
    .

<http://experiment.worldcat.org/entity/work/data/116907736#Topic/wirtschaftswissenschaft_spieltheorie> # Wirtschaftswissenschaft--Spieltheorie
    a schema:Intangible ;
    schema:name "Wirtschaftswissenschaft--Spieltheorie" ;
    .

<http://viaf.org/viaf/55961863> # Vladimir Vovk
    a schema:Person ;
    schema:birthDate "1960" ;
    schema:familyName "Vovk" ;
    schema:givenName "Vladimir" ;
    schema:name "Vladimir Vovk" ;
    .

<http://viaf.org/viaf/84495868> # Glenn Shafer
    a schema:Person ;
    schema:birthDate "1946" ;
    schema:familyName "Shafer" ;
    schema:givenName "Glenn" ;
    schema:name "Glenn Shafer" ;
    .

<http://worldcat.org/isbn/9780471402268>
    a schema:ProductModel ;
    schema:isbn "0471402265" ;
    schema:isbn "9780471402268" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.