Probability and Finance: It's Only a Game! / Edition 1

Probability and Finance: It's Only a Game! / Edition 1

by Glenn Shafer, Vladimir Vovk
     
 

ISBN-10: 0471402265

ISBN-13: 9780471402268

Pub. Date: 06/25/2001

Publisher: Wiley

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.
 See more details below

Overview

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.

Product Details

ISBN-13:
9780471402268
Publisher:
Wiley
Publication date:
06/25/2001
Series:
Wiley Series in Probability and Statistics Series, #373
Pages:
440
Product dimensions:
6.48(w) x 9.69(h) x 1.00(d)

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.

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >