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Probability and Finance
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Artikel-Nr:
9780471461715
Veröffentl:
2005
Einband:
E-Book
Seiten:
440
Autor:
Glenn Shafer
Serie:
Wiley Series in Probability and Statistics
eBook Typ:
PDF
eBook Format:
E-Book
Kopierschutz:
Adobe DRM [Hard-DRM]
Sprache:
Englisch
Beschreibung:
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.
Provides a foundation for probability based on game theory ratherthan measure theory.* A strong philosophical approach with practicalapplications.* Presents in-depth coverage of classical probability theory aswell as new theory.
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.