Probability and finance : (Record no. 3478)

MARC details
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100308s2001 nyua b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2001024030
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0471402265 (acid-free paper)
035 ## - SYSTEM CONTROL NUMBER
System control number (Sirsi) u4476
040 ## - CATALOGING SOURCE
Original cataloging agency EG-CaNU
Transcribing agency EG-CaNU
Modifying agency EG-CaNU
042 ## - AUTHENTICATION CODE
Authentication code NCODE
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.011
Edition number 21
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Shafer, Glenn,
Dates associated with a name 1946-
9 (RLIN) 1974
245 10 - TITLE STATEMENT
Title Probability and finance :
Remainder of title it’s only a game! /
Statement of responsibility, etc. Glenn Shafer, Vladimir Vovk.
260 ## - PUBLICATION, DISTRIBUTION, ETC.
Place of publication, distribution, etc. New York :
Name of publisher, distributor, etc. J. Wiley & Sons,
Date of publication, distribution, etc. c2001.
300 ## - PHYSICAL DESCRIPTION
Extent xi, 414 p. :
Other physical details ill. ;
Dimensions 24 cm.
490 0# - SERIES STATEMENT
Series statement Wiley series in probability and statistics.
-- Financial engineering section
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references (p. 375-401) and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
520 ## - SUMMARY, ETC.
Summary, etc. 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.
596 ## -
-- 1
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Investments
General subdivision Mathematics.
9 (RLIN) 8918
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Statistical decision.
9 (RLIN) 8919
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Financial engineering.
9 (RLIN) 8920
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Vovk, Vladimir,
Dates associated with a name 1960-
9 (RLIN) 8921
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Source of acquisition Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Dewey Decimal Classification     Main library Main library General Stacks 01/26/2020 OSI   332.011 / SH.P 2001 006474 11/24/2019 1 11/24/2019 Books