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Probability and finance : it’s only a game! / Glenn Shafer, Vladimir Vovk.

By: Contributor(s): Material type: TextTextSeries: Wiley series in probability and statistics. Financial engineering sectionPublication details: New York : J. Wiley & Sons, c2001.Description: xi, 414 p. : ill. ; 24 cmISBN:
  • 0471402265 (acid-free paper)
Subject(s): DDC classification:
  • 332.011   21
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.
Summary: 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.
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Item type Current library Call number Copy number Status Date due Barcode
Books Books Main library General Stacks 332.011 / SH.P 2001 (Browse shelf(Opens below)) 1 Available 006474

Includes bibliographical references (p. 375-401) and index.

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.

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.

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