Shafer, Glenn,    1946- <br/><br/>
Probability and finance :    it’s only a game! /  
Glenn Shafer, Vladimir Vovk. 
 - New York :    J. Wiley & Sons,    c2001. 
 - xi, 414 p. :    ill. ;    24 cm. 
 - Wiley series in probability and statistics.  .
<br/><br/>Includes bibliographical references (p. 375-401) and index. 
<br/><br/>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. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>0471402265 (acid-free paper) 
<br/><br/><label>LCCN: </label>2001024030 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments -- Mathematics.<br/>Statistical decision.<br/>Financial engineering.
<br/><br/><label>Dewey Class. No.: </label>332.011