TY  - BOOK
AU  - Shafer,Glenn
AU  - Vovk,Vladimir
TI  - Probability and finance : :  it’s only a game! / 
T2  - Wiley series in probability and statistics. 
SN  - 0471402265 (acid-free paper)
U1  - 332.011   21
PY  - 2001///
CY  - New York : 
PB  -  J. Wiley & Sons, 
KW  - Investments
KW  -  Mathematics
KW  - Statistical decision
KW  - Financial engineering
N1  - 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
N2  - 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
ER  -