000			02191cam a22003131a 4500
008			100308s2001 nyua b 001 0 eng
010			_a2001024030
020			_a0471402265 (acid-free paper)
035			_a(Sirsi) u4476
040			_aEG-CaNU _c EG-CaNU _d EG-CaNU
042			_aNCODE
082	0	0	_a332.011 _2 21
100	1		_aShafer, Glenn, _d 1946- _91974
245	1	0	_aProbability and finance : _b it’s only a game! / _c Glenn Shafer, Vladimir Vovk.
260			_aNew York : _b J. Wiley & Sons, _c c2001.
300			_axi, 414 p. : _b ill. ; _c 24 cm.
490	0		_aWiley series in probability and statistics. _p Financial engineering section
504			_aIncludes bibliographical references (p. 375-401) and index.
505	0		_aPreface -- 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			_aProvides 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.
650		0	_aInvestments _x Mathematics. _98918
650		0	_aStatistical decision. _98919
650		0	_aFinancial engineering. _98920
700	1		_aVovk, Vladimir, _d 1960- _98921
596			_a1
999			_c3478 _d3478