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Record Nr. |
UNINA9910146073203321 |
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Autore |
Shafer Glenn <1946-> |
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Titolo |
Probability and finance [[electronic resource] ] : it's only a game! / / Glenn Shafer, Vladimir Vovk |
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Pubbl/distr/stampa |
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New York, : J. Wiley & Sons, c2001 |
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ISBN |
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1-280-53980-1 |
9786610539802 |
0-470-35631-6 |
0-471-46171-7 |
0-471-24969-6 |
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Descrizione fisica |
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1 online resource (437 p.) |
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Collana |
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Wiley series in probability and statistics |
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Altri autori (Persone) |
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Disciplina |
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332/.01/1 |
519.2 |
519.5024332 |
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Soggetti |
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Investments - Mathematics |
Statistical decision |
Financial engineering |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 375-401) and index. |
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Nota di contenuto |
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Probability and Finance; Contents; Preface; 1 Probability and Finance as a Game; 1.1 A Game with the World; 1.2 The Protocol for a Probability Game; 1.3 The Fundamental Interpretative Hypothesis; 1.4 The Many Interpretations of Probability; 1.5 Game-Theoretic Probability in Finance; Part I Probability without Measure; 2 The Historical Context; 2.1 Probability before Kolmogorov; 2.2 Kolmogorov's Measure-Theoretic Framework; 2.3 Realized Randomness; 2.4 What is a Martingale?; 2.5 The Impossibility of a Gambling System; 2.6 Neosubjectivism; 2.7 Conclusion |
3 The Bounded Strong Law of Large Numbers3.1 The Fair-Coin Game; 3.2 Forecasting a Bounded Variable; 3.3 Who Sets the Prices?; 3.4 Asymmetric Bounded Forecasting Games; 3.5 Appendix: The Computation of Strategies; 4 Kolmogorov's Strong Law of Large Numbers; 4.1 Two Statements of Kolmogorov's Strong Law; 4.2 Skeptic's Strategy; 4.3 Reality's Strategy; 4.4 The Unbounded Upper |
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