02420nam 2200697 a 450 991078199710332120230725051559.01-280-49070-597866135859360-8139-3129-0(CKB)2550000000052331(OCoLC)759159945(CaPaEBR)ebrary10495616(SSID)ssj0000565782(PQKBManifestationID)11345673(PQKBTitleCode)TC0000565782(PQKBWorkID)10533440(PQKB)10205048(MiAaPQ)EBC3443982(MdBmJHUP)muse4004(Au-PeEL)EBL3443982(CaPaEBR)ebr10495616(CaONFJC)MIL358593(EXLCZ)99255000000005233120091113d2010 uy 0engurcn|||||||||txtccrElusive origins[electronic resource] the Enlightenment in the modern Caribbean historical imagination /Paul B. MillerCharlottesville University of Virginia Press20101 online resource (245 p.) New World studiesBibliographic Level Mode of Issuance: Monograph0-8139-2980-6 0-8139-2979-2 Includes bibliographical references and index.Inaugurating the modern Caribbean historical imagination -- Chauvet, Condé, and the postmodern turn in the Caribbean historical imagination -- The center and the periphery cannot hold.New World studies.Caribbean literature20th centuryHistory and criticismHistory in literatureLiterature and historyCaribbean AreaEnlightenmentCaribbean AreaModernism (Literature)Caribbean AreaCaribbean AreaIntellectual life20th centuryCaribbean AreaIn literatureCaribbean literatureHistory and criticism.History in literature.Literature and historyEnlightenmentModernism (Literature)810.9/9729Miller Paul B.1965-1536555MiAaPQMiAaPQMiAaPQBOOK9910781997103321Elusive origins3785397UNINA05165nam 2200709Ia 450 991083052110332120170815114632.01-280-53980-197866105398020-470-35631-60-471-46171-70-471-24969-6(CKB)1000000000019024(EBL)226524(SSID)ssj0000227858(PQKBManifestationID)11198028(PQKBTitleCode)TC0000227858(PQKBWorkID)10269420(PQKB)10895752(MiAaPQ)EBC226524(PPN)158031342(OCoLC)85820313(EXLCZ)99100000000001902420010214d2001 uy 0engur|n|---|||||txtccrProbability and finance[electronic resource] it's only a game! /Glenn Shafer, Vladimir VovkNew York J. Wiley & Sonsc20011 online resource (437 p.)Wiley series in probability and statisticsDescription based upon print version of record.0-471-40226-5 Includes bibliographical references (p. 375-401) and index.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 Conclusion3 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 Forecasting Protocol; 4.5 A Martingale Strong Law; 4.6 Appendix: Martin's Theorem; 5 The Law of the Iterated Logarithm; 5.1 Unbounded Forecasting Protocols; 5.2 The Validity of the Iterated-Logarithm Bound5.3 The Sharpness of the Iterated-Logarithm Bound5.4 A Martingale Law of the Iterated Logarithm; 5.5 Appendix: Historical Comments; 5.6 Appendix: Kolmogorov's Finitary Interpretation; 6 The Weak Laws; 6.1 Bernoulli's Theorem; 6.2 De Moivre's Theorem; 6.3 A One-Sided Central Limit Theorem; 6.4 Appendix: The Gaussian Distribution; 6.5 Appendix: Stochastic Parabolic Potential Theory; 7 Lindeberg's Theorem; 7.1 Lindeberg Protocols; 7.2 Statement and Proof of the Theorem; 7.3 Examples of the Theorem; 7.4 Appendix: The Classical Central Limit Theorem; 8 The Generality of Probability Games8.1 Deriving the Measure-Theoretic Limit Theorems8.2 Coin Tossing; 8.3 Game-Theoretic Price and Probability; 8.4 Open Scientific Protocols; 8.5 Appendix: Ville's Theorem; 8.6 Appendix: A Brief Biography of Jean Ville; Part II Finance without Probability; 9 Game-Theoretic Probability in Finance; 9.1 The Behavior of Stock-Market Prices; 9.2 The Stochastic Black-Scholes Formula; 9.3 A Purely Game-Theoretic Black-Scholes Formula; 9.4 Informational Efficiency; 9.5 Appendix: Tweaking the Black-Scholes Model; 9.6 Appendix: On the Stochastic Theory; 10 Games for Pricing Options in Discrete Time10.1 Bachelier's Central Limit Theorem10.2 Bachelier Pricing in Discrete Time; 10.3 Black-Scholes Pricing in Discrete Time; 10.4 Hedging Error in Discrete Time; 10.5 Black-Scholes with Relative Variations for S; 10.6 Hedging Error with Relative Variations for S; 1 1 Games for Pricing Options in Continuous Time; 11.1 The Variation Spectrum; 11.2 Bachelier Pricing in Continuous Time; 11.3 Black-Scholes Pricing in Continuous Time; 11.4 The Game-Theoretic Source of the dt Effect; 11.5 Appendix: Elements of Nonstandard Analysis; 11.6 Appendix: On the Diffusion Model12 The Generality of Game-Theoretic PricingProvides 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.Wiley series in probability and statistics.InvestmentsMathematicsStatistical decisionFinancial engineeringInvestmentsMathematics.Statistical decision.Financial engineering.332/.01/1519.2519.5024332Shafer Glenn1946-283969Vovk Vladimir1960-283970MiAaPQMiAaPQMiAaPQBOOK9910830521103321Probability and finance1129474UNINA