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The mathematics of decisions, elections, and games / / Karl-Dieter Crisman, Michael A. Jones, editors
| The mathematics of decisions, elections, and games / / Karl-Dieter Crisman, Michael A. Jones, editors |
| Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2014 |
| Descrizione fisica | 1 online resource (229 p.) |
| Disciplina | 519.3 |
| Collana | Contemporary Mathematics |
| Soggetto topico |
Game theory
Statistical decision Probabilities |
| ISBN | 1-4704-1930-0 |
| Classificazione | 91-0691A0591A1291A2091B0691B0891B1291B1491B3291F10 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Preface""; ""Redistricting and district compactness""; ""1. Introduction: Redistricting and Gerrymandering""; ""2. Measuring Compactness""; ""3. Criteria for Compactness Measures and Discussion""; ""References""; ""Fair division and redistricting""; ""1. Introduction""; ""2. Fair Division""; ""3. Redistricting: the problem of partisan unfairness""; ""4. What is a party�s fair share?""; ""5. The ranking protocol""; ""6. The fair division redistricting protocol""; ""7. Conclusion""; ""References""; ""When does approval voting make the “right choices�?""; ""1. Introduction""
""2. Judging Multiple Proposals""""3. State Dependence""; ""4. Proposal Dependence""; ""5. Other Kinds of Dependence""; ""6. Follow-the-Leader""; ""7. Applications to Politics""; ""8. Relationship to the Condorcet Jury Theorem (CJT)""; ""9. Conclusions""; ""References""; ""How indeterminate is sequential majority voting? A judgement aggregation perspective""; ""1. Introduction""; ""2. Preliminaries""; ""3. Global indeterminacy""; ""4. Full indeterminacy""; ""5. Generalized Antichains""; ""6. Condorcet entropy and almost full indeterminacy""; ""Conclusion""; ""Appendix: Proofs"" ""References""""Weighted voting, threshold functions, and zonotopes""; ""1. Introduction""; ""2. Hyperplane arrangements and zonotopes""; ""3. The derived zonotope""; ""4. Conclusions and future work""; ""5. Acknowledgments""; ""References""; ""The Borda Count, the Kemeny Rule, and the Permutahedron""; ""1. Introduction""; ""2. Social Choice and Symmetry""; ""3. Decompositions and Voting""; ""4. Representations""; ""5. Theorems and the Borda-Kemeny Spectrum""; ""6. Looking Forward""; ""7. Appendix""; ""References""; ""Double-interval societies""; ""1. Introduction"" ""2. Double- String Societies""""3. Asymptotic approval ratios for double- string societies""; ""4. A double-interval society lower bound""; ""5. Modifying double- string societies""; ""6. Conclusion and Open Questions""; ""References""; ""Voting for committees in agreeable societies""; ""1. Introduction""; ""2. Definitions""; ""3. Votes Within a Ball""; ""4. Concentric Voter Distributions""; ""5. Main Theorem""; ""6. Extensions""; ""References""; ""Selecting diverse committees with candidates from multiple categories""; ""1. Introduction""; ""2. Basic framework"" ""4. A Dynamic Approach to Solving the Bankruptcy Problem"" |
| Record Nr. | UNINA-9910820223103321 |
| Providence, Rhode Island : , : American Mathematical Society, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Operations research and decisions
| Operations research and decisions |
| Pubbl/distr/stampa | Wrocław, : published jointly by Wrocław University of Economics and Wrocław University of Technology |
| Descrizione fisica | 1 online resource |
| Soggetto topico |
Statistical decision
Decision making |
| Soggetto genere / forma | Periodicals. |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910139488603321 |
| Wrocław, : published jointly by Wrocław University of Economics and Wrocław University of Technology | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Operations research and decisions
| Operations research and decisions |
| Pubbl/distr/stampa | Wrocław, : published jointly by Wrocław University of Economics and Wrocław University of Technology |
| Descrizione fisica | 1 online resource |
| Soggetto topico |
Statistical decision
Decision making |
| Soggetto genere / forma | Periodicals. |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996262835403316 |
| Wrocław, : published jointly by Wrocław University of Economics and Wrocław University of Technology | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Optimal statistical decisions / Morris H. DeGroot
| Optimal statistical decisions / Morris H. DeGroot |
| Autore | De Groot, Morris H. |
| Pubbl/distr/stampa | New York : McGraw-Hill, 1970 |
| Descrizione fisica | xvi, 489 p. : ill. ; 23 cm. |
| Disciplina | 519.8 |
| Soggetto topico |
Decision theory
Statistical decision |
| Classificazione | AMS 62C |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001207669707536 |
De Groot, Morris H.
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| New York : McGraw-Hill, 1970 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Optimal statistical decisions [[electronic resource] /] / Morris H. DeGroot
| Optimal statistical decisions [[electronic resource] /] / Morris H. DeGroot |
| Autore | DeGroot Morris H. <1931-1989.> |
| Edizione | [Wiley classics library ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, 2004 |
| Descrizione fisica | 1 online resource (511 p.) |
| Disciplina | 519.8 |
| Collana | Wiley classics library |
| Soggetto topico |
Statistical decision
Bayesian statistical decision theory |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-27340-2
9786610273409 0-470-32377-9 0-471-72614-1 0-471-72900-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
optimal statistical decisions; Foreword; Preface; contents; part one: survey of probability theory; Chapter 1. INTRODUCTION; Chapter 2. EXPERIMENTS, SAMPLE SPACES, AND PROBABILITY; 2.1 Experiments and Sample Spaces; 2.2 Set Theory; 2.3 Events and Probability; 2.4 Conditional Probability; 2.5 Binomial Coefficients; Exercises; Chapter 3. RANDOM VARIABLES, RANDOM VECTORS, AND DISTRIBUTION FUNCTIONS; 3.1 Random Variables and Their Distributions; 3.2 Multivariate Distributions; 3.3 Sums and Integrals; 3.4 Marginal Distributions and Independence; 3.5 Vectors and Matrices
3.6 Expectations, Moments, and Characteristic Functions3.7 Transformations of Random Variables; 3.8 Conditional Distributions; Exercises; Chapter 4. SOME SPECIAL UNlVARIATE DISTRIBUTIONS; 4.1 Introduction; 4.2 The Bernoulli Distribution; 4.3 The Binomial Distribution; 4.4 The Poisson Distribution; 4.5 The Negative Binomial Distribution; 4.6 The Hypergeometric Distribution; 4.7 The Normal Distribution; 4.8 The Gamma Distribution; 4.9 The Beta Distribution; 4.10 The Uniform Distribution; 4.11 The Pareto Distribution; 4.12 The t Distribution; 4.13 The F Distribution; Exercises Chapter 5. SOME SPECIAL MULTIVARIATE DISTRIBUTIONS5.1 Introduction; 5.2 The Multinomial Distribution; 5.3 The Dirichlet Distribution; 5.4 The Multivariate Normal Distribution; 5.5 The Wishart Distribution; 5.6 The Multivariate t Distribution; 5.7 The Bilateral Bivariate Pareto Distribution; Exercises; part two: subjective probability and utility; Chapter 6. SUBJECTIVE PROBABILITY; 6.1 Introduction; 6.2 Relative Likelihood; 6.3 The Auxiliary Experiment; 6.4 Construction of the Probability Distribution; 6.5 Verification of the Properties of a Probability Distribution 6.6 Conditional LikelihoodsExercises; Chapter 7. UTILITY; 7.1 Preferences among Rewards; 7.2 Preferences among Probability Distributions; 7.3 The Definition of a Utility Function; 7.4 Some Properties of Utility Functions; 7.5 The Utility of Monetary Rewards; 7.6 Convex and Concave Utility Functions; 7.7 The Axiomatic Development of Utility; 7.8 Construction of the Utility Function; 7.9 Verification of the Properties of a Utility Function; 7.10 Extension of the Properties of a Utility Function to the Class PE; Exercises; part three: statistical decision problems; Chapter 8. DECISION PROBLEMS 8.1 Elements of a Decision Problem8.2 Bayes Risk and Bayes Decisions; 8.3 Nonnegative Loss Functions; 8.4 Concavity of the Bayes Risk; 8.5 Randomization and Mixed Decisions; 8.6 Conve Sets; 8.7 Decision Problems in Which ~ 2 and D Are Finite; 8.8 Decision Problems with Observations; 8.9 Construction of Bayes Decision Functions; 8.10 The Cost of Observation; 8.11 Statistical Decision Problems in Which Both O and D Contain Two Points; 8.12 Computation of the Posterior Distribution When the Observations Are Made in More Than One Stage; Exercises; Chapter 9. CONJUGATE PRIOR DISTRIBUTIONS 9.1 Sufficient Statistics |
| Record Nr. | UNINA-9910146070303321 |
|
DeGroot Morris H. <1931-1989.>
|
||
| Hoboken, N.J., : Wiley-Interscience, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Optimal statistical decisions [[electronic resource] /] / Morris H. DeGroot
| Optimal statistical decisions [[electronic resource] /] / Morris H. DeGroot |
| Autore | DeGroot Morris H. <1931-1989.> |
| Edizione | [Wiley classics library ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, 2004 |
| Descrizione fisica | 1 online resource (511 p.) |
| Disciplina | 519.8 |
| Collana | Wiley classics library |
| Soggetto topico |
Statistical decision
Bayesian statistical decision theory |
| ISBN |
1-280-27340-2
9786610273409 0-470-32377-9 0-471-72614-1 0-471-72900-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
optimal statistical decisions; Foreword; Preface; contents; part one: survey of probability theory; Chapter 1. INTRODUCTION; Chapter 2. EXPERIMENTS, SAMPLE SPACES, AND PROBABILITY; 2.1 Experiments and Sample Spaces; 2.2 Set Theory; 2.3 Events and Probability; 2.4 Conditional Probability; 2.5 Binomial Coefficients; Exercises; Chapter 3. RANDOM VARIABLES, RANDOM VECTORS, AND DISTRIBUTION FUNCTIONS; 3.1 Random Variables and Their Distributions; 3.2 Multivariate Distributions; 3.3 Sums and Integrals; 3.4 Marginal Distributions and Independence; 3.5 Vectors and Matrices
3.6 Expectations, Moments, and Characteristic Functions3.7 Transformations of Random Variables; 3.8 Conditional Distributions; Exercises; Chapter 4. SOME SPECIAL UNlVARIATE DISTRIBUTIONS; 4.1 Introduction; 4.2 The Bernoulli Distribution; 4.3 The Binomial Distribution; 4.4 The Poisson Distribution; 4.5 The Negative Binomial Distribution; 4.6 The Hypergeometric Distribution; 4.7 The Normal Distribution; 4.8 The Gamma Distribution; 4.9 The Beta Distribution; 4.10 The Uniform Distribution; 4.11 The Pareto Distribution; 4.12 The t Distribution; 4.13 The F Distribution; Exercises Chapter 5. SOME SPECIAL MULTIVARIATE DISTRIBUTIONS5.1 Introduction; 5.2 The Multinomial Distribution; 5.3 The Dirichlet Distribution; 5.4 The Multivariate Normal Distribution; 5.5 The Wishart Distribution; 5.6 The Multivariate t Distribution; 5.7 The Bilateral Bivariate Pareto Distribution; Exercises; part two: subjective probability and utility; Chapter 6. SUBJECTIVE PROBABILITY; 6.1 Introduction; 6.2 Relative Likelihood; 6.3 The Auxiliary Experiment; 6.4 Construction of the Probability Distribution; 6.5 Verification of the Properties of a Probability Distribution 6.6 Conditional LikelihoodsExercises; Chapter 7. UTILITY; 7.1 Preferences among Rewards; 7.2 Preferences among Probability Distributions; 7.3 The Definition of a Utility Function; 7.4 Some Properties of Utility Functions; 7.5 The Utility of Monetary Rewards; 7.6 Convex and Concave Utility Functions; 7.7 The Axiomatic Development of Utility; 7.8 Construction of the Utility Function; 7.9 Verification of the Properties of a Utility Function; 7.10 Extension of the Properties of a Utility Function to the Class PE; Exercises; part three: statistical decision problems; Chapter 8. DECISION PROBLEMS 8.1 Elements of a Decision Problem8.2 Bayes Risk and Bayes Decisions; 8.3 Nonnegative Loss Functions; 8.4 Concavity of the Bayes Risk; 8.5 Randomization and Mixed Decisions; 8.6 Conve Sets; 8.7 Decision Problems in Which ~ 2 and D Are Finite; 8.8 Decision Problems with Observations; 8.9 Construction of Bayes Decision Functions; 8.10 The Cost of Observation; 8.11 Statistical Decision Problems in Which Both O and D Contain Two Points; 8.12 Computation of the Posterior Distribution When the Observations Are Made in More Than One Stage; Exercises; Chapter 9. CONJUGATE PRIOR DISTRIBUTIONS 9.1 Sufficient Statistics |
| Record Nr. | UNINA-9910830263903321 |
|
DeGroot Morris H. <1931-1989.>
|
||
| Hoboken, N.J., : Wiley-Interscience, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Optimal statistical decisions [[electronic resource] /] / Morris H. DeGroot
| Optimal statistical decisions [[electronic resource] /] / Morris H. DeGroot |
| Autore | DeGroot Morris H. <1931-1989.> |
| Edizione | [Wiley classics library ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, 2004 |
| Descrizione fisica | 1 online resource (511 p.) |
| Disciplina | 519.8 |
| Collana | Wiley classics library |
| Soggetto topico |
Statistical decision
Bayesian statistical decision theory |
| ISBN |
1-280-27340-2
9786610273409 0-470-32377-9 0-471-72614-1 0-471-72900-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
optimal statistical decisions; Foreword; Preface; contents; part one: survey of probability theory; Chapter 1. INTRODUCTION; Chapter 2. EXPERIMENTS, SAMPLE SPACES, AND PROBABILITY; 2.1 Experiments and Sample Spaces; 2.2 Set Theory; 2.3 Events and Probability; 2.4 Conditional Probability; 2.5 Binomial Coefficients; Exercises; Chapter 3. RANDOM VARIABLES, RANDOM VECTORS, AND DISTRIBUTION FUNCTIONS; 3.1 Random Variables and Their Distributions; 3.2 Multivariate Distributions; 3.3 Sums and Integrals; 3.4 Marginal Distributions and Independence; 3.5 Vectors and Matrices
3.6 Expectations, Moments, and Characteristic Functions3.7 Transformations of Random Variables; 3.8 Conditional Distributions; Exercises; Chapter 4. SOME SPECIAL UNlVARIATE DISTRIBUTIONS; 4.1 Introduction; 4.2 The Bernoulli Distribution; 4.3 The Binomial Distribution; 4.4 The Poisson Distribution; 4.5 The Negative Binomial Distribution; 4.6 The Hypergeometric Distribution; 4.7 The Normal Distribution; 4.8 The Gamma Distribution; 4.9 The Beta Distribution; 4.10 The Uniform Distribution; 4.11 The Pareto Distribution; 4.12 The t Distribution; 4.13 The F Distribution; Exercises Chapter 5. SOME SPECIAL MULTIVARIATE DISTRIBUTIONS5.1 Introduction; 5.2 The Multinomial Distribution; 5.3 The Dirichlet Distribution; 5.4 The Multivariate Normal Distribution; 5.5 The Wishart Distribution; 5.6 The Multivariate t Distribution; 5.7 The Bilateral Bivariate Pareto Distribution; Exercises; part two: subjective probability and utility; Chapter 6. SUBJECTIVE PROBABILITY; 6.1 Introduction; 6.2 Relative Likelihood; 6.3 The Auxiliary Experiment; 6.4 Construction of the Probability Distribution; 6.5 Verification of the Properties of a Probability Distribution 6.6 Conditional LikelihoodsExercises; Chapter 7. UTILITY; 7.1 Preferences among Rewards; 7.2 Preferences among Probability Distributions; 7.3 The Definition of a Utility Function; 7.4 Some Properties of Utility Functions; 7.5 The Utility of Monetary Rewards; 7.6 Convex and Concave Utility Functions; 7.7 The Axiomatic Development of Utility; 7.8 Construction of the Utility Function; 7.9 Verification of the Properties of a Utility Function; 7.10 Extension of the Properties of a Utility Function to the Class PE; Exercises; part three: statistical decision problems; Chapter 8. DECISION PROBLEMS 8.1 Elements of a Decision Problem8.2 Bayes Risk and Bayes Decisions; 8.3 Nonnegative Loss Functions; 8.4 Concavity of the Bayes Risk; 8.5 Randomization and Mixed Decisions; 8.6 Conve Sets; 8.7 Decision Problems in Which ~ 2 and D Are Finite; 8.8 Decision Problems with Observations; 8.9 Construction of Bayes Decision Functions; 8.10 The Cost of Observation; 8.11 Statistical Decision Problems in Which Both O and D Contain Two Points; 8.12 Computation of the Posterior Distribution When the Observations Are Made in More Than One Stage; Exercises; Chapter 9. CONJUGATE PRIOR DISTRIBUTIONS 9.1 Sufficient Statistics |
| Record Nr. | UNINA-9910840658903321 |
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DeGroot Morris H. <1931-1989.>
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||
| Hoboken, N.J., : Wiley-Interscience, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Pattern classification / Richard O. Duda, Peter E. Hart, David G. Stork
| Pattern classification / Richard O. Duda, Peter E. Hart, David G. Stork |
| Autore | Duda, Richard O. |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | New York : John Wiley & Sons, 2001 |
| Descrizione fisica | xx, 654 p. : ill. ; 26 cm. |
| Disciplina |
006.4
510.60 Q327 |
| Altri autori (Persone) |
Hart, Peter E.author
Stork, David G. |
| Soggetto topico |
Pattern recognition systems
Statistical decision |
| ISBN | 0471056693 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991003078159707536 |
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Duda, Richard O.
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| New York : John Wiley & Sons, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Principles of managerial statistics and data science / / Roberto Rivera
| Principles of managerial statistics and data science / / Roberto Rivera |
| Autore | Rivera Roberto |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2020 |
| Descrizione fisica | 1 online resource (679 pages) |
| Disciplina | 658.4033 |
| Soggetto topico |
Management -- Statistical methods
Mathematical statistics Statistical decision Data mining Big data |
| ISBN |
1-119-48649-1
1-119-48647-5 1-119-48642-4 |
| Classificazione | 336.1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | und |
| Nota di contenuto | Statistics suck; so why do I need to learn about it? -- Concepts in statistics -- Data visualization -- Descriptive statistics -- Introduction to probability -- Discrete random variables -- Continuous random variables -- Properties of sample statistics -- Interval estimation for one population parameter -- Hypothesis testing for one population -- Statistical inference to compare parameters from two populations -- Analysis of variance (ANOVA) -- Simple linear regression -- Multiple linear regression -- Inference on association of categorical variables -- Nonparametric testing -- Forecasting. |
| Record Nr. | UNINA-9910678004003321 |
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Rivera Roberto
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| Hoboken, N.J., : Wiley, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Probability and finance [[electronic resource] ] : it's only a game! / / Glenn Shafer, Vladimir Vovk
| Probability and finance [[electronic resource] ] : it's only a game! / / Glenn Shafer, Vladimir Vovk |
| Autore | Shafer Glenn <1946-> |
| Pubbl/distr/stampa | New York, : J. Wiley & Sons, c2001 |
| Descrizione fisica | 1 online resource (437 p.) |
| Disciplina |
332/.01/1
519.2 519.5024332 |
| Altri autori (Persone) | VovkVladimir <1960-> |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Investments - Mathematics
Statistical decision Financial engineering |
| ISBN |
1-280-53980-1
9786610539802 0-470-35631-6 0-471-46171-7 0-471-24969-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 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 Bound 5.3 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 Games 8.1 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 Time 10.1 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 Model 12 The Generality of Game-Theoretic Pricing |
| Record Nr. | UNINA-9910146073203321 |
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Shafer Glenn <1946->
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| New York, : J. Wiley & Sons, c2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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