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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
Shafer Glenn <1946->  
New York, : J. Wiley & Sons, c2001
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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-9910830521103321
Shafer Glenn <1946->  
New York, : J. Wiley & Sons, c2001
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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-9910877691703321
Shafer Glenn <1946->  
New York, : J. Wiley & Sons, c2001
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Probability and finance : it's only a game! / Glenn Shafer, Vladimir Vovk
Probability and finance : it's only a game! / Glenn Shafer, Vladimir Vovk
Autore Shafer, Glenn
Pubbl/distr/stampa New York : J. Wiley & Sons, c2001
Descrizione fisica xi, 414 p. : ill. ; 24 cm
Disciplina 332.011
Altri autori (Persone) Vovk, Vladimirauthor
Collana Wiley series in probability and statistics. Financial engineering section
Soggetto topico Investments - Mathematics
Statistical decision
Financial engineering
ISBN 0471402265
Classificazione AMS 91B28
AMS 91A80
LC HG4515.3.S534
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991002457779707536
Shafer, Glenn  
New York : J. Wiley & Sons, c2001
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui
Quantum models of cognition and decision / / Jerome R. Busemeyer, Peter D. Bruza [[electronic resource]]
Quantum models of cognition and decision / / Jerome R. Busemeyer, Peter D. Bruza [[electronic resource]]
Autore Busemeyer Jerome R.
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2012
Descrizione fisica 1 online resource (xiv, 407 pages) : digital, PDF file(s)
Disciplina 530.12
Soggetto topico Decision making - Mathematical models
Statistical decision
Cognition - Mathematical models
Quantum theory
ISBN 1-107-23957-5
1-107-22899-9
1-283-52200-4
9786613834454
1-139-52713-4
1-139-52832-7
1-139-52593-X
1-139-53179-4
1-139-53060-7
0-511-99771-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: 1. Why use quantum theory for cognition and decision? Some compelling reasons; 2. What is quantum theory? An elementary introduction; 3. What can quantum theory predict? Predicting question order effects on attitudes; 4. How to apply quantum theory? Accounting for human probability judgment errors; 5. Quantum inspired models of concept combination; 6. An application of quantum theory to conjoint memory recognition; 7. Quantum-like models of human semantic space; 8. What about quantum dynamics? More advanced principles; 9. What is the quantum advantage? Applications to decision making; 10. How to model human information processing using quantum information theory; 11. Can quantum systems learn? Quantum updating; 12. What are the future prospects for quantum cognition and decision?.
Altri titoli varianti Quantum Models of Cognition & Decision
Record Nr. UNINA-9910465429803321
Busemeyer Jerome R.  
Cambridge : , : Cambridge University Press, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Quantum models of cognition and decision / / Jerome R. Busemeyer, Peter D. Bruza [[electronic resource]]
Quantum models of cognition and decision / / Jerome R. Busemeyer, Peter D. Bruza [[electronic resource]]
Autore Busemeyer Jerome R.
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2012
Descrizione fisica 1 online resource (xiv, 407 pages) : digital, PDF file(s)
Disciplina 530.12
Soggetto topico Decision making - Mathematical models
Statistical decision
Cognition - Mathematical models
Quantum theory
ISBN 1-107-23957-5
1-107-22899-9
1-283-52200-4
9786613834454
1-139-52713-4
1-139-52832-7
1-139-52593-X
1-139-53179-4
1-139-53060-7
0-511-99771-X
Classificazione PSY008000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: 1. Why use quantum theory for cognition and decision? Some compelling reasons; 2. What is quantum theory? An elementary introduction; 3. What can quantum theory predict? Predicting question order effects on attitudes; 4. How to apply quantum theory? Accounting for human probability judgment errors; 5. Quantum inspired models of concept combination; 6. An application of quantum theory to conjoint memory recognition; 7. Quantum-like models of human semantic space; 8. What about quantum dynamics? More advanced principles; 9. What is the quantum advantage? Applications to decision making; 10. How to model human information processing using quantum information theory; 11. Can quantum systems learn? Quantum updating; 12. What are the future prospects for quantum cognition and decision?.
Altri titoli varianti Quantum Models of Cognition & Decision
Record Nr. UNINA-9910791705803321
Busemeyer Jerome R.  
Cambridge : , : Cambridge University Press, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Quantum models of cognition and decision / / Jerome R. Busemeyer, Peter D. Bruza
Quantum models of cognition and decision / / Jerome R. Busemeyer, Peter D. Bruza
Autore Busemeyer Jerome R
Edizione [1st ed.]
Pubbl/distr/stampa Cambridge, : Cambridge University Press, 2012
Descrizione fisica 1 online resource (xiv, 407 pages) : digital, PDF file(s)
Disciplina 530.12
Altri autori (Persone) BruzaPeter David <1962->
Soggetto topico Decision making - Mathematical models
Statistical decision
Cognition - Mathematical models
Quantum theory
ISBN 1-107-23957-5
1-107-22899-9
1-283-52200-4
9786613834454
1-139-52713-4
1-139-52832-7
1-139-52593-X
1-139-53179-4
1-139-53060-7
0-511-99771-X
Classificazione PSY008000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: 1. Why use quantum theory for cognition and decision? Some compelling reasons; 2. What is quantum theory? An elementary introduction; 3. What can quantum theory predict? Predicting question order effects on attitudes; 4. How to apply quantum theory? Accounting for human probability judgment errors; 5. Quantum inspired models of concept combination; 6. An application of quantum theory to conjoint memory recognition; 7. Quantum-like models of human semantic space; 8. What about quantum dynamics? More advanced principles; 9. What is the quantum advantage? Applications to decision making; 10. How to model human information processing using quantum information theory; 11. Can quantum systems learn? Quantum updating; 12. What are the future prospects for quantum cognition and decision?.
Record Nr. UNINA-9910807679103321
Busemeyer Jerome R  
Cambridge, : Cambridge University Press, 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Rational decisions [[electronic resource] /] / Ken Binmore
Rational decisions [[electronic resource] /] / Ken Binmore
Autore Binmore K. G. <1940->
Edizione [Course Book]
Pubbl/distr/stampa Princeton, N.J., : Princeton University Press, c2009
Descrizione fisica 1 online resource (214 p.)
Disciplina 519.542
Collana The Gorman lectures in economics
Soggetto topico Bayesian statistical decision theory
Statistical decision
Soggetto genere / forma Electronic books.
ISBN 0-691-13074-4
9786612457944
1-282-45794-2
1-282-93600-X
9786612936005
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Preface -- 1. Revealed Preference -- 2. Game Theory -- 3. Risk -- 4. Utilitarianism -- 5. Classical Probability -- 6. Frequency -- 7. Bayesian Decision Theory -- 8. Epistemology -- 9. Large Worlds -- 10. Mathematical Notes -- References -- Index -- Backmatter
Record Nr. UNINA-9910456464203321
Binmore K. G. <1940->  
Princeton, N.J., : Princeton University Press, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Rational decisions [[electronic resource] /] / Ken Binmore
Rational decisions [[electronic resource] /] / Ken Binmore
Autore Binmore K. G. <1940->
Edizione [Course Book]
Pubbl/distr/stampa Princeton, N.J., : Princeton University Press, c2009
Descrizione fisica 1 online resource (214 p.)
Disciplina 519.542
Collana The Gorman lectures in economics
Soggetto topico Bayesian statistical decision theory
Statistical decision
ISBN 0-691-13074-4
9786612457944
1-282-45794-2
1-282-93600-X
9786612936005
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Preface -- 1. Revealed Preference -- 2. Game Theory -- 3. Risk -- 4. Utilitarianism -- 5. Classical Probability -- 6. Frequency -- 7. Bayesian Decision Theory -- 8. Epistemology -- 9. Large Worlds -- 10. Mathematical Notes -- References -- Index -- Backmatter
Record Nr. UNINA-9910780817603321
Binmore K. G. <1940->  
Princeton, N.J., : Princeton University Press, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Rational decisions / / Ken Binmore
Rational decisions / / Ken Binmore
Autore Binmore K. G. <1940->
Edizione [Course Book]
Pubbl/distr/stampa Princeton, N.J., : Princeton University Press, c2009
Descrizione fisica 1 online resource (214 p.)
Disciplina 519.542
Collana The Gorman lectures in economics
Soggetto topico Bayesian statistical decision theory
Statistical decision
ISBN 0-691-13074-4
9786612457944
1-282-45794-2
1-282-93600-X
9786612936005
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Frontmatter -- Contents -- Preface -- 1. Revealed Preference -- 2. Game Theory -- 3. Risk -- 4. Utilitarianism -- 5. Classical Probability -- 6. Frequency -- 7. Bayesian Decision Theory -- 8. Epistemology -- 9. Large Worlds -- 10. Mathematical Notes -- References -- Index -- Backmatter
Record Nr. UNINA-9910827179903321
Binmore K. G. <1940->  
Princeton, N.J., : Princeton University Press, c2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui