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The Resource Probability and finance : it's only a game!, Glenn Shafer, Vladimir Vovk

Probability and finance : it's only a game!, Glenn Shafer, Vladimir Vovk

Label
Probability and finance : it's only a game!
Title
Probability and finance
Title remainder
it's only a game!
Statement of responsibility
Glenn Shafer, Vladimir Vovk
Creator
Contributor
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorDate
1946-
http://library.link/vocab/creatorName
Shafer, Glenn
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1960-
http://library.link/vocab/relatedWorkOrContributorName
Vovk, Vladimir
Series statement
Wiley series in probability and statistics
http://library.link/vocab/subjectName
  • Investments
  • Financial engineering
  • Statistical decision
Label
Probability and finance : it's only a game!, Glenn Shafer, Vladimir Vovk
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 375-401) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Preface
  • 1.
  • Probability and Finance as a Game.
  • p. 1
  • Pt. I.
  • Probability without Measure.
  • p. 27
  • 2.
  • Historical Context.
  • p. 29
  • 3.
  • Bounded Strong Law of Large Numbers.
  • p. 61
  • 4.
  • Kolmogorov's Strong Law of Large Numbers.
  • p. 75
  • 5.
  • Law of the Iterated Logarithm.
  • p. 99
  • 6.
  • Weak Laws.
  • p. 121
  • 7.
  • Lindeberg's Theorem.
  • p. 147
  • 8.
  • Generality of Probability Games.
  • p. 167
  • Pt. II.
  • Finance without Probability.
  • p. 199
  • 9.
  • Game-Theoretic Probability in Finance.
  • p. 201
  • 10.
  • Games for Pricing Options in Discrete Time.
  • p. 237
  • 11.
  • Games for Pricing Options in Continuous Time.
  • p. 271
  • 12.
  • Generality of Game-Theoretic Pricing.
  • p. 293
  • 13.
  • Games for American Options.
  • p. 317
  • 14.
  • Games for Diffusion Processes.
  • p. 335
  • 15.
  • Game-Theoretic Efficient-Market Hypothesis.
  • p. 351
  • References.
  • p. 375
  • Photograph Credits.
  • p. 399
  • Notation.
  • p. 403
  • Index.
  • p. 405
Control code
13956017
Dimensions
25 cm.
Extent
xi, 414 p.
Isbn
9780471402268
Lccn
2001024030
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.
Label
Probability and finance : it's only a game!, Glenn Shafer, Vladimir Vovk
Publication
Bibliography note
Includes bibliographical references (p. 375-401) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Preface
  • 1.
  • Probability and Finance as a Game.
  • p. 1
  • Pt. I.
  • Probability without Measure.
  • p. 27
  • 2.
  • Historical Context.
  • p. 29
  • 3.
  • Bounded Strong Law of Large Numbers.
  • p. 61
  • 4.
  • Kolmogorov's Strong Law of Large Numbers.
  • p. 75
  • 5.
  • Law of the Iterated Logarithm.
  • p. 99
  • 6.
  • Weak Laws.
  • p. 121
  • 7.
  • Lindeberg's Theorem.
  • p. 147
  • 8.
  • Generality of Probability Games.
  • p. 167
  • Pt. II.
  • Finance without Probability.
  • p. 199
  • 9.
  • Game-Theoretic Probability in Finance.
  • p. 201
  • 10.
  • Games for Pricing Options in Discrete Time.
  • p. 237
  • 11.
  • Games for Pricing Options in Continuous Time.
  • p. 271
  • 12.
  • Generality of Game-Theoretic Pricing.
  • p. 293
  • 13.
  • Games for American Options.
  • p. 317
  • 14.
  • Games for Diffusion Processes.
  • p. 335
  • 15.
  • Game-Theoretic Efficient-Market Hypothesis.
  • p. 351
  • References.
  • p. 375
  • Photograph Credits.
  • p. 399
  • Notation.
  • p. 403
  • Index.
  • p. 405
Control code
13956017
Dimensions
25 cm.
Extent
xi, 414 p.
Isbn
9780471402268
Lccn
2001024030
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.

Library Locations

    • Sydney Jones LibraryBorrow it
      Chatham Street, Liverpool, L7 7BD, GB
      53.403069 -2.963723
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