Probability and finance : it's only a game!
著者
書誌事項
Probability and finance : it's only a game!
（Wiley series in probability and mathematical statistics, . Financial engineering section）
Wiley, c2001
大学図書館所蔵 件 / 全59件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
"A Wiley-Interscience publication"
Bibliography: p. 375-397
Includes index
内容説明・目次
内容説明
Provides 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.
目次
Preface. Probability and Finance as a Game. PROBABILITY WITHOUT MEASURE. The Historical Context. The Bounded Strong Law of Large Numbers. Kolmogorov's Strong Law of Large Numbers. The Law of the Iterated Logarithm. The Weak Laws. Lindeberg's Theorem. The Generality of Probability Games. FINANCE WITHOUT PROBABILITY. Game-Theoretic Probability in Finance. Games for Pricing Options in Discrete Time. Games for Pricing Options in Continuous Time. The Generality of Game-Theoretic Pricing. Games for American Options. Games for Diffusion Processes. The Game-Theoretic Efficient-Market Hypothesis. References. Photograph Credits. Notation. Index.
「Nielsen BookData」 より