عنوان

Game-theoretic foundations for probability and finance /

شابک

0470903058

شابک

1118547934

شابک

1118548027

شابک

1118548035

شابک

9780470903056

شابک

9781118547939

شابک

9781118548028

شابک

9781118548035

شابک اشتباه

9780470903056

عنوان اصلي

Game-theoretic foundations for probability and finance /

نام عام مواد

[Book]

نام نخستين پديدآور

Glenn Ray Shafer, Vladimir Vovk.

محل نشرو پخش و غیره

Hoboken, NJ :

نام ناشر، پخش کننده و غيره

John Wiley & Sons, Inc.,

تاریخ نشرو بخش و غیره

2019.

تاریخ نشرو بخش و غیره

©2019

نام خاص و کميت اثر

1 online resource

عنوان فروست

Wiley series in probability and statistics

متن يادداشت

Earlier edition published in 2001 as: Probability and finance : it's only a game!

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further research, Game-Theoretic Foundations for Probability and Finance presents a mature view of the foundational role game theory can play. Its account of probability theory opens the way to new methods of prediction and testing and makes many statistical methods more transparent and widely usable. Its contributions to finance theory include purely game-theoretic accounts of Ito stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory. Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context. Praise from early readers ver since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades. Peter Gr130 0Wiley series in probability and statisticsnwald, CWI and University of Leiden hafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors. Ioannis Karatzas, Columbia University.

منبع سفارش / آدرس اشتراک

Wiley

شماره انبار

9781118548028

عنوان

Game-theoretic foundations for probability and finance.

شماره استاندارد بين المللي کتاب و موسيقي

9780470903056

عنوان قراردادي

Probability and finance

موضوع مستند نشده

Finance-- Mathematical models.

موضوع مستند نشده

Finance-- Statistical methods.

موضوع مستند نشده

Game theory.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Finance.

موضوع مستند نشده

Finance-- Mathematical models.

موضوع مستند نشده

Finance-- Statistical methods.

موضوع مستند نشده

Game theory.

موضوع مستند نشده

BUS-- 027000

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Shafer, Glenn,1946-

مستند نام اشخاص تاييد نشده

Vovk, Vladimir,1960-

تاريخ عمليات

20200822113908.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y