【概率与金融】 Probability and Finance : It's Only a Game!

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Probability and Finance: It's Only a Game!

Glenn Shafer, Vladimir Vovk



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.

Table of Contents

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.

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