Probability and Finance

Probability and Finance
Author: Glenn Shafer
Publisher: John Wiley & Sons
Total Pages: 438
Release: 2005-02-25
Genre: Business & Economics
ISBN: 0471461717


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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.


Probability and Finance
Language: en
Pages: 438
Authors: Glenn Shafer
Categories: Business & Economics
Type: BOOK - Published: 2005-02-25 - Publisher: John Wiley & Sons

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Provides a foundation for probability based on game theory rather than measure theory. A strong philosophical approach with practical applications. Presents in-
Game-Theoretic Foundations for Probability and Finance
Language: en
Pages: 480
Authors: Glenn Shafer
Categories: Business & Economics
Type: BOOK - Published: 2019-03-21 - Publisher: John Wiley & Sons

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Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-informatio
Probability and Statistics for Finance
Language: en
Pages: 676
Authors: Svetlozar T. Rachev
Categories: Business & Economics
Type: BOOK - Published: 2010-07-30 - Publisher: John Wiley & Sons

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A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techni
Probability for Finance
Language: en
Pages: 197
Authors: Jan Malczak
Categories: Business & Economics
Type: BOOK - Published: 2014 - Publisher: Cambridge University Press

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A rigorous, unfussy introduction to modern probability theory that focuses squarely on applications in finance.
Probability Theory in Finance
Language: en
Pages: 323
Authors: Seán Dineen
Categories: Mathematics
Type: BOOK - Published: 2013-05-22 - Publisher: American Mathematical Soc.

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The use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until