Game-Theoretic Foundations for Probabili... - Catalogue Library Neoma Business School

Game-Theoretic Foundations for Probability and Finance / SHAFER GLENN / WILEY PUBLISHING (2019)

Titre :	Game-Theoretic Foundations for Probability and Finance
Type de document :	e-book
Auteurs :	SHAFER GLENN, Auteur ; Vladimir VOVK, Auteur
Editeur :	WILEY PUBLISHING
Année de publication :	2019
Importance :	483 p. (200 crédits)
ISBN/ISSN/EAN :	978-1-118-54793-9
Prix :	166 EUR
Langues :	Anglais (eng)
Mots-clés :	Management GESTION DE PORTEFEUILLE ; MATHEMATIQUES FINANCIERES ; PROBABILITES
Résumé :	Glenn Shafer and Vladimir Vovk's 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's stochastic calculus, the capital asset pricing model, the equity premium, and portfolio theory.
Nombre d'accès :	1
En ligne :	http://www.vlebooks.com/vleweb/product/openreader?id=Neoma&accId=9169105&isbn=97 [...]
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