Game-theoretic foundations for probability and finance
Glenn Shafer (Rutgers Business School), Vladimir Vovk (Royal Holloway, University of London)
| Alternative title: | Probability and finance |
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| Year of publication: |
2019 ; First edition
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| Authors: | Shafer, Glenn ; Vovk, Vladimir |
| Publisher: |
Hoboken, NJ, USA : Wiley |
| Subject: | Spieltheorie | Game theory | Wahrscheinlichkeitsrechnung | Probability theory | Kapitalmarkttheorie | Financial economics | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Portfolio-Management | Portfolio selection | Equity-Premium-Puzzle | Equity premium puzzle | Finanztheorie | Wahrscheinlichkeitstheorie |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | xvi, 464 Seiten Illustrationen |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Earlier edition published in 2001 as: Probability and finance : it's only a game! Includes bibliographical references and index |
| ISBN: | 978-0-470-90305-6 ; 978-1-118-54793-9 ; 978-1-118-54802-8 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012014639