Game-theoretic foundations for probability and finance
Glenn Shafer (Rutgers Business School), Vladimir Vovk (Royal Holloway, University of London)
| Alternative title: | Probability and finance |
|---|---|
| Year of publication: |
2019 ; First edition
|
| 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] |
Erscheint auch als (Online-Ausgabe):
Shafer, Glenn. Game-theoretic foundations for probability and finance. - Hoboken, NJ : Wiley, 2019. - 1 Online-Ressource (1 online resource)
Persistent link: https://www.econbiz.de/10012014639