Game-Theoretic Foundations for Probability and Finance
$283.31
- Hardcover
480 pages
- Release Date
10 May 2019
Summary
Game-theoretic probability and finance come of age
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 …
Book Details
| ISBN-13: | 9780470903056 |
|---|---|
| ISBN-10: | 0470903058 |
| Series: | Wiley Series in Probability and Statistics |
| Author: | Glenn Shafer, Vladimir Vovk |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 480 |
| Edition: | 2nd |
| Release Date: | 10 May 2019 |
| Weight: | 885g |
| Dimensions: | 229mm x 160mm x 28mm |
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About The Author
Glenn Shafer
Glenn Shafer is University Professor at Rutgers University.
Vladimir Vovk is Professor in the Department of Computer Science at Royal Holloway, University of London.
Shafer and Vovk are the authors of Probability and Finance: It’s Only a Game, published by Wiley and co-authors of Algorithmic Learning in a Random World. Shafer’s other previous books include A Mathematical Theory of Evidence and The Art of Causal Conjecture.
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