Game-Theoretic Foundations for Probability and Finance
暫譯: 概率與金融的博弈論基礎

Shafer, Glenn, Vovk, Vladimir

Game-Theoretic Foundations for Probability and Finance
  • 出版商: Wiley
  • 出版日期: 2019-05-29
  • 售價: $4,140
  • 貴賓價: 9.5 折 $3,933
  • 語言: 英文
  • 頁數: 480
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 0470903058
  • ISBN-13: 9780470903056
  • 相關分類: 機率統計學 Probability-and-statistics

    • 海外代購書籍(需單獨結帳)

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商品描述

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 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.

Game-Theoretic Foundations for Probability and Finance is a book of research. It is also a teaching resource. Each chapter is supplemented with carefully designed exercises and notes relating the new theory to its historical context.

Praise from early readers

"Ever since Kolmogorov's Grundbegriffe, the standard mathematical treatment of probability theory has been measure-theoretic. In this ground-breaking work, Shafer and Vovk give a game-theoretic foundation instead. While being just as rigorous, the game-theoretic approach allows for vast and useful generalizations of classical measure-theoretic results, while also giving rise to new, radical ideas for prediction, statistics and mathematical finance without stochastic assumptions. The authors set out their theory in great detail, resulting in what is definitely one of the most important books on the foundations of probability to have appeared in the last few decades." - Peter Gr nwald, CWI and University of Leiden

"Shafer and Vovk have thoroughly re-written their 2001 book on the game-theoretic foundations for probability and for finance. They have included an account of the tremendous growth that has occurred since, in the game-theoretic and pathwise approaches to stochastic analysis and in their applications to continuous-time finance. This new book will undoubtedly spur a better understanding of the foundations of these very important fields, and we should all be grateful to its authors." - Ioannis Karatzas, Columbia University

商品描述(中文翻譯)

**博弈論的機率與金融成熟發展**

Glenn Shafer 和 Vladimir Vovk 的《Probability and Finance》，於 2001 年出版，顯示完美資訊遊戲可以用來定義數學機率。基於十五年的進一步研究，《Game-Theoretic Foundations for Probability and Finance》呈現了博弈論在基礎角色上的成熟觀點。它對機率論的闡述開啟了新的預測和測試方法，並使許多統計方法更加透明且廣泛可用。它對金融理論的貢獻包括純粹的博弈論式的伊藤隨機微積分、資本資產定價模型、股權溢酬和投資組合理論。

《Game-Theoretic Foundations for Probability and Finance》是一本研究書籍，同時也是一個教學資源。每一章都附有精心設計的練習題和註解，將新理論與其歷史背景聯繫起來。

**早期讀者的讚譽**

「自從 Kolmogorov 的《Grundbegriffe》以來，機率論的標準數學處理一直是測度論的。在這部開創性的著作中，Shafer 和 Vovk 提供了博弈論的基礎。雖然同樣嚴謹，但博弈論的方法允許對經典測度論結果進行廣泛且有用的概括，同時也產生了新的、激進的預測、統計和數學金融的想法，而不需要隨機假設。作者詳細闡述了他們的理論，這無疑是過去幾十年來出現的最重要的機率基礎書籍之一。」 - Peter Gr nwald, CWI 和萊頓大學

「Shafer 和 Vovk 徹底重寫了他們 2001 年關於機率和金融的博弈論基礎的書籍。他們包括了自那以來在博弈論和路徑方法的隨機分析及其在連續時間金融中的應用所發生的巨大增長的說明。這本新書無疑將促進對這些非常重要領域基礎的更好理解，我們都應該感謝其作者。」 - Ioannis Karatzas, 哥倫比亞大學

作者簡介

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.

作者簡介(中文翻譯)

格倫·謝佛是羅格斯大學的特聘教授。

弗拉基米爾·沃夫克是倫敦大學皇家霍洛威學院計算機科學系的教授。

謝佛和沃夫克是《機率與金融：這只是一場遊戲》的作者，該書由Wiley出版，並共同撰寫了《隨機世界中的演算法學習》。謝佛的其他著作包括《證據的數學理論》和《因果推測的藝術》。

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