Game-Theoretic Foundations for Probability and Finance

by Glenn Shafer

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...

• Format: Hardcover
• Language: English
• ISBN: 0470903058
• ISBN13: 9780470903056
• Release Date: May 2019
• Publisher: Wiley
• Length: 480 Pages
• Weight: 1.95 lbs.
• Dimensions: 1.0" x 6.2" x 9.1"