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Probability and Finance

It's Only a Game!

Probability and Finance by Glenn Shafer
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Provides a foundation for probability based on game theory rather than measure theory.
  • A strong philosophical approach with practical applications.
  • Presents in-depth coverage of classical probability theory as well as new theory.
Wiley; March 2005
437 pages; ISBN 9780471461715
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Title: Probability and Finance
Author: Glenn Shafer; Vladimir Vovk
 
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ISBNs
0471461717
9780471402268
9780471461715