Game-Theoretic Foundations for Probability and Finance (Wiley Series in Probability and Statistics)
Description: Game-Theoretic Foundations for Probability and Finance presents a comprehensive framework using perfect-information games to define mathematical probability and apply game theory to financial models. The book offers a detailed treatment of the theoretical foundations connecting probability and finance
ISBN: 0470903058
Found in 1 comment on Hacker News
View on Amazon
We may earn a commission from purchases made through links on this page.
Not ready yet? Get weekly book picks.
Get the best books from Hacker News each week
Join 4,500+ subscribers and get the best books mentioned on Hacker News every Thursday.
A couple of years back I wrote up a short proof of the law of large numbers using game theory. http://www.marksaroufim.com/2015/02/14/probability-without-m...
All the ideas are inspired by this book by Shafer and Vovk https://www.amazon.com/Game-Theoretic-Foundations-Probabilit...