Public Lectures on Probability and Finance
During the Spring 2002 semester, Glenn Shafer gave a series of public
lectures explaining the main ideas in his book with Volodya
Vovk, Probability
and Finance: It's Only a Game! Here are pdf files containing the
transparencies for some of these lectures.
1. Introduction to Game-Theoretic
Probability
2. The Martingale Proof of the
Strong Law of Large Numbers
3. The Game-Theoretic Capital Asset
Pricing Model
4. Probability, Price, and the
Central Limit Theorem
5. Black-Scholes Pricing: Stochastic
and Game-Theoretic
6. Lindebergs Theorem
7. Bachelier
8. Non-Standard Analysis
9. The Continuous-Time Bachelier
Game
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