Elementary Introduction to Stochastic Finance in Discrete Time

• Autorzy: Peter Jaeger
• Języki publikacji: EN

Abstrakty

EN

This article gives an elementary introduction to stochastic finance (in discrete time). A formalization of random variables is given and some elements of Borel sets are considered. Furthermore, special functions (for buying a present portfolio and the value of a portfolio in the future) and some statements about the relation between these functions are introduced. For details see: [8] (p. 185), [7] (pp. 12, 20), [6] (pp. 3-6).

• Wydawca: De Gruyter Open
• Czasopismo: Formalized Mathematics
• Rocznik: 2012
• Tom: 20
• Numer: 1
• Strony: 1-5

Daty

wydano

2012-01-01

online

2012-09-12

Twórcy

autor

Peter Jaeger

• Ludwig Maximilians University of Munich, Germany

Bibliografia

• Grzegorz Bancerek. The fundamental properties of natural numbers. Formalized Mathematics, 1(1):41-46, 1990.
• Grzegorz Bancerek. The ordinal numbers. Formalized Mathematics, 1(1):91-96, 1990.
• Czesław Byliński. Functions and their basic properties. Formalized Mathematics, 1(1):55-65, 1990.
• Czesław Byliński. Functions from a set to a set. Formalized Mathematics, 1(1):153-164, 1990.
• Noboru Endou, Katsumi Wasaki, and Yasunari Shidama. Definitions and basic properties of measurable functions. Formalized Mathematics, 9(3):495-500, 2001.
• Hans Föllmer and Alexander Schied. Stochastic Finance: An Introduction in Discrete Time, volume 27 of Studies in Mathematics. de Gruyter, Berlin, 2nd edition, 2004.
• Hans-Otto Georgii. Stochastik, Einführung in die Wahrscheinlichkeitstheorie und Statistik. deGruyter, Berlin, 2 edition, 2004.
• Achim Klenke. Wahrscheinlichkeitstheorie. Springer-Verlag, Berlin, Heidelberg, 2006.
• Jarosław Kotowicz. Real sequences and basic operations on them. Formalized Mathematics, 1(2):269-272, 1990.
• Andrzej Nędzusiak. σ-fields and probability. Formalized Mathematics, 1(2):401-407, 1990.
• Konrad Raczkowski and Andrzej Nędzusiak. Series. Formalized Mathematics, 2(4):449-452, 1991.
• Konrad Raczkowski and Paweł Sadowski. Topological properties of subsets in real numbers. Formalized Mathematics, 1(4):777-780, 1990.
• Andrzej Trybulec. Binary operations applied to functions. Formalized Mathematics, 1(2):329-334, 1990.
• Michał J. Trybulec. Integers. Formalized Mathematics, 1(3):501-505, 1990.
• Zinaida Trybulec. Properties of subsets. Formalized Mathematics, 1(1):67-71, 1990.

Identyfikatory

DOI

10.2478/v10037-012-0001-5