Warianty tytułu
Języki publikacji
Abstrakty
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).
Słowa kluczowe
Wydawca
Czasopismo
Rocznik
Tom
Numer
Strony
1-5
Opis fizyczny
Daty
wydano
2012-01-01
online
2012-09-12
Twórcy
autor
- 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.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.doi-10_2478_v10037-012-0001-5