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Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-informatio

Provides a foundation for probability based on game theory rather than measure theory. A strong philosophical approach with practical applications. Presents in-

Evaluating statistical procedures through decision and game theory, as first proposed by Neyman and Pearson and extended by Wald, is the goal of this problem-or

INTRODUCES THE FUNDAMENTALS OF PROBABILITY, STATISTICS, DECISION THEORY, AND GAME THEORY, AND FEATURES INTERESTING EXAMPLES OF GAMES OF CHANCE AND STRATEGY TO M

A comprehensive look at how probability and statistics is applied to the investment process Finance has become increasingly more quantitative, drawing on techni