Elementary Introduction to Stochastic Finance in Discrete Time

Peter Jaeger

Formalized Mathematics (2012)

  • Volume: 20, Issue: 1, page 1-5
  • ISSN: 1426-2630

Abstract

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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).

How to cite

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Peter Jaeger. "Elementary Introduction to Stochastic Finance in Discrete Time." Formalized Mathematics 20.1 (2012): 1-5. <http://eudml.org/doc/267949>.

@article{PeterJaeger2012,
abstract = {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).},
author = {Peter Jaeger},
journal = {Formalized Mathematics},
language = {eng},
number = {1},
pages = {1-5},
title = {Elementary Introduction to Stochastic Finance in Discrete Time},
url = {http://eudml.org/doc/267949},
volume = {20},
year = {2012},
}

TY - JOUR
AU - Peter Jaeger
TI - Elementary Introduction to Stochastic Finance in Discrete Time
JO - Formalized Mathematics
PY - 2012
VL - 20
IS - 1
SP - 1
EP - 5
AB - 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).
LA - eng
UR - http://eudml.org/doc/267949
ER -

References

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  7. Hans-Otto Georgii. Stochastik, Einführung in die Wahrscheinlichkeitstheorie und Statistik. deGruyter, Berlin, 2 edition, 2004. 
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  12. Konrad Raczkowski and Paweł Sadowski. Topological properties of subsets in real numbers. Formalized Mathematics, 1(4):777-780, 1990. 
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