# Elementary Introduction to Stochastic Finance in Discrete Time

Formalized Mathematics (2012)

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

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topPeter 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 -

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