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Formalized Mathematics

(a computer assisted approach)

Editor-in-Chief: Matuszewski, Roman

4 Issues per year


SCImago Journal Rank (SJR) 2016: 0.207
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1898-9934
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Volume 20, Issue 1 (Jan 2012)

Issues

Elementary Introduction to Stochastic Finance in Discrete Time

Peter Jaeger
Published Online: 2012-09-12 | DOI: https://doi.org/10.2478/v10037-012-0001-5

Elementary Introduction to Stochastic Finance in Discrete Time

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).

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About the article


Published Online: 2012-09-12

Published in Print: 2012-01-01


Citation Information: Formalized Mathematics, ISSN (Online) 1898-9934, ISSN (Print) 1426-2630, DOI: https://doi.org/10.2478/v10037-012-0001-5.

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