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).
Language: English
Page range: 1 - 5
Published on: Sep 12, 2012
Published by: University of Białystok
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
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© 2012 Peter Jaeger, published by University of Białystok
This work is licensed under the Creative Commons License.