Public Lectures on Probability and Finance
During the Spring 2002 semester, Glenn Shafer gave a series of public
lectures explaining the main ideas in his book with Volodya
Vovk, Probability
and Finance: It's Only a Game! Here are pdf files containing the
transparencies for some of these lectures.
1. Introduction to GameTheoretic
Probability
2. The Martingale Proof of the
Strong Law of Large Numbers
3. The GameTheoretic Capital Asset
Pricing Model
4. Probability, Price, and the
Central Limit Theorem
5. BlackScholes Pricing: Stochastic
and GameTheoretic
6. Lindeberg’s Theorem
7. Bachelier
8. NonStandard Analysis
9. The ContinuousTime Bachelier
Game
