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).
@article{bwmeta1.element.doi-10_2478_v10037-012-0001-5,
author = {Peter Jaeger},
title = {Elementary Introduction to Stochastic Finance in Discrete Time},
journal = {Formalized Mathematics},
volume = {20},
year = {2012},
pages = {1-5},
zbl = {1276.91103},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.doi-10_2478_v10037-012-0001-5}
}
Peter Jaeger. Elementary Introduction to Stochastic Finance in Discrete Time. Formalized Mathematics, Tome 20 (2012) pp. 1-5. http://gdmltest.u-ga.fr/item/bwmeta1.element.doi-10_2478_v10037-012-0001-5/
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