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1、ProbabilityandFinanceWILEYSERIESINPROBABILITYANDSTATISTICSFINANCIALENGINEERINGSECTIONEstablishedbyWALTERA.SHEWHARTandSAMUELS.WILKSEditors:PeterBloorqfield,NoelA.C.Cressie,Nicholas1.Fisher;IuinM.John.stone,J.B.Kudane,LouiseM.Ryan,DavidWScott,RevnuidPYSilverman,Adri
2、anEM.Smith,JozefL.Teugels;VicBurnett.Emeritus,RalphA.Bradley,Emeritirs,J.Stztul-tHiinter;Emeritus,DavidG.Kenclall,Emel-ititsAcompletelistofthetitlesinthisseriesappearsattheendofthisvolume.ProbabilityandFinanceIt’sOnlyaGame!GLENNSHAFERRzitgersUniversityNewark,NewJe
3、rseyVLADIMIRVOVKRqvalHolloway,UniversityofLondonEgharn,Surrey,EnglandAWiley-IntersciencePublicationJOHNWILEY&SONS,INC.NewYorkChichesterWeinheimBrisbaneSingaporeTorontoThistextispi-intedonacid-freepaper.@CopyrightC2001byJohnWiley&Sons.IncAllrightsreserved.Published
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7、'sonlyagame!/GlennShaferandVladimirVovkp.cin.~(Wileyseriesinprobabilityandstatistics.Financialengineeringsection)Includesbibliographicalreferencesandindex.ISBN0-471-40226-5(acid-freepaper)1.Investments-Mathematics.2.Statisticaldecision.3.Financialengineering.1.Vov
8、k,Vladimir,1960-.11.Title.111.Series.HG4S153.SS342001332'.01'1-dc212001024030PrintedintheUnitedStatesofAmerica10987654321ContentsPrefaceix1Probabilityan
