%0 Journal Article
%T Elementary Introduction to Stochastic Finance in Discrete Time
%A Peter Jaeger
%J Formalized Mathematics
%@ 1898-9934
%D 2012
%I 
%R 10.2478/v10037-012-0001-5
%X 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).
%U http://versita.metapress.com/content/2g23637052035491/?p=430716bb19384440aaea6ce45ed7408d&pi=0