Elementary Introduction to Stochastic Finance in Discrete Time
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:  (p. 185),  (pp. 12, 20),  (pp. 3-6).
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