Published Online: Sep 12, 2012
Page range: 1 - 5
DOI: https://doi.org/10.2478/v10037-012-0001-5
This content is open access.
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).