Elementary probability theory : with stochastic processes and an introduction to mathematical finance

書誌事項

Elementary probability theory : with stochastic processes and an introduction to mathematical finance

Kai Lai Chung, Farid AitSahlia

(Undergraduate texts in mathematics)

Springer-Verlag, c2003

4th ed

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注記

Bibliography: p. 379-380

Includes index

内容説明・目次

内容説明

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS

目次

Set * Probability * Counting * Random Variables * Conditioning and Independence * Mean, Variance and Transforms * Poisson and Normal Distributions * From Random Walks to Markov Chains * Mean-Variance Pricing Model * Option Pricing Theory

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