Elementary probability theory : with stochastic processes and an introduction to mathematical finance
Author(s)
Bibliographic Information
Elementary probability theory : with stochastic processes and an introduction to mathematical finance
（Undergraduate texts in mathematics）
Springer-Verlag, c2003
4th ed
Available at / 60 libraries
-
No Libraries matched.
- Remove all filters.
Note
Bibliography: p. 379-380
Includes index
Description and Table of Contents
Description
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
Table of Contents
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
by "Nielsen BookData"