Elementary probability theory : with stochastic processes and an introduction to mathematical finance
著者
書誌事項
Elementary probability theory : with stochastic processes and an introduction to mathematical finance
（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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