Kai Lai Chung,
Farid AitSahlia
Springer New York
4e druk, 2006
9780387955780
Elementary Probability Theory
With Stochastic Processes and an Introduction to Mathematical Finance
Specificaties
Gebonden, 404 blz.
|
Engels
Springer New York |
4e druk, 2006
ISBN13: 9780387955780
Rubricering
Onderdeel van serie
Undergraduate Texts in Mathematics
Levertijd ongeveer 8 werkdagen
Samenvatting
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
Specificaties
ISBN13:9780387955780
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:404
Uitgever:Springer New York
Druk:4
Inhoudsopgave
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