Elementary probability theory: with stochastic processes and an introduction to mathematical finance . /
Chung, Kai Lai
Elementary probability theory: with stochastic processes and an introduction to mathematical finance . / Kai Lai Chung, Farid AitSahlia - 4th ed. - New York:: Springer, 2003. - xiii, 402 p.: ill.; 24 cm. - Undergraduate texts in mathematics .
Includes bibliographic references and index
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
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."
9780387955780 038795578X
73019852
Probabilities.
Mathematical statistics.
Stochastic processes
QA273.C57
519.2
Elementary probability theory: with stochastic processes and an introduction to mathematical finance . / Kai Lai Chung, Farid AitSahlia - 4th ed. - New York:: Springer, 2003. - xiii, 402 p.: ill.; 24 cm. - Undergraduate texts in mathematics .
Includes bibliographic references and index
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
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."
9780387955780 038795578X
73019852
Probabilities.
Mathematical statistics.
Stochastic processes
QA273.C57
519.2