Elementary probability theory: with stochastic processes and an introduction to mathematical finance . / Kai Lai Chung, Farid AitSahlia
Material type:
TextSeries: Undergraduate texts in mathematicsPublication details: New York:: Springer, 2003.Edition: 4th edDescription: xiii, 402 p.: ill.; 24 cmISBN: - 9780387955780
- 038795578X
- 519.2
- QA273.C57
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WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | QA273.C57(4e) (Browse shelf(Opens below)) | Available | K/2582/2582/19 |
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."
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