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."