000 01456pam a2200313 4500
001 4560540
005 20210414114658.0
008 731107s1974 nyua b 001 0 eng
010 _a 73019852
020 _a9780387955780
020 _a038795578X
040 _aDLC
_cDLC
_dDLC
050 0 0 _aQA273.C57
082 0 0 _a519.2
100 1 _aChung, Kai Lai
245 1 0 _aElementary probability theory: with stochastic processes and an introduction to mathematical finance . /
_cKai Lai Chung, Farid AitSahlia
250 _a4th ed.
260 _aNew York::
_bSpringer,
_c2003.
300 _axiii, 402 p.:
_bill.;
_c24 cm.
440 _aUndergraduate texts in mathematics
504 _aIncludes bibliographic references and index
505 _aContents: 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
520 _aThe 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."
650 0 _aProbabilities.
650 0 _aMathematical statistics.
650 0 _aStochastic processes
700 _aAitSahlia, Farid
942 _2lcc
_cBK
999 _c7365
_d14865