| 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 |
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| 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 |
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| 999 |
_c7365 _d14865 |
||