Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance / Edition 4

Regular price
$76.99
Sale price
$76.99
Regular price
$64.99
Sold out
Unit price

This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. 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." — STATISTICAL PAPERS

Product Details

ISBN-13: 9781441930620

Media Type: Paperback

Publisher: Springer New York

Publication Date: 12-01-2010

Pages: 404

Product Dimensions: 6.10(w) x 9.25(h) x 0.24(d)

Series: Undergraduate Texts in Mathematics

Table of Contents

Table of 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

Go to full site