Elementary Probability Theory
With Stochastic Processes and an Introduction to Mathematical Finance
(Sprache: Englisch)
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...
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Klappentext zu „Elementary Probability Theory “
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
This book is an introductory textbook on probability theory and its applications. Basic concepts such as probability measure, random variable, distribution, and expectation are fully treated without technical complications. Both the discrete and continuous cases are covered, but only the elements of calculus are used in the latter case.
The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples. Special topics include: combinatorial problems, urn schemes, Poisson processes, random walks, and Markov chains. Problems and solutions are provided at the end of each chapter. Its elementary nature and conciseness make this a useful text not only for mathematics majors, but also for students in engineering and the physical, biological, and social sciences.
This edition adds two chapters covering introductory material on mathematical finance as well as expansions on stable laws and martingales. Foundational elements of modern portfolio and option pricing theories are presented in a detailed and rigorous manner. This approach distinguishes this text from others, which are either too advanced mathematically or cover significantly more finance topics at the expense of mathematical rigor.
The emphasis is on essential probabilistic reasoning, amply motivated, explained and illustrated with a large number of carefully selected samples. Special topics include: combinatorial problems, urn schemes, Poisson processes, random walks, and Markov chains. Problems and solutions are provided at the end of each chapter. Its elementary nature and conciseness make this a useful text not only for mathematics majors, but also for students in engineering and the physical, biological, and social sciences.
This edition adds two chapters covering introductory material on mathematical finance as well as expansions on stable laws and martingales. Foundational elements of modern portfolio and option pricing theories are presented in a detailed and rigorous manner. This approach distinguishes this text from others, which are either too advanced mathematically or cover significantly more finance topics at the expense of mathematical rigor.
Inhaltsverzeichnis zu „Elementary Probability Theory “
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
Bibliographische Angaben
- Autoren: Kai Lai Chung , Aitsahlia Farid
- 2006, 4th ed., 404 Seiten, 57 Abbildungen, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer, New York
- ISBN-10: 038795578X
- ISBN-13: 9780387955780
- Erscheinungsdatum: 14.07.2006
Sprache:
Englisch
Rezension zu „Elementary Probability Theory “
"In spite of the original edition of the book being nearly thirty years old, the text still has its role to play in first and second year undergraduate probability courses. It provides an excellent foundation to more advanced courses in the subject."Short Book Reviews, Vol. 23/3, Dec. 2003
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