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Elementary probability theory : with stochastic processes and an introduction to mathematical finance

Author: Kai Lai Chung; Farid AitSahlia
Publisher: New York [u.a.] : Springer, 2003.
Series: Undergraduate texts in mathematics
Edition/Format:   Print book : English : 4. edView all editions and formats
Summary:
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  Read more...
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Genre/Form: Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Kai Lai Chung; Farid AitSahlia
ISBN: 038795578X 9780387955780
OCLC Number: 265032424
Description: XIII, 402 S. : graph. Darst. ; 24 cm.
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
Series Title: Undergraduate texts in mathematics
Responsibility: Kai Lai Chung ; Farid AitSahlia.

Abstract:

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  Read more...

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"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 Read more...

 
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