Elementary Probability Theory
With Stochastic Processes and an Introduction to Mathematical Finance
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Beschreibung
This book provides an elementary introduction to probability theory and its applications. The fourth edition adds material related to mathematical finance.
Includes supplementary material: sn.pub/extras
Autor*in
Kai Lai Chung
Themen in »Elementary Probability Theory«
Excel Markov Chain Markov Chains Measure Multinomial distribution Optimization Methods Poisson distribution Probability distribution Probability theory Random variable STATISTICA Stochastic Processes operations research optimization sets
Stimmen 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
"This edition is the third revision of a text on mathematical probability first published in 1974. The text is aimed at undergraduate mathematics students and is accessible to a general audience. The prose is accurate, entertaining, and dense with historical tidbits. Two concluding chapters on mathematical finance have been added to the eight chapters in the third edition by the second author." The American Statistician, May 2004
From the reviews of the fourth edition:
"The main novelty in the fourth edition of this well-written book is the addition of new chapters … . The new chapters share the friendly yet rigorous style of the former ones. They beginwith an account of the financial vocabulary, which is then expounded in probabilistic terms. … Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." (Ricardo Maronna, Statistical Papers, Vol. 45 (4), 2004)
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