Kai Lai Chung, Farid AitSahlia, "Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance"
English | 2003 | pages: 418 | ISBN: 1441930620, 038795578X | PDF | 3,4 mb
English | 2003 | pages: 418 | ISBN: 1441930620, 038795578X | PDF | 3,4 mb
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
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