Kai Lai Chung, Farid AitSahlia - Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (4th edition)
Published: 2006-07-14 | ISBN: 038795578X, 1441930620 | PDF | 404 pages | 3.26 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