Description

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

Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance

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Hardback by Kai Lai Chung , Farid AitSahlia

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This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is... Read more

    Publisher: Springer-Verlag New York Inc.
    Publication Date: 14/07/2006
    ISBN13: 9780387955780, 978-0387955780
    ISBN10: 038795578X

    Number of Pages: 404

    Non Fiction , Mathematics & Science , Education

    Description

    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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