Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance
Posted on 2009-05-15. By anonymous.
Springer | 2006 | ASIN: B000UK03CK | 402 pages | PDF | 4,7 MB
This 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, the elements of calculus being used in the latter case.
The emphasis is on essential probabilistic reasoning, amply motivated, explained, and illustrated with a large number of carefully selected examples. Special topics include combinatorial problems, urn schemes, Poisson processes, random walks, genetic models, and Markov chains. Problems with solutions are provided at the end of each chapter. Its easy style and full discussion make this a useful text not only for mathematics and statistics majors, but also for students in engineering and physical, biological, and social sciences. This edition adds two new chapters covering applications to mathematical finance. Elements of modern portfolio and option theories are presented in a detailed and rigorous manner. The approach distinguishes this text from other more mathematically advanced treatises or more technical manuals.
Kai Lai Chung is Professor Emeritus of Mathematics at Stanford University. Farid AitSahlia is a Senior Scientist with DemandTec, where he develops econometric and optimization methods for demand-based pricing models. He is also a visiting scholar in the department of statistics at Stanford University, where he obtained his Ph.D.in operations research.
In order not to miss many of them follow ebooks section (see top of each page on AH)
and visit my blog too :)
- Ebooks list page : 2814
- 2017-11-29[PDF] Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (Springer Undergraduate Texts in Mathematics) - Removed
- 2012-03-12Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance By Hisashi Kobayashi, Brian L. Mark, William Turin
- 2019-07-11Stochastic Processes and Calculus An Elementary Introduction with Applications
- 2017-10-26[PDF] Stochastic Processes and Calculus: An Elementary Introduction with Applications - Removed
- 2014-02-06Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory [Repost]
- 2010-12-05[request]Probability, Stochastic Processes, and Queueing Theory: The Mathematics of Computer Performance Modeling
- 2010-07-26Theory of Stochastic Processes: With Applicationsto Financial Mathematics and Risk Theory
- 2018-04-01Fundamentals of Probability: with Stochastic Processes
- 2018-01-01[PDF] Basic Probability Theory with Applications (Springer Undergraduate Texts in Mathematics and Technology)
- 2017-12-13[PDF] Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers
- 2017-12-04[PDF] Fundamentals of Probability, with Stochastic Processes (3rd Edition)
- 2017-02-09[PDF] Basic Probability Theory with Applications (Springer Undergraduate Texts in Mathematics and Technology)
- 2017-01-06[PDF] Fundamentals of Probability, with Stochastic Processes (3rd Edition)
- 2014-04-12Fundamentals of Probability, with Stochastic Processes, 3rd Edition (repost)
- 2013-01-15Stochastic Processes and Random Vibrations: Theory and Practice (repost)
- 2013-01-03Fundamentals of Probability, with Stochastic Processes, 3rd Edition (repost) - Removed
- 2012-05-28Fundamentals of Probability, with Stochastic Processes, 3rd Edition (Repost) - Removed
- 2012-03-06Fundamentals of Probability with Stochastic Processes 3rd ED - Removed
- 2012-02-19Stochastic Processes and Filtering Theory (Mathematics in Science and Engineering) - Andrew H. Jazwinski
- Download links and password may be in the description section, read description carefully!
- Do a search to find mirrors if no download links or dead links.