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

by Kai Lai Chung

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 1441930620
• ISBN13: 9781441930620
• Release Date: December 2010
• Publisher: Springer
• Length: 404 Pages
• Weight: 1.29 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"