Probability Via Expectation - Couverture rigide

Whittle, Peter

Couverture rigide

ISBN 10 : 0387989552 ISBN 13 : 9780387989556

Editeur : Springer-Verlag New York Inc., 2000

Synopsis

This book will provide a background in probability theory for those wishing to work in the area of mathematical finance.

A propos du livre

Présentation de l'éditeur

This classic text, now in its third edition, has been widely used as an introduction to probability. Its main aim is to present a straightforward introduction to the main concepts and applications of probability at an undergraduate level. Historically, the early analysts of games of chance found the question 'What is the fair price for entering this game? as natural a question as 'What is the probability of winning it? This book differs from many textbooks in that the author takes as the starting point for the subject's development expectation rather than the traditional probability measure approach. All the main concepts of a first course in probability are covered including probability measures, independence, conditional probability, the basic limit theorems, and Markov processes. Throughout, the author stresses the importance of applications and includes numerous examples covering a range of difficulties. Little is required in the way of prerequisites - a basic exposure to calculus and matrix algebra will be sufficient for any student to enjoy this first course in probability.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 2000
• Langue: anglais
• ISBN 10: 0387989552
• ISBN 13: 9780387989556
• Reliure: Relié
• Numéro d'édition: 4
• Nombre de pages: 374
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Allemagne