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Synopsis
This book covers in a leisurely manner all the standard material that one would want in a full year probability course with a slant towards applications in financial analysis at the graduate or senior undergraduate honors level. It contains a fair amount of measure theory and real analysis built in but it introduces sigma-fields, measure theory, and expectation in an especially elementary and intuitive way. A large variety of examples and exercises in each chapter enrich the presentation in the text.
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About the Author
John B. Walsh, University of British Columbia, Vancouver, BC, Canada.
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- PublisherAmerican Mathematical Society
- Publication date2012
- ISBN 10 1470473879
- ISBN 13 9781470473877
- BindingPaperback
- LanguageEnglish
- Number of pages421
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