Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (Undergraduate Texts in Mathematics)
Chung, Kai Lai; AitSahlia, Farid
ISBN 10: 038795578X ISBN 13: 9780387955780
Published by Springer (edition Fourth Edition 2003), 2003
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Synopsis:
In this edition two new chapters, 9 and 10, on mathematical finance are added. They are written by Dr. Farid AitSahlia, ancien eleve, who has taught such a course and worked on the research staff of several industrial and financial institutions. The new text begins with a meticulous account of the uncommon vocab ulary and syntax of the financial world; its manifold options and actions, with consequent expectations and variations, in the marketplace. These are then expounded in clear, precise mathematical terms and treated by the methods of probability developed in the earlier chapters. Numerous graded and motivated examples and exercises are supplied to illustrate the appli cability of the fundamental concepts and techniques to concrete financial problems. For the reader whose main interest is in finance, only a portion of the first eight chapters is a "prerequisite" for the study of the last two chapters. Further specific references may be scanned from the topics listed in the Index, then pursued in more detail.
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Bibliographic Details
Title: Elementary Probability Theory: With ...
Publisher: Springer (edition Fourth Edition 2003)
Publication Date: 2003
Binding: Hardcover
Condition: Very Good
Edition: Fourth Edition 2003.
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Elementary Probability Theory : With Stochastic Processes and an Introduction to Mathematical Finance. K. L. Chung ; Farid AitSahlia / Undergraduate Texts in Mathematics
Published by
New York, NY : Springer Science + Business Media LLC,, 2007
ISBN 10: 038795578X
ISBN 13: 9780387955780
Used
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Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (Undergraduate Texts in Mathematics)
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Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (Undergraduate Texts in Mathematics)
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