Probability via Expectation
Whittle, Peter
ISBN 10: 1461267951 ISBN 13: 9781461267959
Published by Springer, 2012
Used
Soft cover
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About this Item
Description:
Unread book in perfect condition. Seller Inventory # 19202929
Synopsis:
This book will provide a background in probability theory for those wishing to work in the area of mathematical finance.
Review:
From the reviews of the fourth edition:
"... a clear success in its unorthodoxy, Probability via Expectation has become a treasured classic."
P.A.L. Emrechts in "Short Book Reviews", Vol. 21/1, April, 2001
"Apart from presenting a case for the development of probability theory by using the expectation operator rather than probability measure as the primitive notion, a second distinctive feature of this book is the very large range of modern applications that it covers. Many of these are addressed by more than 350 exercises interspersed throughout the text. In summary, this well written book is a ... introduction to probability theory and its applications." (Norbert Henze, Metrika, November, 2002)
"Originally published in 1970, this book has stood the test of time. ... the text demonstrates a modern alternative approach to a now classical field. ... The fourth edition contains a number of modifications and corrections. New material on dynamic programming, optimal allocation, options pricing and large deviations is included." (Martin T. Wells, Journal of the American Statistical Association, September 2001)
"About this title" may belong to another edition of this title.
Bibliographic Details
Title: Probability via Expectation
Publisher: Springer
Publication Date: 2012
Binding: Soft cover
Condition: As New
Edition: 4th Edition