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Elementary probability theory : with stochastic processes and an introduction to mathematical financ...

Elementary probability theory : with stochastic process...

Elementary probability theory : with stochastic processes and an introduction to mathematical financ...

https://devfeature-collection.sl.nsw.gov.au/record/74VKDx2KzoMg

Elementary probability theory : with stochastic processes and an introduction to mathematical finance.

About this item

Full title

Elementary probability theory : with stochastic processes and an introduction to mathematical finance.

Author / Creator

Publisher

New York : Springer, 2003.

Date

2003.

Call Numbers

N519.2/38

Record Identifier

74VKDx2KzoMg

MMS ID

991019135549702626

Language

English

Formats

Physical Description

Physical content

p. cm.

Contents

1. Set -- 2. Probability -- 3. Counting -- 4. Random Variables -- 5. Conditioning and Independence -- 6. Mean, Variance, and Transforms -- 7. Poisson and Normal Distributions -- 8. From Random Walks to Markov Chains -- 9. Mean-Variance Pricing Model -- 10. Option Pricing Theory -- Values of the Stan...

Publication information

Publisher

New York : Springer, 2003.

Edition

4th ed. / Kai Lai Chung, Farid AitSahlia.

Place of Publication

New York (State)

Date Published

2003.

Subjects

More information

Alternative Titles

Full title

Elementary probability theory : with stochastic processes and an introduction to mathematical finance.

Notes

General note

Undergraduate texts in mathematics.

Rev. ed. of: Elementary probability theory with stochastic processes / Kai Lai Chung. 3rd ed. c1979.

Includes bibliographical references and index.

Language note

English.

Identifiers

Primary Identifiers

Call Numbers

N519.2/38

Record Identifier

74VKDx2KzoMg

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/74VKDx2KzoMg

Other Identifiers

ISBN

038795578X (hbk. : alk. paper)

038795578X (alk. paper)

DDC

519.2

MMS ID

991019135549702626

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