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Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (Undergraduate Texts in Mathematics)
Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance - Undergraduate Texts in Mathematics Author:K. L. Chung, Farid AitSahlia This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years af... more »ter its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS« less