| 书目名称 | Elementary Probability Theory |
| 副标题 | With Stochastic Proc |
| 编辑 | Kai Lai Chung,Farid AitSahlia |
| 视频video | |
| 概述 | Includes supplementary material: |
| 丛书名称 | Undergraduate Texts in Mathematics |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Textbook 2003Latest edition |
| 关键词 | Excel; Markov Chain; Markov Chains; Measure; Multinomial distribution; Optimization Methods; Poisson distr |
| 版次 | 4 |
| doi | https://doi.org/10.1007/978-0-387-21548-8 |
| isbn_softcover | 978-1-4419-3062-0 |
| isbn_ebook | 978-0-387-21548-8Series ISSN 0172-6056 Series E-ISSN 2197-5604 |
| issn_series | 0172-6056 |
| copyright | Springer Science+Business Media, LLC, part of Springer Nature 2003 |
发表于 2025-3-21 16:50:24
