Elementary probability theory : with stochastic processes and an introduction to mathematical finance / [by] Kai Lai Chung [and] Farid AitSahlia.
Material type: TextSeries: Undergraduate Texts in MathematicsPublication details: New Delhi: Springer (India) , c2003Edition: 4th edDescription: xiii, 402 p.: ill.; 23 cmISBN:- 9788181280138 (pbk) :
- 519.2 23rd CHU/E
- QA273.A1-274.9
- QA274-274.9
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In this edition two new chapters, 9 and 10, on mathematical finance are added. They are written by Dr. Farid AitSahlia.
Includes Index and Bibliographical reference
License restrictions may limit access.
Consists of Set, Probability, Counting, Random Variables, Conditioning and Independence, Mean Variance and Transforms, Mean-Variance Pricing Model, Option Pricing Theory etc.
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