Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance

by Kai Lai 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 "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS

Genres: Mathematics, Finance, Economics

418 pages, Hardcover

First published January 1, 1974