Introductory Probability Theory
- 4th, ed.
- New York: Springer, 2003.
- 402p.
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.