Chung, Kai Lai

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.

9781441930620


Probabilities.
Stochastic processes.

519.2 / CHU/E