Guojun Gan Measure, Probability, and Mathematical Finance
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An introduction to the mathematical theory and financial models developed and used on Wall Street Providing both a theoretical and practical approach to the underlying mathematical theory behind financial models, Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach presents
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Группа авторов Convergence of Probability Measures
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A new look at weak-convergence methods in metric spaces-from a master of probability theory In this new edition, Patrick Billingsley updates his classic work Convergence of Probability Measures to reflect developments of the past thirty years. Widely known for his straightforward approach and
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Florescu Ionut Handbook of Probability
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THE COMPLETE COLLECTION NECESSARY FOR A CONCRETE UNDERSTANDING OF PROBABILITY Written in a clear, accessible, and comprehensive manner, the Handbook of Probability presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic
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Группа авторов Probability
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The brand new edition of this classic text–with more exercises and easier to use than ever Like the first edition, this new version of Lamperti's classic text succeeds in making this fascinating area of mathematics accessible to readers who have limited knowledge of measure theory and only some
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Poggiolini Laura A First Course in Probability and Markov Chains
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Provides an introduction to basic structures of probability with a view towards applications in information technology A First Course in Probability and Markov Chains presents an introduction to the basic elements in probability and focuses on two main areas. The first part explores notions and
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Ionut Florescu Probability and Stochastic Processes
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A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible
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Denis Bosq Mathematical Statistics and Stochastic Processes
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Generally, books on mathematical statistics are restricted to the case of independent identically distributed random variables. In this book however, both this case AND the case of dependent variables, i.e. statistics for discrete and continuous time processes, are studied. This second case is very
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Группа авторов Lebesgue Measure and Integration
Купить за 19766.51 RUR
A superb text on the fundamentals of Lebesgue measure and integration. This book is designed to give the reader a solid understanding of Lebesgue measure and integration. It focuses on only the most fundamental concepts, namely Lebesgue measure for R and Lebesgue integration for extended
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Vladimir Vovk Probability and Finance
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Provides a foundation for probability based on game theory rather than measure theory. A strong philosophical approach with practical applications. Presents in-depth coverage of classical probability theory as well as new theory.
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Frank J. Fabozzi A Probability Metrics Approach to Financial Risk Measures
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A Probability Metrics Approach to Financial Risk Measures relates the field of probability metrics and risk measures to one another and applies them to finance for the first time. Helps to answer the question: which risk measure is best for a given problem? Finds new relations between existing
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Paul Dupuis A Weak Convergence Approach to the Theory of Large Deviations
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Applies the well-developed tools of the theory of weak convergence of probability measures to large deviation analysis–a consistent new approach The theory of large deviations, one of the most dynamic topics in probability today, studies rare events in stochastic systems. The nonlinear nature of
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Rolf Steyer Probability and Conditional Expectation
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Probability and Conditional Expectations bridges the gap between books on probability theory and statistics by providing the probabilistic concepts estimated and tested in analysis of variance, regression analysis, factor analysis, structural equation modeling, hierarchical linear models and
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