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(Ebook) Elementary Probability by David Stirzaker ISBN 9780521534284, 0521534283

  • SKU: EBN-983006
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Authors:David Stirzaker
Pages:537 pages.
Year:2003
Editon:2
Publisher:Cambridge University Press
Language:english
File Size:7.4 MB
Format:pdf
ISBNS:9780521534284, 0521534283
Categories: Ebooks

Product desciption

(Ebook) Elementary Probability by David Stirzaker ISBN 9780521534284, 0521534283

Now available in a fully revised and updated new edition, this well-established textbook provides a straightforward introduction to the theory of probability. Topics covered include conditional probability, independence, discrete and continuous random variables, basic combinatorics, generating functions and limit theorems, and an introduction to Markov chains. This edition includes an elementary approach to martingales and the theory of Brownian motion, which supply the cornerstones for many topics in modern financial mathematics such as option and derivative pricing. The text is accessible to undergraduate students, and provides numerous worked examples and exercises to help build the important skills necessary for problem solving.
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