Introduction to Probability

Introduction to Probability
Author: David F. Anderson
Publisher: Cambridge University Press
Total Pages: 447
Release: 2017-11-02
Genre: Mathematics
ISBN: 110824498X

This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.

Mathematics of Probability

Mathematics of Probability
Author: Daniel W. Stroock
Publisher: American Mathematical Soc.
Total Pages: 299
Release: 2013-07-05
Genre: Mathematics
ISBN: 1470409070

This book covers the basics of modern probability theory. It begins with probability theory on finite and countable sample spaces and then passes from there to a concise course on measure theory, which is followed by some initial applications to probability theory, including independence and conditional expectations. The second half of the book deals with Gaussian random variables, with Markov chains, with a few continuous parameter processes, including Brownian motion, and, finally, with martingales, both discrete and continuous parameter ones. The book is a self-contained introduction to probability theory and the measure theory required to study it.

Mathematics of Computation

Mathematics of Computation
Author:
Publisher:
Total Pages: 724
Release: 1987
Genre: Computers
ISBN:

Original articles on all aspects of numerical mathematics, book reviews, mathematical tables, and technical notes. Covers advances in numerical analysis, application of computer methods, high speed calculating, and other aids to computation.

Probability Theory in Finance

Probability Theory in Finance
Author: Seán Dineen
Publisher: American Mathematical Soc.
Total Pages: 323
Release: 2013-05-22
Genre: Mathematics
ISBN: 0821894900

The use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until now, almost none written by mathematicians. Based on a course given by the author, the goal of