2011
First Published
5.00
Average Rating
358
Number of Pages
Part of Series
Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field. This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter. Examples are discussed in detail, and there are a large number of exercises. This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.
Avg Rating
5.00
Number of Ratings
1
5 STARS
100%
4 STARS
0%
3 STARS
0%
2 STARS
0%
1 STARS
0%
goodreads
