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.
- ISBN:
- 9780387722054
- 9780387722054
- Category:
- Probability & statistics
- Format:
- Hardback
- Publication Date:
- 09-07-2016
- Language:
- English
- Publisher:
- Springer-Verlag New York Inc.
- Country of origin:
- United States
- Edition:
- 3rd Edition
- Pages:
- 486
- Dimensions (mm):
- 235x155mm
- Weight:
- 8.75kg
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