Probability and measure theory

Probability and measure theory
Ash R.B., Doleans-Dade C.A.

"There are numerous probability texts on the market, which makes choosing one difficult. If you are a financial professional who knows basic probability theory, but wants to take the next step in sophistication, this is the essential text. It introduces basic measure theory and functional analysis, and then delves into probability. The writing is clear and highly accessible. The choice of topics is perfect for financial engineers or financial risk managers: martingales, the inversion theorem, the central limit theorem, Brownian motion and stochastic integrals. I can't praise this book enough. It is exceptional!"

Hardcover: 516 pages
Publisher: Academic Press; 2 edition (December 20, 1999)
Language: English
ISBN-10: 0120652021
ISBN-13: 978-0120652020
Product Dimensions: 9.1 x 6.1 x 1.6 inches

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