Knowing the Odds: An Introduction to Probability (Graduate Studies in Mathematics) by John B. Walsh
English | 2012 | ISBN: 0821885324 | ISBN-13: 9780821885321 | 421 pages | DJVU | 4,4 MB
English | 2012 | ISBN: 0821885324 | ISBN-13: 9780821885321 | 421 pages | DJVU | 4,4 MB
This book covers in a leisurely manner all the standard material that one would want in a full year probability course with a slant towards applications in financial analysis at the graduate or senior undergraduate honors level.
It contains a fair amount of measure theory and real analysis built in but it introduces sigma-fields, measure theory, and expectation in an especially elementary and intuitive way. A large variety of examples and exercises in each chapter enrich the presentation in the text.