http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
with stochastic processes and an introduction to mathematical finance
1 online resource (xiii, 402 pages) : illustrations.
This is a fourth edition of a classic reference on probability theory. Among the numerous introductions to the subject, this one covers a wide range of topics. For this edition, two chapters have been added on mathematical finance.
Set -- Probability -- Counting -- Random Variables -- Conditioning and Independence -- Mean, Variance and Transforms -- Poisson and Normal Distributions -- From Random Walks to Markov Chains -- Mean-Variance Pricing Model -- Option Pricing Theory.
Includes bibliographical references and index.