初等概率論（第4版）（英文版） [Elementary Probability Theory 4th ed] epub pdf mobi txt 電子書 下載 2024

初等概率論（第4版）（英文版） [Elementary Probability Theory 4th ed] epub pdf mobi txt 電子書 下載 2024

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初等概率論（第4版）（英文版） [Elementary Probability Theory 4th ed] epub pdf mobi txt 電子書 下載 2024

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內容簡介

本書是一部介紹概率論及其應用的入門教程。其原始版本麵世已經有30餘年，但仍然是本科一二年級的經典概率教程。在第4版中增加瞭兩章講述應用和數學金融。傳承前麵版本詳細、嚴謹的風格，講述瞭有價證券和期貨理論的基本知識。書中用最初等的方法講述瞭概率測度、隨機變量、分布以及期望等基本概念。離散和連續的案例都有所涉及，在講述後者的時候運用瞭微積分知識。配以大量的典型例子重點講述概率推理，集中介紹瞭組閤問題、Poison過程、隨機漫步、遺傳模型和Markov鏈。每章末都附有習題及其解答。目次：集閤；概率；計數；隨機變量；附錄。
讀者對象：數學專業的本科生以及廣大概率論愛好者。

內頁插圖

目錄

PREFACE TO THE FOURTH EDITION
PROLOGUE TO INTRODUCTION TO MATHEMATICAL FINANCE
1 SET
1.1 Sample sets
1.2 Operations with sets
1.3 Various relations
1.4 Indicator
Exercises

2 PROBABILITY
2.1 Examples of probability
2.2 Definition and illustrations
2.3 Deductions from the axioms
2.4 Independent events
2.5 Arithmetical density
Exercises

3 COUNTING
3.1 Fundamental rule
3.2 Diverse ways of sampling
3.3 Allocation models; binomial coefficients
3.4 How to solve it
Exercises

4 RANDOM VARIABLES
4.1 What is a random variable?
4.2 How do random variables come about?
4.3 Distribution and expectation
4.4 Integer-valued random variables
4.5 Random variables with densities
4.6 General case
Exercises
APPENDIX 1： BOREL FIELDS AND GENERAL RANDOM VARIABLES

5 CONDITIONING AND INDEPENDENCE
5.1 Examples of conditioning
5.2 Basic formulas
5.3 Sequential sampling
5.4 P61yas urn scheme
5.5 Independence and relevance
5.6 Genetical models
Exercises

6 MEAN， VARIANCE， AND TRANSFORMS
6.1 Basic properties of expectation
6.2 The density case
6.3 Multiplication theorem; variance and covariance
6.4 Multinomial distribution
6.5 Generating function and the like
Exercises

7 POISSON AND NORMAL DISTRIBUTIONS
7.1 Models for Poisson distribution
7.2 Poisson process
7.3 From binomial to normal
7.4 Normal distribution
7.5 Central limit theorem
7.6 Law of large numbers
Exercises
APPENDIX 2： STIRLINGS FORMULA AND DE MOIVRE-LAPLACES THEOREM

8 FROM RANDOM WALKS TO MARKOV CHAINS
8.1 Problems of the wanderer or gambler
8.2 Limiting schemes
8.3 Transition probabilities
8.4 Basic structure of Markov chains
8.5 Further developments
8.6 Steady state
8.7 Winding up (or down?)
Exercises
APPENDIX 3： MARTINGALE

9 MEAN-VARIANCE PRICING MODEL
9.1 An investments primer
9.2 Asset return and risk
9.3 Portfolio allocation
9.4 Diversification
9.5 Mean-variance optimization
9.6 Asset return distributions
9.7 Stable probability distributions
Exercises
APPENDIX 4： PARETO AND STABLE LAWS

10 OPTION PRICING THEORY
10.1 Options basics
10.2 Arbitrage-free pricing： 1-period model
10.3 Arbitrage-free pricing： N-period model
10.4 Fundamental asset pricing theorems
Exercises
GENERAL REFERENCES
ANSWERS TO PROBLEMS
VALUES OF THE STANDARD NORMAL DISTRIBUTION FUNCTION
INDEX

前言/序言

　　In this edition two new chapters， 9 and 10， on mathematical finance areadded. They are written by Dr. Farid AitSahlia， ancien dlve， who hastaught such a course and worked on the research staff of several industrialand financial institutions.
　　The new text begins with a meticulous account of the uncommon vocab-ulary and syntax of the financial world; its manifold options and actions，with consequent expectations and variations， in the marketplace. These arethen expounded in clear， precise mathematical terms and treated by themethods of probability developed in the earlier chapters. Numerous gradedand motivated examples and exercises are supplied to illustrate the appli-cability of the fundamental concepts and techniques to concrete financialproblems. For the reader whose main interest is in finance， only a portionof the first eight chapters is a "prerequisite" for the study of the last twochapters. Further specific references may be scanned from the topics listedin the Index， then pursued in more detail.
　　I have taken this opportunity to fill a gap in Section 8.1 and to expandAppendix 3 to include a useful proposition on martingale stopped at anoptional time. The latter notion plays a basic role in more advanced finan-cial and other disciplines. However， the level of our compendium remainselementary， as befitting the title and scheme of this textbook. We have alsoincluded some up-to-date financial episodes to enliven， for the beginners，the stratified atmosphere of "strictly business". We are indebted to RuthWilliams， who read a draft of the new chapters with valuable suggestionsfor improvement; to Bernard Bru and Marc Barbut for information on thePareto-L~vy laws originally designed for income distributions. It is hopedthat a readable summary of this renowned work may be found in the newAppendix 4.

初等概率論（第4版）（英文版） [Elementary Probability Theory 4th ed] epub pdf mobi txt 電子書 下載 2024

初等概率論（第4版）（英文版） [Elementary Probability Theory 4th ed] 下載 epub mobi pdf txt 電子書

評分☆☆☆☆☆

船上的女孩子慢慢迴眸，冰肌如雪——如北方的雪。哪個女孩子如上海的雪，也算她完瞭。

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兒子的教材，京東買物有所值。

評分☆☆☆☆☆

東西還可以，不過還沒有看

評分☆☆☆☆☆

經典 慢慢學吧……

評分☆☆☆☆☆

和鍾開萊的另一本概率論齊名的經典書籍,內容確實比較入門.前八章以純數學的風格介紹瞭概率論的基礎，在引入定義定理的同時，還介紹瞭為什麼引入，同時穿插一些曆史背景的介紹。預備知識為微積分和綫性代數，其他需要的集閤論和組閤數學方麵的知識在該書的一、三章中介紹。 整體來說，由於本書基本自包、需要的準備知識很基礎，作為概率論入門還是很不錯的，但如果你對概率論的應用，例如統計，更感興趣，還需要輔以其他的書籍。

評分☆☆☆☆☆

訓完後迎接。船快靠岸瞭，攏瞭攏頭發，對瀋溪兒嫣然一笑，說你也在這裏啊，真巧。然後小跨一步要上岸，不幸估計不足，差點跳水裏，踉蹌瞭一下。林雨翔忙要伸手去拉，瀋溪兒寜朋友死也不讓雨翔玷汙，拍掉他的手，扶住。驚甫未定，對林雨翔赧然一笑。林雨翔怔住，杜甫的佳人第一個被喚醒，腦子裏幽幽念著絕代有佳人，絕代有佳人。第二個蘇醒的是曹植的美女賦美女妖且閑，這個念頭隻是閃過馬上又變成西廂記裏張生初見崔鶯鶯的情景隻叫人眼花繚亂口難言，魂靈兒飛在半天。然後變性，油然而生紅樓夢裏林黛玉第一次見賈寶玉的感受好生奇怪，倒像在哪裏見過的，何等眼熟！暢遊古文和明清小說一番後，林雨翔終於迴神，還一個笑。

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←_←心血來潮學習一波概率。不知適不適閤新手看~

評分☆☆☆☆☆

大學不學。現在掏錢補。。。

評分☆☆☆☆☆

東西還行，價格實惠

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