初等概率论（第4版）（英文版） [Elementary Probability Theory 4th ed] 下载 mobi epub pdf 电子书 2025

☆☆☆☆☆
简体网页||繁体网页

下载链接1
下载链接2
下载链接3

类似图书 点击查看全场最低价

---

内容简介

本书是一部介绍概率论及其应用的入门教程。其原始版本面世已经有30余年，但仍然是本科一二年级的经典概率教程。在第4版中增加了两章讲述应用和数学金融。传承前面版本详细、严谨的风格，讲述了有价证券和期货理论的基本知识。书中用最初等的方法讲述了概率测度、随机变量、分布以及期望等基本概念。离散和连续的案例都有所涉及，在讲述后者的时候运用了微积分知识。配以大量的典型例子重点讲述概率推理，集中介绍了组合问题、Poison过程、随机漫步、遗传模型和Markov链。每章末都附有习题及其解答。目次：集合；概率；计数；随机变量；附录。
读者对象：数学专业的本科生以及广大概率论爱好者。

内页插图

目录

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.

初等概率论（第4版）（英文版） [Elementary Probability Theory 4th ed] 下载 mobi epub pdf txt 电子书 格式

评分☆☆☆☆☆

初等概率论，买来学习的，长知识进步用。

评分☆☆☆☆☆

为了作者买来看看这本书怎么样

评分☆☆☆☆☆

不错，这个质量还过得去，。

评分☆☆☆☆☆

囤书，慢慢看。O(∩_∩)O~

评分☆☆☆☆☆

非常好，质量价格都没的说。

评分☆☆☆☆☆

不错，上课用的教材，价格实惠

评分☆☆☆☆☆

很不错的英语教材，她虽然不知道二老板的身份，但却知道二老板地那些小兄弟们，在整个京都的飞扬跋扈，胆大包天。就算那位陈公子是哪位王侯家的贵戚，能苟活过此夜，但他身边那些人只怕是死定了。她不由叹口气道：“总这般肆意妄为，哪天朝廷真地查下来，我们这些人，只怕都没个活路。”石清儿讥屑地看了她一眼，似乎在讽刺她的胆小，说道：“有院里正当红的大人做靠山，有宫里的人说话，咱们抱月楼用得着怕谁去？”出了抱月楼，桑文满脸泪痕地对范闲行了大礼，范闲最见不得这种场景，温言安慰了两句，赶紧上了马车，一行两辆马车沿着抱月楼前那条大街往光明处走去。马车没走几步，就在一条长街之上停了下来，范闲掀开马车门帘往前看去，毫不意外地看见一群正执着火把，将长街前后全数堵住了的人。这些人年纪并不大，只有十四五岁，还是些少年，苍白地脸色宣示着这些人不健康的生活习惯，身下的高头大马代表着他们地身份，还有更远处一些护主的家丁伴当，毫不在意地看着拦街一幕，似乎已经习惯了自己的主子们在京都的大街上行凶。“车上的人给小爷我滚下来！”领头的一位少年满脸狰狞，瞳子里闪着兴奋的神色，似乎想到今天又可以杀几个人来玩玩，真是很快活的事情。“抱月楼的反应很直接啊。

评分☆☆☆☆☆

写作风格不同于国内的教材，循循善诱。

评分☆☆☆☆☆

书挺好，要沉下心来读才行。

类似图书 点击查看全场最低价