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Albert N. Shiryaev Product Details:
Product Name: Probability-1
Manufacturer: Albert N. Shiryaev
Product Features :
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Advanced maths students have been waiting for this, the third edition of a text that deals with one of the fundamentals of their field.This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks and the Kalman-Bucy filter.Examples are discussed in detail, and there are a large number of exercises.This third edition contains new problems and exercises, new proofs, expanded material on financial mathematics, financial engineering, and mathematical statistics, and a final chapter on the history of probability theory.
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