AuthorWhittle, Peter
TitleProbability via expectation / Peter Whittle 0
Imprint New York : Springer, c2000
Edition 4th ed
Descript xxi, 352 p. : ill. ; 25 cm

CONTENT

Uncertainty, Intuition, and Expectation -- Expectation -- Probability -- The Two Basic Limit Theorems -- Markov Processes in Discrete Time -- Markov Processes in Continuous Time -- Optimal Resource Allocation -- Finance: 'Risk-Free' Trading and Option Pricing -- Second-Order Theory -- Consistency and Extension: The Finite-Dimensional Case -- Stochastic Convergence -- Martingales -- Large-Deviation Theory -- Extension: Examples of the Infinite-Dimensional Case -- Quantum Mechanics


SUBJECT

  1. Probabilities

LOCATIONCALL#STATUS
Chula Business School Library519.2 W627P 2000 CHECK SHELVES
Chula Business School Library519.2 W627P 2000 CHECK SHELVES