Handbook Of Probability Hardcover

Ionut Florescu

The complete collection necessary for a concrete understanding of probability written in a clear, accessible, and comprehensive manner, the handbook of probability presents the fundamentals of probability with an emphasis on the balance of theory, application, and methodology. Utilizing basic examples throughout, the handbook expertly transitions between concepts and practice to allow readers an inclusive introduction to the field of probability. The book provides a useful format with self-contained chapters, allowing the reader easy and quick reference. Each chapter includes an introduction, historical background, theory and applications, algorithms, and exercises. The handbook of probability offers coverage of: * probability space * probability measure * random variables * random vectors in rn * characteristic function * moment generating function * gaussian random vectors * convergence types * limit theorems the handbook of probability is an ideal resource for researchers and practitioners in numerous fields, such as mathematics, statistics, operations research, engineering, medicine, and finance, as well as a useful text for graduate students.

9780470647271

English

John Wiley And Sons Ltd

04-11-2013

472

Ionut florescu, phd, is research associate professor of financial engineering and director of the hanlon financial systems lab at stevens institute of technology. He has published extensively in his areas of research interest, which include stochastic volatility, stochastic partial differential equations, monte carlo methods, and numerical methods for stochastic processes. Ciprian a. Tudor, phd, is professor of mathematics at the university of lille 1, france. His research interests include brownian motion, limit theorems, statistical inference for stochastic processes, and financial mathematics. He has over eighty scientific publications in various internationally recognized journals on probability theory and statistics. He serves as a referee for over a dozen journals and has spoken at more than thirty-five conferences worldwide.

Ciprian A. Tudor

On the whole, the book has two features that set it apart from similar books: the full solutions and the examples from finance. It is up to you to decide if that makes it worth your time checking it out. (Mathematical Association of America, 1 November 2014)