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cover

Knowing the Odds

An Introduction to Probability

John B Walsh

₹ 1475

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Imprint

Universities Press

Year of Publishing

2016

Number of pages

440

ISBN

9781470425852

Format

Paperback

Language

English

Dimensions

180 x 240 mm

Series

American Mathematical Society

Territorial Rights

India,Nepal,Bhutan,Bangladesh,Sri Lanka,Maldives,Pakistan

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  • the Author(s)
  • Table of Contents

This book covers in a leisurely manner all the standard material that one would want in a full year probability course with a slant towards applications in financial analysis at the graduate or senior undergraduate honors level. It contains a fair amount of measure theory and real analysis built in but it introduces sigma-fields, measure theory, and expectation in an especially elementary and intuitive way. A large variety of examples and exercises in each chapter enrich the presentation in the text.

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John B Walsh is Professor Emeritus at the Department of Mathematics, University of British Columbia, Vancouver, Canada.

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Preface 
Introduction
Chapter 1. Probability Spaces 
Chapter 2. Random Variables 
Chapter 3. Expectations II: The General Case 
Chapter 4. Convergence 
Chapter 5. Laws of Large Numbers 
Chapter 6. Convergence in Distribution and the CLT 
Chapter 7. Markov Chains and Random Walks 
Chapter 8. Conditional Expectations 
Chapter 9. Discrete-Parameter Martingales 
Chapter 10. Brownian Motion 
Bibliography 
Index

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