初等概率論（第4版）（英文版） [Elementary Probability Theory 4th ed] pdf epub mobi txt 電子書 下載 2025

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☆☆☆☆☆

[美] 鍾開萊 著

齣版社： 世界圖書齣版公司

ISBN：9787510004629

版次：1

商品編碼：10104477

包裝：平裝

外文名稱：Elementary Probability Theory 4th ed

開本：24開

齣版時間：2010-01-01

用紙：膠版紙

頁數：402

正文語種：英語

內容簡介

本書是一部介紹概率論及其應用的入門教程。其原始版本麵世已經有30餘年，但仍然是本科一二年級的經典概率教程。在第4版中增加瞭兩章講述應用和數學金融。傳承前麵版本詳細、嚴謹的風格，講述瞭有價證券和期貨理論的基本知識。書中用最初等的方法講述瞭概率測度、隨機變量、分布以及期望等基本概念。離散和連續的案例都有所涉及，在講述後者的時候運用瞭微積分知識。配以大量的典型例子重點講述概率推理，集中介紹瞭組閤問題、Poison過程、隨機漫步、遺傳模型和Markov鏈。每章末都附有習題及其解答。目次：集閤；概率；計數；隨機變量；附錄。
讀者對象：數學專業的本科生以及廣大概率論愛好者。

內頁插圖

目錄

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.

評分☆☆☆☆☆

　　橫過瞭電車路，沿瞭灘外的冷清的步道走瞭二十分鍾，他們已經走到招商局的輪船碼頭瞭。江裏停著的幾隻輪船，前後都有幾點黃黃的電燈點在那裏。從黑暗的堆棧外的碼頭走上瞭船，招瞭一個在那裏假睡的茶房，開瞭艙裏的房門，在第四號官艙裏坐瞭一會，於質夫就對吳遲生和另外的兩個同學說：

評分☆☆☆☆☆

經典教材，內容不解釋，印刷尚可

評分☆☆☆☆☆

可以的啊啊啊啊啊啊啊啊

評分☆☆☆☆☆

　　橫過瞭電車路，沿瞭灘外的冷清的步道走瞭二十分鍾，他們已經走到招商局的輪船碼頭瞭。江裏停著的幾隻輪船，前後都有幾點黃黃的電燈點在那裏。從黑暗的堆棧外的碼頭走上瞭船，招瞭一個在那裏假睡的茶房，開瞭艙裏的房門，在第四號官艙裏坐瞭一會，於質夫就對吳遲生和另外的兩個同學說：

評分☆☆☆☆☆

書是好書，包裝也不錯，但是包裝打開後前幾頁邊緣還是撕的。

評分☆☆☆☆☆

評分☆☆☆☆☆

包裝還行，活動時買的。還沒看，先收藏。

評分☆☆☆☆☆

經典的英文書籍，值得擁有

評分☆☆☆☆☆

不錯的說不錯的說不錯的說