"Elementary Probability Theory" by Kai Lai Chung

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"Elementary Probability Theory" by Kai Lai Chung

Postby mj » Tue Aug 07, 2007 11:04 pm

This is the book I first learnt probability theory from. Chung really knows how to write and his target audience is undergraduates doing a first course in probability. The new edition has a section on mathematical finance but I haven't read that bit.

Buy from amazon.co.uk

Buy from amazon.com
mj
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