"Probability with Martingales" by David Williams

Review books on quantitative finance and related topics here.

"Probability with Martingales" by David Williams

Postby mj » Tue Aug 07, 2007 11:11 pm

This book is a joy to read. The author takes a subject often regarded as hard and makes it easy, whilst making it come alive with a chatty informal style. All this without sacrificing rigour. Definitely one of my favourite maths books. This is not a first book on probability theory but is a first book on discrete time martingales.

Buy from amazon.co.uk

Buy from amazon.com
Site Admin
Posts: 1380
Joined: Fri Jul 27, 2007 7:21 am

Return to Book reviews

Who is online

Users browsing this forum: No registered users and 1 guest