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Inhaltsangabe
This book will provide a background in probability theory for those wishing to work in the area of mathematical finance.
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Críticas
From the reviews of the fourth edition:
"... a clear success in its unorthodoxy, Probability via Expectation has become a treasured classic."
P.A.L. Emrechts in "Short Book Reviews", Vol. 21/1, April, 2001
"Apart from presenting a case for the development of probability theory by using the expectation operator rather than probability measure as the primitive notion, a second distinctive feature of this book is the very large range of modern applications that it covers. Many of these are addressed by more than 350 exercises interspersed throughout the text. In summary, this well written book is a ... introduction to probability theory and its applications." (Norbert Henze, Metrika, November, 2002)
"Originally published in 1970, this book has stood the test of time. ... the text demonstrates a modern alternative approach to a now classical field. ... The fourth edition contains a number of modifications and corrections. New material on dynamic programming, optimal allocation, options pricing and large deviations is included." (Martin T. Wells, Journal of the American Statistical Association, September 2001)
Reseña del editor
This book has exerted a continuing appeal since its original publication in 1970. It develops the theory of probability from axioms on the expectation functional rather than on probability measure, demonstrates that the standard theory unrolls more naturally and economically this way, and that applications of real interest can be addressed almost immediately. A secondary aim of the original text was to introduce fresh examples and convincing applications, and that aim is continued in this edition, a general revision plus the addition of chapters giving an economical introduction to dynamic programming, that is then applied to the allocation problems represented by portfolio selection and the multi-armed bandit. The investment theme is continued with a critical investigation of the concept of risk-free'trading and the associated Black-Sholes formula, while another new chapter develops the basic ideas of large deviations. The book may be seen as an introduction to probability for students with a basic mathematical facility, covering the standard material, but different in that it is unified by its theme and covers an unusual range of modern applications.
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book has exerted a continuing appeal since its original publication in 1970. It develops the theory of probability from axioms on the expectation functional rather than on probability measure, demonstrates that the standard theory unrolls more naturall. Bestandsnummer des Verkäufers 458491164
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Probability via Expectation
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Springer New York, Springer New York Sep 2012, 2012
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Taschenbuch. Zustand: Neu. Neuware -This book has exerted a continuing appeal since its original publication in 1970. It develops the theory of probability from axioms on the expectation functional rather than on probability measure, demonstrates that the standard theory unrolls more naturally and economically this way, and that applications of real interest can be addressed almost immediately. A secondary aim of the original text was to introduce fresh examples and convincing applications, and that aim is continued in this edition, a general revision plus the addition of chapters giving an economical introduction to dynamic programming, that is then applied to the allocation problems represented by portfolio selection and the multi-armed bandit. The investment theme is continued with a critical investigation of the concept of risk-free'trading and the associated Black-Sholes formula, while another new chapter develops the basic ideas of large deviations. The book may be seen as an introduction to probability for students with a basic mathematical facility, covering the standard material, but different in that it is unified by its theme and covers an unusual range of modern applications.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 380 pp. Englisch. Bestandsnummer des Verkäufers 9781461267959
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Probability via Expectation
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Springer New York, Springer New York Sep 2012, 2012
ISBN 10: 1461267951
ISBN 13: 9781461267959
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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The third edition of 1992 constituted a major reworking of the original text, and the preface to that edition still represents my position on the issues that stimulated me first to write. The present edition contains a number of minor modifications and corrections, but its principal innovation is the addition of material on dynamic programming, optimal allocation, option pricing and large deviations. These are substantial topics, but ones into which one can gain an insight with less labour than is generally thought. They all involve the expectation concept in an essential fashion, even the treatment of option pricing, which seems initially to forswear expectation in favour of an arbitrage criterion. I am grateful to readers and to Springer-Verlag for their continuing interest in the approach taken in this work. Peter Whittle Preface to the Third Edition This book is a complete revision of the earlier work Probability which appeared in 1970. While revised so radically and incorporatingso much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, demanding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level' . In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character. 380 pp. Englisch. Bestandsnummer des Verkäufers 9781461267959
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Probability via Expectation
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Springer New York, Springer US, 2012
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ISBN 13: 9781461267959
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The third edition of 1992 constituted a major reworking of the original text, and the preface to that edition still represents my position on the issues that stimulated me first to write. The present edition contains a number of minor modifications and corrections, but its principal innovation is the addition of material on dynamic programming, optimal allocation, option pricing and large deviations. These are substantial topics, but ones into which one can gain an insight with less labour than is generally thought. They all involve the expectation concept in an essential fashion, even the treatment of option pricing, which seems initially to forswear expectation in favour of an arbitrage criterion. I am grateful to readers and to Springer-Verlag for their continuing interest in the approach taken in this work. Peter Whittle Preface to the Third Edition This book is a complete revision of the earlier work Probability which appeared in 1970. While revised so radically and incorporatingso much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, demanding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level' . In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character. Bestandsnummer des Verkäufers 9781461267959
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