初等概率論（第4版）（英文版） [Elementary Probability Theory 4th ed] pdf epub mobi txt 电子书 下载 2025

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[美] 鍾開萊 著

圖書標籤:

• 概率論
• 概率
• 數學
• 統計學
• 高等教育
• 教科書
• 英文教材
• 概率模型
• 隨機過程
• 數理統計

出版社： 世界图书出版公司

ISBN：9787510004629

版次：1

商品编码：10104477

包装：平装

外文名称：Elementary Probability Theory 4th ed

开本：24开

出版时间：2010-01-01

用纸：胶版纸

页数：402

正文语种：英语

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.

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很不错的英语教材，她虽然不知道二老板的身份，但却知道二老板地那些小兄弟们，在整个京都的飞扬跋扈，胆大包天。就算那位陈公子是哪位王侯家的贵戚，能苟活过此夜，但他身边那些人只怕是死定了。她不由叹口气道：“总这般肆意妄为，哪天朝廷真地查下来，我们这些人，只怕都没个活路。”石清儿讥屑地看了她一眼，似乎在讽刺她的胆小，说道：“有院里正当红的大人做靠山，有宫里的人说话，咱们抱月楼用得着怕谁去？”出了抱月楼，桑文满脸泪痕地对范闲行了大礼，范闲最见不得这种场景，温言安慰了两句，赶紧上了马车，一行两辆马车沿着抱月楼前那条大街往光明处走去。马车没走几步，就在一条长街之上停了下来，范闲掀开马车门帘往前看去，毫不意外地看见一群正执着火把，将长街前后全数堵住了的人。这些人年纪并不大，只有十四五岁，还是些少年，苍白地脸色宣示着这些人不健康的生活习惯，身下的高头大马代表着他们地身份，还有更远处一些护主的家丁伴当，毫不在意地看着拦街一幕，似乎已经习惯了自己的主子们在京都的大街上行凶。“车上的人给小爷我滚下来！”领头的一位少年满脸狰狞，瞳子里闪着兴奋的神色，似乎想到今天又可以杀几个人来玩玩，真是很快活的事情。“抱月楼的反应很直接啊。

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