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Probability Via Expectation
Peter Whittle
€ 156.87
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Description for Probability Via Expectation
Hardcover. 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 also demonstrates that applications of real interest can be addressed almost immediately. Series: Springer Texts in Statistics. Num Pages: 374 pages, biography. BIC Classification: PBT; PBW. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 22. Weight in Grams: 708.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2000
Publisher
Springer-Verlag New York Inc. United States
Number of pages
374
Condition
New
Series
Springer Texts in Statistics
Number of Pages
353
Place of Publication
New York, NY, United States
ISBN
9780387989556
SKU
V9780387989556
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Probability Via Expectation
“This surprising and beautiful introduction to concepts of probability … chapters have been added which deal with areas of big actual interest … .” (Peter Imkeller, zbMATH 0980.60004, 2022) 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", ... Read more