Probability via Expectation by Peter Whittle (Paperback, 2012)

thenilestore (1245169)
99.1% positive feedback
Price:
AU $160.42
+ $4.99 postage
Estimated delivery Mon, 4 Aug - Fri, 8 Aug
Returns:
30-day returns. Buyer pays for return postage. If you use an eBay postage label, it will be deducted from your refund amount.
Condition:
Brand new
By Peter Whittle. These are substantial topics, but ones into which one can gain an insight with less labour than is generally thought. I am grateful to readers and to Springer-Verlag for their continuing interest in the approach taken in this work.

About this product

Product Information

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.

Product Identifiers

PublisherSpringer-Verlag New York Inc.
ISBN-139781461267959
eBay Product ID (ePID)141556946

Product Key Features

Publication NameProbability Via Expectation
SubjectMathematics
Publication Year2012
TypeTextbook
FormatPaperback
LanguageEnglish
AuthorPeter Whittle
Number of Pages353 Pages

Dimensions

Item Height235 mm
Item Weight581 g
Item Width155 mm

Additional Product Features

Country/Region of ManufactureUnited States
Title_AuthorPeter Whittle
Series TitleSpringer Texts in Statistics
No ratings or reviews yet.
Be the first to write a review.