Link to Content:

Created/Published/Taught by:

Geoffrey R. Grimmett

David R. Stirzaker

Oxford University Press

Content Found Via:

Honglang Wang

Free? No

Cost Range:

$29.51 - $55.60

Tags: calculus / financial modeling / Markov Chain Monte Carlo (MCMC) / modeling / probability / random processes

Content Type: Books / physical books or multiple formats

Difficulty Rating:

Difficulty Rating:

From Amazon:

“This book gives an introduction to probability and its many practical applications by providing a thorough, entertaining account of basic probability and important random processes, covering a range of important topics. Emphasis is on modelling rather than abstraction and there are new sections on sampling and Markov chain Monte Carlo, renewal-reward, queuing networks, stochastic calculus, and option pricing in the Black-Scholes model for financial markets. In addition, there are almost 400 exercises and problems relevant to the material. Solutions can be found inÂ *One Thousand Exercises in Probability.*“

Recommended Prerequisites: none specified

Go to Content: Probability and Random Processes

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