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Probability via Expectation

Overview of attention for book
Cover of 'Probability via Expectation'

Table of Contents

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    Book Overview
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    Chapter 1 Uncertainty, Intuition, and Expectation
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    Chapter 2 Expectation
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    Chapter 3 Probability
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    Chapter 4 Some Basic Models
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    Chapter 5 Conditioning
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    Chapter 6 Applications of the Independence Concept
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    Chapter 7 The Two Basic Limit Theorems
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    Chapter 8 Continuous Random Variables and Their Transformations
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    Chapter 9 Markov Processes in Discrete Time
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    Chapter 10 Markov Processes in Continuous Time
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    Chapter 11 Action Optimisation; Dynamic Programming
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    Chapter 12 Optimal Resource Allocation
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    Chapter 13 Finance: ‘Risk-Free’ Trading and Option Pricing
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    Chapter 14 Second-Order Theory
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    Chapter 15 Consistency and Extension: The Finite-Dimensional Case
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    Chapter 16 Stochastic Convergence
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    Chapter 17 Martingales
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    Chapter 18 Large-Deviation Theory
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    Chapter 19 Extension: Examples of the Infinite-Dimensional Case
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    Chapter 20 Quantum Mechanics
Attention for Chapter 13: Finance: ‘Risk-Free’ Trading and Option Pricing
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