October 2014
Intermediate to advanced
576 pages
14h 32m
English
Content preview from Probability and Stochastic Processes
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Bibliography
- Bertrand, J. L. F. (1889). Calcul des probabilités. Paris: Gauthier-Villars et fils.
- Bibby, B. and M. Sørensen (1995). Martingale estimating functions for discretely observed diffusion processes. Bernoulli 1, 17–39.
- Billingsley, P. (1995). Probability and measure (3 ed.). Wiley.
- Black, F. and M. Scholes (1973). The valuation of options and corporate liability. Journal of Political Economy 81, 637–654.
- Blæsild, P. and J. Granfeldt (2002). Statistics with Applications in Biology and Geology. CRC Press.
- Borodin, A. and P. Salminen (2002). Handbook of Brownian Motion - Facts and Formulae (2nd ed.). Berlin: Springer.
- Boyce, W. E. and R. C. DiPrima (2004). Elementary Differential Equations and Boundary Value Problems (8 ed.). Wiley.
- Bucher, C. G. (1988). Adaptive Sampling—An iterative fast Monte Carlo procedure. Structural Safety 5, 119–128.
- Casella, G. and R. L. Berger (2001). Statistical Inference (second ed.). Duxbury Press.
- Cauchy, A. L. (1821). Analyse algébrique. Imprimerie Royale.
- Chesney, M. and L. Scott (1989). Pricing european currency options: a comparison of the modified black-scholes model and a random variance model. J. Finan. Quant. Anal. 24, 267–284.
- Chung, K. L. (2000). A Course in Probability Theory Revised (2nd ed.). Academic Press.
- Cox, J., J. Ingersoll, and S. Ross (1985). A theory of the term structure of interest rates. Econometrica 53, 385–407.
- Dembo, A. (2008). Lecture notes in probability. available on http://www-stat.stanford.edu/∼adembo/
Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Read now
Unlock full access
More than 5,000 organizations count on O’Reilly
O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.