Probability via Expectation:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
2000
|
| Ausgabe: | Fourth Edition |
| Schriftenreihe: | Springer Texts in Statistics
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 initially to forswear expectation in favour of an arbitrage criterion. I am grateful to readers and to Springer-Verlag for their continuing interest in the approach taken in this work. Peter Whittle Preface to the Third Edition This book is a complete revision of the earlier work Probability which appeared in 1970. While revised so radically and incorporating so much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, demanding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level' . In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character |
| Beschreibung: | 1 Online-Ressource (XXI, 353 p) |
| ISBN: | 9781461205098 9781461267959 |
| ISSN: | 1431-875X |
| DOI: | 10.1007/978-1-4612-0509-8 |
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Datensatz im Suchindex
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| author | Whittle, Peter |
| author_facet | Whittle, Peter |
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| author_sort | Whittle, Peter |
| author_variant | p w pw |
| building | Verbundindex |
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4612-0509-8 |
| edition | Fourth Edition |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:05Z |
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| isbn | 9781461205098 9781461267959 |
| issn | 1431-875X |
| language | English |
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| spelling | Whittle, Peter Verfasser aut Probability via Expectation by Peter Whittle Fourth Edition New York, NY Springer New York 2000 1 Online-Ressource (XXI, 353 p) txt rdacontent c rdamedia cr rdacarrier Springer Texts in Statistics 1431-875X 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 initially to forswear expectation in favour of an arbitrage criterion. I am grateful to readers and to Springer-Verlag for their continuing interest in the approach taken in this work. Peter Whittle Preface to the Third Edition This book is a complete revision of the earlier work Probability which appeared in 1970. While revised so radically and incorporating so much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, demanding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level' . In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik Wahrscheinlichkeit (DE-588)4137007-7 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf 1\p (DE-588)4151278-9 Einführung gnd-content Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s 2\p DE-604 Wahrscheinlichkeitstheorie (DE-588)4079013-7 s 3\p DE-604 Wahrscheinlichkeit (DE-588)4137007-7 s 4\p DE-604 https://doi.org/10.1007/978-1-4612-0509-8 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Whittle, Peter Probability via Expectation Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik Wahrscheinlichkeit (DE-588)4137007-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd |
| subject_GND | (DE-588)4137007-7 (DE-588)4064324-4 (DE-588)4079013-7 (DE-588)4151278-9 |
| title | Probability via Expectation |
| title_auth | Probability via Expectation |
| title_exact_search | Probability via Expectation |
| title_full | Probability via Expectation by Peter Whittle |
| title_fullStr | Probability via Expectation by Peter Whittle |
| title_full_unstemmed | Probability via Expectation by Peter Whittle |
| title_short | Probability via Expectation |
| title_sort | probability via expectation |
| topic | Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik Wahrscheinlichkeit (DE-588)4137007-7 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd |
| topic_facet | Statistics Distribution (Probability theory) Statistics, general Probability Theory and Stochastic Processes Statistik Wahrscheinlichkeit Wahrscheinlichkeitsrechnung Wahrscheinlichkeitstheorie Einführung |
| url | https://doi.org/10.1007/978-1-4612-0509-8 |
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