A Probability Path
by Sidney Resnick
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Book Summary Information
Author: Sidney ResnickEdition: Hardcover
Audio: English (Unknown); English (Original Language); English (Published)
Published: 1999-10-16
ISBN: 081764055X
Number of pages: 453
Publisher: Birkhäuser Boston
Accessories:
- Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
- Applied Partial Differential Equations:: A Visual Approach
- Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Book Reviews of A Probability Path
Book Review: A MUST-HAVE!!!
Summary: 5 Stars
I'm a PhD student doing mostly computational mathematics and operation research. While I'm currently working in applied field, my background is in pure math, so I prefer a book that is both applied and rigorous. By "rigorous", I mean "sufficient mathematical justification" for the reader to understand the material at an advanced level. Hence, the interested reader can pursue the subject in a deeper level as he/she deems necessary. Resnick book is just excellent. It gives you just the right math and proofs that you need to know. Hard proofs, which is not really necessary for a good understanding of probability theory, are not given, only the results are stated - that saves the reader a lot of time and, of course, the unnecessary pain.
If you are a graduate student or researcher looking for an introductory book in Advance Probability Theory that gets you up to speed with some reasonable rigour but not sacrificing the necessary details, here is the book for you. Resnick has definitely nailed it!
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