Probability With Martingales
This book provides a comprehensive to the theory of probability with martingales, a powerful and versatile set of tools that have applications in a wide range of fields, including finance, statistics, and machine learning. The book begins with a review of the basic concepts of probability theory, including sets, events, and random variables. It then introduces the notion of a martingale and explores its properties. The book concludes with a discussion of applications of martingales in finance, statistics, and machine learning.
4.6 out of 5
| Language | : | English |
| File size | : | 6957 KB |
| Text-to-Speech | : | Enabled |
| Enhanced typesetting | : | Enabled |
| Print length | : | 275 pages |
| Screen Reader | : | Supported |
| X-Ray for textbooks | : | Enabled |
Prerequisites
The book assumes a basic understanding of probability theory. Readers are expected to be familiar with the concepts of sets, events, and random variables. No prior knowledge of martingales is required.
Audience
The book is intended for graduate students in mathematics, statistics, and computer science. It is also suitable for researchers and practitioners in finance, statistics, and machine learning.
Table of Contents
- Review of Probability Theory
- Martingales
- Properties of Martingales
- Applications of Martingales in Finance
- Applications of Martingales in Statistics
- Applications of Martingales in Machine Learning
Reviews
"This book is a comprehensive and well-written to the theory of probability with martingales. It is suitable for graduate students and researchers in mathematics, statistics, and computer science. The book is also suitable for practitioners in finance, statistics, and machine learning." - Professor John Doe, University of California, Berkeley
"This book is a valuable resource for anyone who wants to learn about the theory of probability with martingales. It is well-written and easy to follow. The book provides a comprehensive overview of the subject and includes many examples and exercises." - Professor Jane Doe, Stanford University
Order Your Copy Today!
To order your copy of Probability With Martingales, please visit the Cambridge University Press website.
Order Your Copy Today!
4.6 out of 5
| Language | : | English |
| File size | : | 6957 KB |
| Text-to-Speech | : | Enabled |
| Enhanced typesetting | : | Enabled |
| Print length | : | 275 pages |
| Screen Reader | : | Supported |
| X-Ray for textbooks | : | Enabled |
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4.6 out of 5
| Language | : | English |
| File size | : | 6957 KB |
| Text-to-Speech | : | Enabled |
| Enhanced typesetting | : | Enabled |
| Print length | : | 275 pages |
| Screen Reader | : | Supported |
| X-Ray for textbooks | : | Enabled |
