Download Citation: Williams, D. (2014). Probability with Martingales. Cambridge University Press. Chapter Summary: PrefaceThe preface emphasizes the importance of exercises in understanding the material and explains the structure of the book. It highlights the necessity of measure theory in probability...
Download Citation Øksendal, B. (2013). Stochastic Differential Equations: An Introduction with Applications (6th ed., corrected printing). Springer-Verlag. https://doi.org/10.1007/978-3-642-14394-6 Chapter Summary Introduction The book begins by motivating the study of stochastic differential equations (SDEs) through various practical problems where randomness plays...
Download Citation: Resnick, S. I. (2005). Adventures in stochastic processes. Birkhäuser Boston. Chapter Summary Introduction: Sidney I. Resnick’s Adventures in Stochastic Processes provides a comprehensive and detailed exploration of various stochastic processes, fundamental concepts, and their applications. The book is...
Download APA Citation Björk, T. (2020). Arbitrage Theory in Continuous Time (4th ed.). Oxford University Press. https://doi.org/10.1093/oso/9780198851615.001.0001 Chapter Summary Chapter 1: Introduction Introduces the concept and significance of arbitrage theory in finance, focusing on pricing models for financial derivatives like...
Download Citation: Mitzenmacher, M., & Upfal, E. (2017). Probability and Computing: Randomization and Probabilistic Techniques in Algorithms and Data Analysis (2nd ed.). Cambridge University Press. Chapter Summary: Chapter 1: Events and Probability Discusses fundamental probability concepts and introduces applications like...
Download Citation: Vazirani, V. V. (2011). Approximation Algorithms. Springer. Chapter Summary: Chapter 1: Introduction Outlines the basics of approximation algorithms, emphasizing their importance in dealing with NP-hard problems where exact solutions are computationally prohibitive. It lays the foundation for understanding...
Download Citation: Williamson, D. P., & Shmoys, D. B. (2011). The Design of Approximation Algorithms. Cambridge University Press. Chapter Summary: Chapter 1: Introduction to Approximation Algorithms Discusses the basics of approximation algorithms, focusing on their need and utility in solving...