Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (Undergraduate Texts in Mathematics) cover
Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance (Undergraduate Texts in Mathematics)
by K. L. Chung, Farid AitSahlia
ISBN: 038795578X
Found in 1 comment on Hacker News
View on Amazon
We may earn a commission from purchases made through links on this page.
Not ready yet? Get weekly book picks.
antegamisou · 2023-06-16 · Original thread
Anything that would help build a strong probability theory background.

Assuming you have some freshman-college math literacy, here are a few great introductory books to Probability theory:

    Introduction To Probability by D. Bertsekas & J. Tsitsiklis
https://www.amazon.com/Introduction-Probability-2nd-Dimitri-...

    Elementary Probability Theory: With Stochastic Processes and an Introduction to Mathematical Finance  by K. L. Chung & F. AitSahlia
https://www.amazon.com/Elementary-Probability-Theory-Introdu...

    An Introduction to Probability Theory and Its Applications Vol. 1 by W. Feller
https://www.amazon.com/Introduction-Probability-Theory-Appli...

I'm sure there are some great video lectures on the subject as well, but unfortunately I can't point you to any relevant material since textbooks is what I used when I was in college. But if I had to guess, the latest relevant MIT OCW course that has video lectures available would be sufficient.