Marek Capinski Books
Probability Through Problems
This book of problems has been designed to accompany an undergraduate course in probability. The only prerequisite is basic algebra and calculus. Each chapter is divided into three parts: Problems,...
Read MoreMeasure, integral, and probability
The key concept is that of measure which is first developed on the real line and then presented abstractly to provide an introduction to the foundations of probability theory (the Kolmogorov axioms...
Read MoreDiscrete models of financial markets
"This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to power...
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