初等概率论（第4版）
2010-1
世界图书出版公司
[美] 钟开莱
402
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In this edition two new chapters, 9 and 10, on mathematical finance areadded. They are written by Dr. Farid AitSahlia, ancien dlve, who hastaught such a course and worked on the research staff of several industrialand financial institutions.The new text begins with a meticulous account of the uncommon vocab-ulary and syntax of the financial world; its manifold options and actions,with consequent expectations and variations, in the marketplace. These arethen expounded in clear, precise mathematical terms and treated by themethods of probability developed in the earlier chapters. Numerous gradedand motivated examples and exercises are supplied to illustrate the appli-cability of the fundamental concepts and techniques to concrete financialproblems. For the reader whose main interest is in finance, only a portionof the first eight chapters is a "prerequisite" for the study of the last twochapters. Further specific references may be scanned from the topics listedin the Index, then pursued in more detail.I have taken this opportunity to fill a gap in Section 8.1 and to expandAppendix 3 to include a useful proposition on martingale stopped at anoptional time. The latter notion plays a basic role in more advanced finan-cial and other disciplines. However, the level of our compendium remainselementary, as befitting the title and scheme of this textbook. We have alsoincluded some up-to-date financial episodes to enliven, for the beginners,the stratified atmosphere of "strictly business". We are indebted to RuthWilliams, who read a draft of the new chapters with valuable suggestionsfor improvement; to Bernard Bru and Marc Barbut for information on thePareto-L~vy laws originally designed for income distributions. It is hopedthat a readable summary of this renowned work may be found in the newAppendix 4.
本书是一部介绍概率论及其应用的入门教程。其原始版本面世已经有30余年，但仍然是本科一二年级的经典概率教程。在第4版中增加了两章讲述应用和数学金融。传承前面版本详细、严谨的风格，讲述了有价证券和期货理论的基本知识。书中用最初等的方法讲述了概率测度、随机变量、分布以及期望等基本概念。离散和连续的案例都有所涉及，在讲述后者的时候运用了微积分知识。配以大量的典型例子重点讲述概率推理，集中介绍了组合问题、Poison过程、随机漫步、遗传模型和Markov链。每章末都附有习题及其解答。目次：集合；概率；计数；随机变量；附录。 读者对象：数学专业的本科生以及广大概率论爱好者。
PREFACE TO THE FOURTH EDITION PROLOGUE TO INTRODUCTION TO MATHEMATICAL FINANCE 1 SET 1.1 Sample sets 1.2 Operations with sets 1.3 Various relations 1.4 Indicator Exercises 2 PROBABILITY 2.1 Examples of probability 2.2 Definition and illustrations 2.3 Deductions from the axioms 2.4 Independent events 2.5 Arithmetical density Exercises 3 COUNTING 3.1 Fundamental rule 3.2 Diverse ways of sampling 3.3 Allocation models; binomial coefficients 3.4 How to solve it Exercises 4 RANDOM VARIABLES 4.1 What is a random variable? 4.2 How do random variables come about? 4.3 Distribution and expectation 4.4 Integer-valued random variables 4.5 Random variables with densities 4.6 General case Exercises APPENDIX 1: BOREL FIELDS AND GENERAL RANDOM VARIABLES 5 CONDITIONING AND INDEPENDENCE 5.1 Examples of conditioning 5.2 Basic formulas 5.3 Sequential sampling 5.4 P61ya's urn scheme 5.5 Independence and relevance 5.6 Genetical models Exercises 6 MEAN, VARIANCE, AND TRANSFORMS 6.1 Basic properties of expectation 6.2 The density case 6.3 Multiplication theorem; variance and covariance 6.4 Multinomial distribution 6.5 Generating function and the like Exercises 7 POISSON AND NORMAL DISTRIBUTIONS 7.1 Models for Poisson distribution 7.2 Poisson process 7.3 From binomial to normal 7.4 Normal distribution 7.5 Central limit theorem 7.6 Law of large numbers Exercises APPENDIX 2: STIRLING'S FORMULA AND DE MOIVRE-LAPLACE'S THEOREM 8 FROM RANDOM WALKS TO MARKOV CHAINS 8.1 Problems of the wanderer or gambler 8.2 Limiting schemes 8.3 Transition probabilities 8.4 Basic structure of Markov chains 8.5 Further developments 8.6 Steady state 8.7 Winding up (or down?) Exercises APPENDIX 3: MARTINGALE 9 MEAN-VARIANCE PRICING MODEL 9.1 An investments primer 9.2 Asset return and risk 9.3 Portfolio allocation 9.4 Diversification 9.5 Mean-variance optimization 9.6 Asset return distributions 9.7 Stable probability distributions Exercises APPENDIX 4: PARETO AND STABLE LAWS 10 OPTION PRICING THEORY 10.1 Options basics 10.2 Arbitrage-free pricing: 1-period model 10.3 Arbitrage-free pricing: N-period model 10.4 Fundamental asset pricing theorems Exercises GENERAL REFERENCES ANSWERS TO PROBLEMS VALUES OF THE STANDARD NORMAL DISTRIBUTION FUNCTION INDEX
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《初等概率论(第4版)(英文版)》是由世界图书出版公司出版的。
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很不错的书，有助于深入研习概率
我在学校里没专门学过高数，希望有好的教材引导我的理解。听人介绍买的，据说作者是概率论大师而且学这个的对这本教材评价非常高。全英文，外国教材的读者体验普遍不错的。
一代華人數學家鐘開萊先生的傑作。可能知道鐘先生名字的人並不多，但在概率界，K.L. Chung的名字是如雷貫耳的。一定要好好讀一讀！
学概率直接看这本吧，看国内教材就是在浪费时间
概率论經典名著，不錯不錯
Chung, Kai Lai, 钟开莱写的，看了他的简历，发现他真的很强，很有天赋。风格是美国和中国的结合。说句心里话，他对数学方面的贡献绝对不亚于陈省身，只不过他，没有回报祖国，这是最大的遗憾！
书本不错啊，绝对正品
经典中的经典，虽然是初级概率论，但非常注重概率论的基本概得讲解，并且这本书举了大量例子来讨论概率的直观感觉。但是写得非常好啊，实在建议所有没读过的人读一遍。
先介绍一下作者，钟开莱（1917～2009)是著名华裔数学家、概率学家，1940年毕业于西南联大数学系，1945年凭庚子赔款奖学金赴美留学，1947年获普林斯顿大学博士学位，曾任斯坦福大学数学系系主任。本书是典型的大师之作，在初等水平上讲解概率论的本质，与国内那些垃圾概率论教材相比，差距何止是几条街，应该是几光年才对！
写的通俗易懂！！大师呀~~翻开看的入迷把炒的菜都整糊了~~
我几乎很少写书评，因为懒。但是满怀痛苦看过Ross的A First Course in Probability之后，开开的书让我有种找到知音的感觉。看“肉丝”的书，一个例子接着一个例子，不知道什么时候才是个完，而例子和例子之间的关联也不明白，还喜欢跳掉步骤，哟哟，可惜“肉丝”毕竟没有“卤丁”那样的写书功力。“肉丝”可以当做野怪，没事去打打怪升级，“开开”可以当做主要的教程，自学也好，他人教也好，是两相宜的。不知道知识要在头脑里清晰到什么程度，才可以写出如此简单明了的书。“肉丝”和开开的区别，可能就是牛人和大湿的区别吧。
当然，内容是初等的，如果希望了解更高等的内容，可能还要参考别的书。
封面很好看，看封面都觉得洋气
很不错的宝贝，质量很好，就是物流慢了一些！
不错的概率入门书籍！！！
上课时听老师说钟开莱的书是精品中的精品
印刷好，内容经典，值得拥有！
大师之作，读起来非常舒服~
有时会翻一翻,不错的工具书
概率是非常实用的科学，需要补补课了。
书不错，包装精美，干净。印刷也还好的，比较基础的概论知识，适合初级入门者。
大师的书，内容实在精彩。国内的教材可以撕了。
由于工作中常用到概率和统计，我想再把自己的概论统计知识巩固提高一下，查了好多书，网友都说这本书是经典，我便选择了这本，但是看了三、四章，发现书写的是很好，很生动，论述也应该很透彻，但是我发现似乎对非数学专业的人来说，是不是这本书有点太专业了？还是我水平不够啊？
虽然名字叫初等，但是内容非常精彩，印刷也非常好，满分
这书是10年前写的，大家查一下有没有新版本吧