Robert B. Ash as written about, taught, or studied virtually every area of mathematics. His books include Information Theory, Topics in Stochastic Processes, The Calculus Tutoring Book, Introduction to Discrete Mathematics, and A Primer of Mathematics.

"There are numerous probability texts on the market, which makes choosing one difficult. If you are a financial professional who knows basic probability theory, but wants to take the next step in sophistication, this is the essential text. It introduces basic measure theory and functional analysis, and then delves into probability. The writing is clear and highly accessible. The choice of topics is perfect for financial engineers or financial risk managers: martingales, the inversion theorem, the central limit theorem, Brownian motion and stochastic integrals. I can't praise this book enough. It is exceptional!" --http://www.contingencyanalysis.com

• Summary of NotationFundamentals of Measure and Integration TheoryFurther Results in Measure and Integration TheoryIntroduction to Functional AnalysisBasic Concepts of ProbabilityConditional Probability and ExpectationStrong Laws of Large Numbers and Martingale TheoryThe Central Limit TheoremErgodic TheoryBrownian Motion and Stochastic Integrals

Robert B. Ash as written about, taught, or studied virtually every area of mathematics. His books include Information Theory, Topics in Stochastic Processes, The Calculus Tutoring Book, Introduction to Discrete Mathematics, and A Primer of Mathematics.

"There are numerous probability texts on the market, which makes choosing one difficult. If you are a financial professional who knows basic probability theory, but wants to take the next step in sophistication, this is the essential text. It introduces basic measure theory and functional analysis, and then delves into probability. The writing is clear and highly accessible. The choice of topics is perfect for financial engineers or financial risk managers: martingales, the inversion theorem, the central limit theorem, Brownian motion and stochastic integrals. I can't praise this book enough. It is exceptional!" --http://www.contingencyanalysis.com

• Summary of NotationFundamentals of Measure and Integration TheoryFurther Results in Measure and Integration TheoryIntroduction to Functional AnalysisBasic Concepts of ProbabilityConditional Probability and ExpectationStrong Laws of Large Numbers and Martingale TheoryThe Central Limit TheoremErgodic TheoryBrownian Motion and Stochastic Integrals