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Request for good book on Intermediate level Probability

systemtrader

Joined
10/4/13
Messages
51
Points
18
Can somebody recommend me a good book on Probability Theory that can used to prepare for a Probability Theory course? I've taken an introductory probability course and one more after that during undergrad. I haven't studied Probability with Calculus and Bivariate/Multivariate normal distributions and such. I'm planning to prepare for a pre-MFE course in Probability and need some info on a good book for self study.

I've purchased Statistics and Data Analysis for Financial Engineers by David Ruppert and it is a little too advanced for me. This is the book:
http://www.amazon.com/Statistics-Analysis-Financial-Engineering-Springer/dp/1441977864/ref=sr_1_1?ie=UTF8&qid=1383642339&sr=8-1&keywords=ruppert statistics and finance

I would appreciate any help, thanks.
 
honestly, that book is not even hard... which means ur foundation is very weak

ur best bet is to look into some college's coursebook site, searching for textbook for prob with calc class
 
systemtrader said:
I've taken an introductory probability course and one more after that during undergrad. I haven't studied Probability with Calculus and Bivariate/Multivariate normal distributions and such.
Click to expand...

How could you take two undergrad courses on probability with neither of them being calc-based? An intro probability course at the undergrad level is always calc-based. And the Ruppert book is not difficult, as the previous poster pointed out.
 
Sheldon M. Ross, Introduction to probability models. 10th Edition. Academic Press
This is the text book I am using now for the fourth year probability course.
 
Have you gone through the entire book? It says in the introduction that the author uses it to teach Master's level FE courses at Cornell. As I said
Zhenxi Cui said:
Sheldon M. Ross, Introduction to probability models. 10th Edition. Academic Press
This is the text book I am using now for the fourth year probability course.
Click to expand...

Thanks, that book does seem like something I was looking for.
 
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