This is a standard introduction to probability and statistics. If you are new to probability or you can't remember what a probability density function is, this is the perfect book for self study. DeGroot and Schervish takes a non-measure-theoretic approach to probability. Topics include ... Read more

This is a handy reference providing essential formulas for important probability distributions. What is the moment generating function for the exponential distribution? How do you calculate the kurtosis of a lognormal distribution? If you square a normally distributed random variable, what distribution describes the result? ... Read more

Copulas are constructs of probability theory that have attracted increased attention in the past few decades. In only the past few years, financial professionals have turned to them for modeling high-dimensional problems, such as value-at-risk or portfolio credit risk ... Read more

Many practitioners are familiar with elementary probability theory, but need to learn stochastic calculus. Between these two topics, there is a vast gulf of knowledge that needs to be filled in. The linchpin is a measure-theoretic treatment of probability theory. Many texts ... Read more