Hi allI'm doing a master in finance next year, and need to do a probability course. I can choose between two, one harder than the other. I would like your help to determine the level of the courses. I have listed the books used, so if anyone has experience with some of them, please let me know the level.These should be pretty introductory:E. Cinlar , Introduction to Stochastic ProcessesS. Ross , Introduction to Probability ModelsS. Karlin & H. Taylor , A First Course in Stochastic ProcessesGrimmett and Stirzaker , Probability and Random ProcessesH. M. Taylor and S. Karlin , An Introduction to Stochastic Modeling (3rd Edition)These should be harder:E. Cinlar , Lecture Notes on ProbabilityNeveu , Foundations of Calculus of ProbabilitiesChung , A Course in Probability TheoryBreiman , ProbabilityAny clues?

Bump...

I have never used the books you mentioned but here are two great ones:# Durrett, Probability: Theory and Examples# Billingsley, Probability and Measure Durrett is really rigorous while Billinglsey might be more suited for an introduction

I used Larson's "Probability Theory and Statistical Inference". Great book, well explained examples, and lays a good foundation for random variables and parameterization.

cstassen,It depends on the level you're at now. Go buy a copy of Karlin & Taylor's "A Second Course in Stochastic Processes", which is not on your list but you should own anyway.If you can read it and could learn it on your own knowing only what you know now, take the harder level. Otherwise, take the easier level.regards,

Okay, thanks for the reply - amazing that such an old book can be so expensive!

Quoteamazing that such an old book can be so expensive! The reason can be infered from this Amazon review:22 of 24 people found the following review helpful:A MUST-HAVE IF YOU WANNA GO TO WALLSTREET!5 out of 5 stars , April 21, 2000By Yan ZhangThe supply is limited and the demand is brisk!