Which books will you recommend to cover the following subjects?

[Ohad]

Hi all,

I want to get a couple of good books, they need to cover:

1.I really need to go over the basics theories and properties as I'm a little rusty.I was thinking of:
http://www.amazon.com/Probability-Random-Variables-Stochastic-Processes/dp/0071226613/

2.Estimators:

• LS/WLS - Discrete & Continuous models.
• ML - Discrete & Continuous models.
• Bayesian - MAP/MMSE/MMAE
• Fisher Matrix.
• Local/Global Cramer-Rao Bounds.
• Estimators Identifiability/Consistency/Asymptotic related properties.

Any idea of a good book that cover these subjects?

3.A good book to get into Financial Engineering.I was thinking of the following, especially due to it having a solution manual available.
http://www.amazon.com/gp/product/0979757606/

All opinions will be appreciated.

Thanks,
Ohad.

 

[vuze]

For 1. You can also try Grimmett and Stirzaker. S. Ross is getting good reviews around here as well.

 

[ExSan]

I am interested in Random Matrix Theory, what are the " must" books ?
Thnks