The Brownian Motion : : A Rigorous but Gentle Introduction for Economists / / by Andreas Löffler, Lutz Kruschwitz.
This open access textbook is the first to provide Business and Economics Ph.D. students with a precise and intuitive introduction to the formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but without sacrificing...
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| Superior document: | Springer Texts in Business and Economics, |
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| VerfasserIn: | |
| Place / Publishing House: | Cham : : Springer International Publishing :, Imprint: Springer,, 2019. |
| Year of Publication: | 2019 |
| Edition: | 1st ed. 2019. |
| Language: | English |
| Series: | Springer Texts in Business and Economics,
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| Physical Description: | 1 online resource (X, 125 p. 49 illus., 15 illus. in color.) |
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| Summary: | This open access textbook is the first to provide Business and Economics Ph.D. students with a precise and intuitive introduction to the formal backgrounds of modern financial theory. It explains Brownian motion, random processes, measures, and Lebesgue integrals intuitively, but without sacrificing the necessary mathematical formalism, making them accessible for readers with little or no previous knowledge of the field. It also includes mathematical definitions and the hidden stories behind the terms discussing why the theories are presented in specific ways. . |
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| ISBN: | 3030201031 |
| ISSN: | 2192-4341 |
| Access: | Open Access |
| Hierarchical level: | Monograph |
| Statement of Responsibility: | by Andreas Löffler, Lutz Kruschwitz. |