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The brownian motion : a rigorous but gentle introduction for economists

Löffler, Andreas - Personal Name; Kruschwitz, Lutz - Personal Name;

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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Series Title: -
Call Number: 332 LOF b
Publisher: Cham, Switzerland : Springer Open., 2019
Collation: x, 125p. : ill.
Language: English
ISBN/ISSN: 9783030201036
Classification: 332
Content Type: -
Media Type: -
Carrier Type: -
Edition: -
Subject(s): Statistics
Economics
Business enterprises--Finance
Finance
Brownian motion processes
Specific Detail Info: -
Statement of Responsibility: by Andreas Löffler and Lutz Kruschwitz

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9783030201036
https://link.springer.com/book/10.1007/978-3-030-20103-6
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