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The brownian motion : a rigorous but gentle introduction for economists

Löffler, Andreas Kruschwitz, Lutz

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 previ…

Edition: -
ISBN/ISSN: 9783030201036
Collation: x, 125p. : ill.
Series Title: -
Call Number: 332 LOF b

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The brownian motion : a rigorous but gentle introduction for economists