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The Brownian Motion A Rigorous but Gentle Introduction for Economists /

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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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Detaylı Bibliyografya
Asıl Yazarlar: Löffler, Andreas (Yazar), Kruschwitz, Lutz (Yazar)
Müşterek Yazar: SpringerLink (Online service)
Materyal Türü: Elektronik Ekitap
Dil:İngilizce
Baskı/Yayın Bilgisi: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edisyon:1st ed. 2019.
Seri Bilgileri:Springer Texts in Business and Economics,
Konular:
Finance.
Econometrics.
Business enterprises > Finance.
Social sciences > Mathematics.
Statistics .
Financial Economics.
Quantitative Economics.
Corporate Finance.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
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3rd Floor Main Library

Detaylı Erişim Bilgileri 3rd Floor Main Library
Yer Numarası: A1234.567
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