The Brownian Motion A Rigorous but Gentle Introduction for Economists /
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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| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
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Springer International Publishing : Imprint: Springer,
2019.
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| Ausgabe: | 1st ed. 2019. |
| Schriftenreihe: | Springer Texts in Business and Economics,
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