The Brownian Motion A Rigorous but Gentle Introduction for Economists /

• Autores principales: Löffler, Andreas (Autor), Kruschwitz, Lutz (Autor)
• Autor Corporativo: SpringerLink (Online service)
• Formato: Electrónico eBook
• Lenguaje: inglés
• Publicado: Cham : Springer International Publishing : Imprint: Springer, 2019.
• Edición: 1st ed. 2019.
• Colección: Springer Texts in Business and Economics,
• Materias: 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.
• Acceso en línea: Link to Metadata

Sumario

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. .

Descripción Física

X, 125 p. 49 illus., 15 illus. in color. online resource.

ISBN

9783030201036

ISSN

2192-4341

DOI

10.1007/978-3-030-20103-6

Acceso

Open Access