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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| Main Authors: | , |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2019.
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| Edition: | 1st ed. 2019. |
| Series: | Springer Texts in Business and Economics,
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| Subjects: | |
| Online Access: | Link to Metadata |
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| 001 | 978-3-030-20103-6 | ||
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| 005 | 20230810164821.0 | ||
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| 008 | 190702s2019 sz | s |||| 0|eng d | ||
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| 024 | 7 | |a 10.1007/978-3-030-20103-6 |2 doi | |
| 050 | 4 | |a HG1-9999 | |
| 072 | 7 | |a KFF |2 bicssc | |
| 072 | 7 | |a BUS027000 |2 bisacsh | |
| 072 | 7 | |a KFF |2 thema | |
| 082 | 0 | 4 | |a 332 |2 23 |
| 100 | 1 | |a Löffler, Andreas. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 4 | |a The Brownian Motion |h [electronic resource] : |b A Rigorous but Gentle Introduction for Economists / |c by Andreas Löffler, Lutz Kruschwitz. |
| 250 | |a 1st ed. 2019. | ||
| 264 | 1 | |a Cham : |b Springer International Publishing : |b Imprint: Springer, |c 2019. | |
| 300 | |a X, 125 p. 49 illus., 15 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Springer Texts in Business and Economics, |x 2192-4341 | |
| 505 | 0 | |a Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index. | |
| 506 | 0 | |a Open Access | |
| 520 | |a 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. . | ||
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Business enterprises |x Finance. | |
| 650 | 0 | |a Social sciences |x Mathematics. | |
| 650 | 0 | |a Statistics . | |
| 650 | 1 | 4 | |a Financial Economics. |
| 650 | 2 | 4 | |a Quantitative Economics. |
| 650 | 2 | 4 | |a Corporate Finance. |
| 650 | 2 | 4 | |a Mathematics in Business, Economics and Finance. |
| 650 | 2 | 4 | |a Statistics in Business, Management, Economics, Finance, Insurance. |
| 700 | 1 | |a Kruschwitz, Lutz. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783030201029 |
| 776 | 0 | 8 | |i Printed edition: |z 9783030201043 |
| 776 | 0 | 8 | |i Printed edition: |z 9783030201050 |
| 830 | 0 | |a Springer Texts in Business and Economics, |x 2192-4341 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-3-030-20103-6 |z Link to Metadata |
| 912 | |a ZDB-2-ECF | ||
| 912 | |a ZDB-2-SXEF | ||
| 912 | |a ZDB-2-SOB | ||
| 950 | |a Economics and Finance (SpringerNature-41170) | ||
| 950 | |a Economics and Finance (R0) (SpringerNature-43720) | ||