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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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Bibliographic Details
Main Authors: Löffler, Andreas (Author), Kruschwitz, Lutz (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:1st ed. 2019.
Series:Springer Texts in Business and Economics,
Subjects:
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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