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...
I tiakina i:
| Ngā kaituhi matua: | , |
|---|---|
| Kaituhi rangatōpū: | |
| Hōputu: | Tāhiko īPukapuka |
| Reo: | Ingarihi |
| I whakaputaina: |
Cham :
Springer International Publishing : Imprint: Springer,
2019.
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| Putanga: | 1st ed. 2019. |
| Rangatū: | Springer Texts in Business and Economics,
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| Ngā marau: | |
| Urunga tuihono: | Link to Metadata |
| Ngā Tūtohu: |
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Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
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Search Result 1
OAPEN Library: description of the publication
The Brownian Motion A Rigorous but Gentle Introduction for Economists
I whakaputaina 2019
OAPEN Library: download the publication
OAPEN Library: description of the publication
Tāhiko
Wāhanga pukapuka
Search Result 2
DOAB: description of the publication
The Brownian Motion A Rigorous but Gentle Introduction for Economists
I whakaputaina 2019
DOAB: download the publication
DOAB: description of the publication
Tāhiko
Wāhanga pukapuka