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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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Detaylı Bibliyografya
Yazar:	Löffler, Andreas (auth)
Diğer Yazarlar:	Kruschwitz, Lutz (auth)
Materyal Türü:	Elektronik Kitap Bölümü
Dil:	İngilizce
Baskı/Yayın Bilgisi:	Cham Springer Nature 2019
Seri Bilgileri:	Springer Texts in Business and Economics
Konular:	Economic theory & philosophy Finance & accounting Finance Corporate finance Probability & statistics Economic theory Business enterprises-Finance Economics, Mathematical Statistics
Online Erişim:	DOAB: download the publication DOAB: description of the publication
Etiketler:	Etiketle Etiket eklenmemiş, İlk siz ekleyin!

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