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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| Materialtyp: | Elektronisk Bokavsnitt |
| Språk: | engelska |
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Cham
Springer Nature
2019
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| Serie: | Springer Texts in Business and Economics
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| Länkar: | OAPEN Library: download the publication OAPEN Library: description of the publication |
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Internet
OAPEN Library: download the publicationOAPEN Library: description of the publication
3rd Floor Main Library
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A1234.567 |
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