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...
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Eará dahkkit: | |
| Materiálatiipa: | Elektrovnnalaš Girjji oassi |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
Cham
Springer Nature
2019
|
| Ráidu: | Springer Texts in Business and Economics
|
| Fáttát: | |
| Liŋkkat: | OAPEN Library: download the publication OAPEN Library: description of the publication |
| Fáddágilkorat: |
Lasit fáddágilkoriid
Eai fáddágilkorat, Lasit vuosttaš fáddágilkora!
|
Interneahtta
OAPEN Library: download the publicationOAPEN Library: description of the publication
3rd Floor Main Library
| Hildobáiki: |
A1234.567 |
|---|---|
| Njađus 1 | Oažžumis |