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...
Guardado en:
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
Cham
Springer Nature
2019
|
| Colección: | Springer Texts in Business and Economics
|
| Materias: | |
| Acceso en línea: | OAPEN Library: download the publication OAPEN Library: description of the publication |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Internet
OAPEN Library: download the publicationOAPEN Library: description of the publication
3rd Floor Main Library
| Número de Clasificación: |
A1234.567 |
|---|---|
| Copia 1 | Disponible |