Explore
The Brownian Motion
Andreas Löffler and Lutz Kruschwitz
2019
0 Ungluers have
Faved this Work
Login to Fave
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 the necessary mathematical formalism, making them accessible for readers with little or no previous knowledge of the field. It also includes mathematical definitions and the hidden stories behind the terms discussing why the theories are presented in specific ways.
This book is included in DOAB.
Why read this book? Have your say.
You must be logged in to comment.
Rights Information
Are you the author or publisher of this work? If so, you can claim it as yours by registering as an Unglue.it rights holder.Downloads
This work has been downloaded 211 times via unglue.it ebook links.
- 105 - pdf (CC BY) at OAPEN Library.
Keywords
- Business enterprises—Finance
- Corporate Finance
- economic theory
- Economic Theory & Philosophy
- Economics
- Economics, finance, business & management
- Economics, Mathematical
- Finance
- Finance & accounting
- Mathematics
- Mathematics & science
- Probability & statistics
- Statistics
Links
DOI: 10.1007/978-3-030-20103-6Editions