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The Brownian Motion

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...

Description complète

Enregistré dans:
Auteurs principaux: Löffler, Andreas, Kruschwitz, Lutz
Format: Online
Langue:anglais
Publié: Springer Nature 2021
Sujets:
Finance
Economic theory
Business enterprises—Finance
Economics, Mathematical
Statistics
Textbook
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCA Economic theory and philosophy
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry::KFFH Corporate finance
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
Accès en ligne:1007083
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