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...

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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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The Brownian Motion

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