The Brownian Motion : A Rigorous but Gentle Introduction for Economists / by Andreas Löffler, Lutz Kruschwitz.
Löffler, Andreas.; Kruschwitz, Lutz.
2019
QA274.75
Available Online

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Title The Brownian Motion : A Rigorous but Gentle Introduction for Economists / by Andreas Löffler, Lutz Kruschwitz.
Author Löffler, Andreas.
ISBN 9783030201036 (electronic book)
3030201031 (electronic book)
3030201023
9783030201029
Published Cham : Springer, 2019.
Language English
Description 1 online resource (x, 125 pages) : illustrations.
Other Standard Identifiers 10.1007/978-3-030-20
Call Number QA274.75
Dewey Decimal Classification 332
Summary 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.
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Added Author Kruschwitz, Lutz.
Series Springer texts in business and economics.
Available in Other Form Print version: 9783030201029
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
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Introduction
Set Theory
Measures and Probabilities
Random Variables
Expectation and Lebesque Integral
Wiener's Construction of the Brownian motion
Supplements
References
Index.

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