TY  - GEN
N2  - 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.
AB  - 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.
T1  - The Brownian Motion :A Rigorous but Gentle Introduction for Economists /
AU  - Löffler, Andreas.
AU  - Kruschwitz, Lutz.
CN  - QA274.75
CN  - HG1-HG9999
ID  - 899209
KW  - Brownian motion processes.
KW  - Finance.
KW  - Economics.
KW  - Business enterprises
KW  - Statistics.
SN  - 9783030201036
SN  - 3030201031
TI  - The Brownian Motion :A Rigorous but Gentle Introduction for Economists /
LK  - https://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-030-20103-6
UR  - https://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-030-20103-6
ER  -