The Brownian Motion : A Rigorous but Gentle Introduction for Economists / by Andreas Löffler, Lutz Kruschwitz.
2019
QA274.75
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Unlimited
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Can lend chapters, not whole ebooks
Details
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
3030201031 (electronic book)
3030201023
9783030201029
Published
Cham : Springer, 2019.
Language
English
Description
1 online resource (x, 125 pages) : illustrations.
Item Number
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
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Online Access
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Table of Contents
Introduction
Set Theory
Measures and Probabilities
Random Variables
Expectation and Lebesque Integral
Wiener's Construction of the Brownian motion
Supplements
References
Index.
Set Theory
Measures and Probabilities
Random Variables
Expectation and Lebesque Integral
Wiener's Construction of the Brownian motion
Supplements
References
Index.