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The Brownian Motion : A Rigorous but Gentle Introduction for Economists

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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.

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Detail Information

Series Title

Springer Texts in Business and Economics (STBE)

Call Number

332 LOF

Publisher

Cham : Springer Cham., 2019

Collation

X, 125

Language

English

ISBN/ISSN

978-3-030-20103-6

Classification

332

Content Type

text

Media Type

computer

Carrier Type

online resource

Edition

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Subject(s)

Finance

Specific Detail Info

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Statement of Responsibility

Andreas Löffler, Lutz Kruschwitz

Other Information

Cataloger

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Source

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Validator

Maya

Digital Object Identifier (DOI)

https://doi.org/10.1007/978-3-030-20103-6

Journal Volume

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Journal Issue

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Subtitle

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Parallel Title

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