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This open access textbook is the first to provide Business and Economics Ph.D. students with a preci...
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Libristo code: 33089239
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109 b
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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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About the book
Full name
Brownian Motion
Author
Andreas Löffler
Language
English
English
Binding
Book - Paperback
Date of issue
2020
Number of pages
125
EAN
9783030201050
ISBN
3030201058
Libristo code
33089239
Publishers
Springer Nature Switzerland AG
Weight
221
Dimensions
155 x 235 x 8
