The Brownian Motion A Rigorous but Gentle Introduction for Economists

The Brownian Motion A Rigorous but Gentle Introduction for Economists

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...

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Bibliographic Details
Format: eBook
Language:English
Published: Cham Springer Nature 2019
Series:Springer Texts in Business and Economics
Subjects:
Business enterprises-Finance
Economic theory
Economics, Mathematical 
Finance
Statistics 
thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCA Economic theory and philosophy
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry
thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry::KFFH Corporate finance
thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
Online Access:Open Access: DOAB: description of the publication
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Open Access: DOAB: description of the publication
Open Access: DOAB, download the publication

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