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...
Saved in:
Main Author: | Löffler, Andreas (auth) |
---|---|
Other Authors: | Kruschwitz, Lutz (auth) |
Format: | Book Chapter |
Published: |
Cham
Springer Nature
2019
|
Subjects: | |
Online Access: | Get Fullteks DOAB: description of the publication |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
The Routledge Handbook of Critical Finance Studies
Published: (2020) -
Chapter 14 The Financialization of Everyday Life
by: Pellandini-Simányi, Léna
Published: (2020) -
EIB Investment Survey 2021 - EU overview
by: European Investment Bank
Published: (2021) -
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Published: (2016) -
Industries and Global Competition : A History of Business Beyond Borders
Published: (2017)