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Book Cover
Author Löffler, Andreas.

Title The Brownian Motion : a Rigorous but Gentle Introduction for Economists / by Andreas Löffler, Lutz Kruschwitz.

Publication Info. Cham : Springer, 2019.


Location Call No. Status
 University of Saint Joseph: Pope Pius XII Library - Internet  WORLD WIDE WEB E-BOOK Springer    Downloadable
Please click here to access this Springer resource
Description 1 online resource (x, 125 pages) : illustrations (some color).
Series Springer Texts in Business and Economics, 2192-4333
Springer texts in business and economics. 2192-4333
Access Open access. GW5XE
Contents Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.
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 Includes bibliographical references and index.
Local Note SpringerLink Springer Nature Open Access eBooks
Subject Brownian motion processes.
Business enterprises -- Finance.
Brownian motion processes. (OCoLC)fst00839765
Business enterprises -- Finance. (OCoLC)fst00842558
Economics. (OCoLC)fst00902116
Finance. (OCoLC)fst00924349
Statistics. (OCoLC)fst01132103
Added Author Kruschwitz, Lutz.
Other Form: Print version: Löffler, Andreas. Brownian Motion. Cham : Springer, 2019 3030201023 9783030201029 (OCoLC)1096526988
ISBN 9783030201036 (electronic book)
3030201031 (electronic book)
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