LEADER 00000cam  2200625Ii 4500 
001    on1110741362 
003    OCoLC 
005    20200419060422.5 
006    m     o  d         
007    cr nn||||mamaa 
008    190725s2019    sz a    ob    001 0 eng d 
015    GBB9C8753|2bnb 
016 7  019460799|2Uk 
019    1107874907|a1109826513|a1110226710|a1111322058|a1112121425
       |a1112472420|a1113974634|a1114934024|a1117493486
       |a1119443030|a1119771763 
020    9783030201036|q(electronic book) 
020    3030201031|q(electronic book) 
020    |z3030201023 
020    |z9783030201029 
035    (OCoLC)1110741362|z(OCoLC)1107874907|z(OCoLC)1109826513
       |z(OCoLC)1110226710|z(OCoLC)1111322058|z(OCoLC)1112121425
       |z(OCoLC)1112472420|z(OCoLC)1113974634|z(OCoLC)1114934024
       |z(OCoLC)1117493486|z(OCoLC)1119443030|z(OCoLC)1119771763 
037    com.springer.onix.9783030201036|bSpringer Nature 
040    LQU|beng|epn|cLQU|dUPM|dFIE|dYDX|dYDXIT|dOCLCO|dUKMGB
       |dGW5XE|dOCLCF|dEBLCP|dOCLCQ 
049    STJJ 
050  4 QA274.75 
050  4 HG1-HG9999 
082 04 332 
100 1  Löffler, Andreas. 
245 14 The Brownian Motion :|ba Rigorous but Gentle Introduction 
       for Economists /|cby Andreas Löffler, Lutz Kruschwitz. 
264  1 Cham :|bSpringer,|c2019. 
300    1 online resource (x, 125 pages) :|billustrations (some 
       color). 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
490 1  Springer Texts in Business and Economics,|x2192-4333 
504    Includes bibliographical references and index. 
505 0  Introduction -- Set Theory -- Measures and Probabilities -
       - Random Variables -- Expectation and Lebesque Integral --
       Wiener's Construction of the Brownian motion -- 
       Supplements -- References -- Index. 
506 0  Open access.|5GW5XE 
520    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. 
590    SpringerLink|bSpringer Nature Open Access eBooks 
650  0 Brownian motion processes. 
650  0 Finance. 
650  0 Economics. 
650  0 Business enterprises|xFinance. 
650  0 Statistics. 
650  7 Brownian motion processes.|2fast|0(OCoLC)fst00839765 
650  7 Business enterprises|xFinance.|2fast|0(OCoLC)fst00842558 
650  7 Economics.|2fast|0(OCoLC)fst00902116 
650  7 Finance.|2fast|0(OCoLC)fst00924349 
650  7 Statistics.|2fast|0(OCoLC)fst01132103 
700 1  Kruschwitz, Lutz. 
776 08 |iPrint version:|aLöffler, Andreas.|tBrownian Motion.
       |dCham : Springer, 2019|z3030201023|z9783030201029
       |w(OCoLC)1096526988 
830  0 Springer texts in business and economics.|x2192-4333 
914    on1110741362 
994    92|bSTJ