The Brownian Motion
A Rigorous but Gentle Introduction for Economists
Publisher Description
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.
GENRE
Business & Personal Finance
RELEASED
2019
3 July
LANGUAGE
EN
English
LENGTH
135
Pages
PUBLISHER
Springer International Publishing
SELLER
Springer Nature B.V.
SIZE
5.3
MB