Löffler, Andreas.

The Brownian Motion A Rigorous but Gentle Introduction for Economists / [electronic resource] : by Andreas Löffler, Lutz Kruschwitz. - 1st ed. 2019. - X, 125 p. 49 illus., 15 illus. in color. online resource. - Springer Texts in Business and Economics, 2192-4333 . - Springer Texts in Business and Economics, .

Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.

Open Access

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. .

9783030201036

10.1007/978-3-030-20103-6 doi


Finance.
Economic theory.
Business enterprises—Finance.
Economics, Mathematical .
Statistics .
Finance, general.
Economic Theory/Quantitative Economics/Mathematical Methods.
Business Finance.
Quantitative Finance.
Statistics for Business, Management, Economics, Finance, Insurance.

HG1-9999

332
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