The Brownian Motion [electronic resource] : A Rigorous but Gentle Introduction for Economists / by Andreas Löffler, Lutz Kruschwitz.

By: Löffler, Andreas [author.]
Contributor(s): Kruschwitz, Lutz [author.] | SpringerLink (Online service)
Material type: TextTextSeries: Springer Texts in Business and Economics: Publisher: Cham : Springer International Publishing : Imprint: Springer, 2019Edition: 1st ed. 2019Description: X, 125 p. 49 illus., 15 illus. in color. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783030201036Subject(s): 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, InsuranceAdditional physical formats: Printed edition:: No title; Printed edition:: No title; Printed edition:: No titleDDC classification: 332 LOC classification: HG1-9999Online resources: Click here to access online
Contents:
Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.
In: Springer Nature eBookSummary: 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. .
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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. .

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