The Brownian Motion

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...

Descrición completa

Gardado en:

Detalles Bibliográficos
Main Authors:	Löffler, Andreas, Kruschwitz, Lutz
Formato:	Online
Idioma:	inglés
Publicado:	Springer Nature 2021
Subjects:	Finance Economic theory Business enterprises—Finance Economics, Mathematical Statistics Textbook thema EDItEUR::K Economics, Finance, Business and Management::KC Economics::KCA Economic theory and philosophy thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry thema EDItEUR::K Economics, Finance, Business and Management::KF Finance and accounting::KFF Finance and the finance industry::KFFH Corporate finance thema EDItEUR::P Mathematics and Science::PB Mathematics::PBT Probability and statistics
Acceso en liña:	1007083
Tags:	Engadir etiqueta Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!

The Brownian Motion

Títulos similares: The Brownian Motion

Títulos similares