Obálka

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...

Celý popis

Uloženo v:
Hlavní autoři: Löffler, Andreas, Kruschwitz, Lutz
Médium: Online
Jazyk:angličtina
Vydáno: Springer Nature 2021
Témata:
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
On-line přístup:1007083
Tagy: Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
Shrnutí: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.

Podobné jednotky