عنوان
پدید آورنده
موضوع
رده
HG1-HG9999
HG1-HG9999
کتابخانه
محل استقرار
3030201031
9783030201036
3030201023
9783030201029
The Brownian Motion :
[Book]
a Rigorous but Gentle Introduction for Economists /
by Andreas Löffler, Lutz Kruschwitz.
Cham :
Springer,
2019.
1 online resource (x, 125 pages) :
illustrations (some color)
Springer Texts in Business and Economics,
2192-4333
Includes bibliographical references and index.
Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.
0
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.
Springer Nature
com.springer.onix.9783030201036
Brownian Motion.
9783030201029
Brownian motion processes.
Business enterprises-- Finance.
Economics.
Finance.
Statistics.
Brownian motion processes.
Business enterprises-- Finance.
Economics.
Finance.
Statistics.
332
HG1-HG9999
QA274
.
75
Löffler, Andreas.
Kruschwitz, Lutz.
20200823091242.0
pn
مطالعه متن کتاب [Book]
Y
