The Brownian Motion: A Rigorous but Gentle Introduction for Economists (1st ed. 2019) (Springer Texts in Business and Economics)
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- Synopsis
- 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.
- Copyright:
- 2019
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783030201036
- Related ISBNs:
- 9783030201029
- Publisher:
- Springer International Publishing
- Date of Addition:
- 07/19/19
- Copyrighted By:
- The Author
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Business and Finance, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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