1007083.pdf

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...

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Γλώσσα:English
Έκδοση: Springer Nature 2020
Διαθέσιμο Online:https://www.springer.com/9783030201036
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spelling oapen-20.500.12657-230752024-03-22T19:23:37Z The Brownian Motion Löffler, Andreas Kruschwitz, Lutz Finance Finance Economic theory Business enterprises—Finance Economics, Mathematical  Statistics  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 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. 2020-03-18 13:36:15 2020-04-01T09:02:23Z 2020-04-01T09:02:23Z 2019 book 1007083 http://library.oapen.org/handle/20.500.12657/23075 eng Springer Texts in Business and Economics application/pdf n/a 1007083.pdf https://www.springer.com/9783030201036 Springer Nature 10.1007/978-3-030-20103-6 10.1007/978-3-030-20103-6 6c6992af-b843-4f46-859c-f6e9998e40d5 125 Cham open access
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language English
description 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.
title 1007083.pdf
spellingShingle 1007083.pdf
title_short 1007083.pdf
title_full 1007083.pdf
title_fullStr 1007083.pdf
title_full_unstemmed 1007083.pdf
title_sort 1007083.pdf
publisher Springer Nature
publishDate 2020
url https://www.springer.com/9783030201036
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