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...
| Language: | English |
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| Published: |
Springer Nature
2020
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| Online Access: | https://www.springer.com/9783030201036 |
