The Brownian Motion A Rigorous but Gentle Introduction for Economists
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...
| Main Authors: | , |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Cham :
Springer International Publishing
2019.
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| Edition: | 1st ed. 2019. |
| Series: | Springer Texts in Business and Economics,
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009430455806719 |
