The Brownian Motion : A Rigorous but Gentle Introduction for Economists

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...

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Detalles Bibliográficos
Autores principales: Löffler, Andreas. author (author), Kruschwitz, Lutz. author
Formato: Libro electrónico
Idioma:Inglés
Publicado: Cham : Springer International Publishing 2019.
Edición:1st ed. 2019.
Colección:Springer Texts in Business and Economics,
Materias:
Finance.
Econometrics.
Business enterprises > Finance.
Social sciences > Mathematics.
Statistics.
Financial Economics.
Quantitative Economics.
Corporate Finance.
Mathematics in Business, Economics and Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009430455806719
Tabla de Contenidos:
  • Introduction
  • Set Theory
  • Measures and Probabilities
  • Random Variables
  • Expectation and Lebesque Integral
  • Wiener's Construction of the Brownian motion
  • Supplements
  • References
  • Index.

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