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The Brownian Motion

A Rigorous but Gentle Introduction for Economists

Specificaties
Paperback, blz. | Engels
Springer International Publishing | e druk, 2020
ISBN13: 9783030201050
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Juridisch :
Springer International Publishing e druk, 2020 9783030201050
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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. 

Specificaties

ISBN13:9783030201050
Taal:Engels
Bindwijze:paperback
Uitgever:Springer International Publishing

Inhoudsopgave

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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        The Brownian Motion