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Record Nr. |
UNINA9910349363003321 |
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Autore |
Löffler Andreas |
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Titolo |
The Brownian Motion : A Rigorous but Gentle Introduction for Economists / / by Andreas Löffler, Lutz Kruschwitz |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
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ISBN |
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Edizione |
[1st ed. 2019.] |
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Descrizione fisica |
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1 online resource (X, 125 p. 49 illus., 15 illus. in color.) |
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Collana |
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Springer Texts in Business and Economics, , 2192-4341 |
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Disciplina |
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Soggetti |
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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 |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di contenuto |
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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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Sommario/riassunto |
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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 |
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theories are presented in specific ways. . |
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