The Brownian Motion: A Rigorous but Gentle Introduction for Economists
Overview & Synopsis
This text provides 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.
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Document Information
| Document Title | The Brownian Motion: A Rigorous but Gentle Introduction for Economists |
|---|---|
| Author / Organization | Andreas Löffler, Lutz Kruschwitz |
| Subject & Discipline | Financial Mathematics and Engineering, Financial Technologies, Statistics, R Language and SAS Programming, Probability and Stochastic Processes, Applied Mathematics |
| Categories | Financial Mathematics and Engineering, Financial Technologies |
| Publication Year | 2019 |
| ISBN | 978-3030201029 |
| License / Rights | Creative Commons License (CC) |
| Resource Verification | Access Restricted / Protected Host |
| Original Host Website |
FreeComputerBooks.com
(freecomputerbooks.com)
|
| File Format | application/pdf (Portable Document Format) |
| Language | ENGLISH |
| Catalog ID | DOC-114157 |
| Original Source Link | Visit Source Page on freecomputerbooks.com » |
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