The Brownian Motion: A Rigorous but Gentle Introduction for Economists

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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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