The Brownian Motion

dc.creatorLöffler, Andreas
dc.creatorKruschwitz, Lutz
dc.date.accessioned2021-02-05T01:55:51Z
dc.date.available2021-02-05T01:55:51Z
dc.date.created2019
dc.description.abstractenglishThis 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.spa
dc.format.extent130 páginasspa
dc.format.mimetypeapplication/pdfspa
dc.identifier.doi10.1007/978-3-030-20103-6
dc.identifier.isbn978-30-302-0103-6
dc.identifier.otherhttps://library.oapen.org/bitstream/id/77466b08-5551-48fa-abd2-f750f597ab85/1007083.pdf
dc.identifier.urihttps://hdl.handle.net/20.500.12010/17047
dc.language.isoengspa
dc.publisherSpringer Naturespa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccessspa
dc.rights.creativecommonshttps://creativecommons.org/licenses/by/4.0/legalcode
dc.rights.localAbierto (Texto Completo)spa
dc.subjectEconomíaspa
dc.subject.lembTeoría económicaspa
dc.subject.lembEconomía -- Matemáticasspa
dc.subject.lembEstadística -- Finanzasspa
dc.titleThe Brownian Motionspa
dc.type.coarhttp://purl.org/coar/resource_type/c_2f33spa

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