The Brownian Motion (Paperback) (ISBN-13: 9781013272868)

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.

This work was published by Saint Philip Street Press pursuant to a Creative Commons license permitting commercial use. All rights not granted by the work's license are retained by the author or authors.

Author: Lutz Kruschwitz, Andreas Lfler
ISBN-10: 1013272862
ISBN-13: 9781013272868
Publisher: Saint Philip Street Press
Language: English
Published: 10/08/2020
Pages: 130
Format: Paperback
Weight: 0.70lbs
Size: 11.00h x 8.50w x 0.28d