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The Brownian Motion - Kruschwitz, Lutz, and Löffler, Andreas
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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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The Brownian Motion 2020, Saint Philip Street Press

ISBN-13: 9781013272875

Hardcover

The Brownian Motion 2020, Saint Philip Street Press

ISBN-13: 9781013272868

Trade paperback