The Brownian Motion : A Rigorous but Gentle Introduction for Economists /

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...

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Bibliographic Details
Main Authors:	Löffler, Andreas (Author), Kruschwitz, Lutz (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2019.
Edition:	1st ed. 2019.
Series:	Springer Texts in Business and Economics,
Subjects:	Finance. Economic theory. Business enterprises-Finance. Economics, Mathematical . Statistics . Finance, general. Economic Theory/Quantitative Economics/Mathematical Methods. Business Finance. Quantitative Finance. Statistics for Business, Management, Economics, Finance, Insurance. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Introduction
Set Theory
Measures and Probabilities
Random Variables
Expectation and Lebesque Integral
Wiener's Construction of the Brownian motion
Supplements
References
Index.