Druck auf Anfrage Neuware - Printed after ordering - 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.

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Bibliographic Details

Title: The Brownian Motion : A Rigorous but Gentle Introduction for Economists
Publisher: Springer International Publishing
Publication Date: 2020
Language: English
ISBN 10: 3030201058
ISBN 13: 9783030201050
Binding: Taschenbuch
Condition: Neu
Dimensions: 235 millimeters width by 155 millimeters height by 8 millimeters depth
Weight: 219 grams

About this title

Synopsis

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.

About the Author

Andreas L�ffler received his postdoctoral qualification (habilitation) in Mathematics and Economics from the University of Leipzig and Free University Berlin, Germany, and has been a Professor of Banking and Finance at the Department of Finance, Accounting and Taxation of the Free University of Berlin since 2012.

Lutz Kruschwitz is a Professor Emeritus of Banking and Finance at the Free University of Berlin, Germany.

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