TY  - GEN
AU  - Löffler,Andreas
AU  - Kruschwitz,Lutz
TI  - The Brownian Motion : A Rigorous but Gentle Introduction for Economists
SN  - 978-3-030-20103-6
PY  - 2019///
CY  - Cham
PB  - Springer Nature
KW  - Economic theory & philosophy
KW  - bicssc
KW  - Finance & accounting
KW  - Finance
KW  - Corporate finance
KW  - Probability & statistics
KW  - Economic theory
KW  - Business enterprises—Finance
KW  - Economics, Mathematical 
KW  - Statistics 
N1  - Open Access
N2  - 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
UR  - https://library.oapen.org/bitstream/20.500.12657/23075/1/1007083.pdf
UR  - https://directory.doabooks.org/handle/20.500.12854/29952
ER  -