000			02154naaaa2200433uu 4500
001			https://directory.doabooks.org/handle/20.500.12854/29952
005			20220219234030.0
020			_a978-3-030-20103-6
024	7		_a10.1007/978-3-030-20103-6 _cdoi
041	0		_aEnglish
042			_adc
072		7	_aKCA _2bicssc
072		7	_aKF _2bicssc
072		7	_aKFF _2bicssc
072		7	_aKFFH _2bicssc
072		7	_aPBT _2bicssc
100	1		_aLöffler, Andreas _4auth
700	1		_aKruschwitz, Lutz _4auth
245	1	0	_aThe Brownian Motion : A Rigorous but Gentle Introduction for Economists
260			_aCham _bSpringer Nature _c2019
300			_a1 electronic resource (125 p.)
506	0		_aOpen Access _2star _fUnrestricted online access
520			_aThis 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.
540			_aCreative Commons _fhttps://creativecommons.org/licenses/by/4.0 _2cc _4https://creativecommons.org/licenses/by/4.0
546			_aEnglish
650		7	_aEconomic theory & philosophy _2bicssc
650		7	_aFinance & accounting _2bicssc
650		7	_aFinance _2bicssc
650		7	_aCorporate finance _2bicssc
650		7	_aProbability & statistics _2bicssc
653			_aFinance
653			_aFinance
653			_aEconomic theory
653			_aBusiness enterprises—Finance
653			_aEconomics, Mathematical
653			_aStatistics
856	4	0	_awww.oapen.org _uhttps://library.oapen.org/bitstream/20.500.12657/23075/1/1007083.pdf _70 _zDOAB: download the publication
856	4	0	_awww.oapen.org _uhttps://directory.doabooks.org/handle/20.500.12854/29952 _70 _zDOAB: description of the publication
999			_c51534 _d51534