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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| Format: | Book |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2019
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| Edition: | 1st ed. 2019 |
| Series: | Springer Texts in Business and Economics,
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| Subjects: |
Internet
This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.Duke University
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ISIL:US-NCD |
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