dc.contributor.author
Löffler, Andreas
dc.contributor.author
Kruschwitz, Lutz
dc.date.accessioned
2019-08-27T13:11:35Z
dc.date.available
2019-08-27T13:11:35Z
dc.identifier.isbn
978-3-030-20102-9
dc.identifier.uri
https://refubium.fu-berlin.de/handle/fub188/25360
dc.identifier.uri
http://dx.doi.org/10.17169/refubium-4065
dc.description.abstract
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.
en
dc.rights.uri
https://creativecommons.org/licenses/by/4.0/
dc.subject
Brownian motion
en
dc.subject
Lebesgue integral
en
dc.subject
random variables
en
dc.subject
measurement theory
en
dc.subject
financial theory
en
dc.subject.ddc
300 Sozialwissenschaften::330 Wirtschaft::332 Finanzwirtschaft
dc.subject.ddc
500 Naturwissenschaften und Mathematik::510 Mathematik::510 Mathematik
dc.title
The Brownian motion
dc.description.edition
1
dc.title.subtitle
A rigorous but gentle introduction for economists
dcterms.bibliographicCitation.doi
10.1007/978-3-030-20103-6
dcterms.bibliographicCitation.originalpublishername
Springer Nature
dcterms.bibliographicCitation.originalpublisherplace
Berlin
dcterms.bibliographicCitation.url
https://doi.org/10.1007/978-3-030-20103-6
refubium.affiliation
Wirtschaftswissenschaft
refubium.affiliation.other
Betriebswirtschaftslehre / Department Finance, Accounting and Taxation (FACTS)
refubium.funding
Open Access Monographie
refubium.resourceType.isindependentpub
yes
refubium.series.name
Springer Texts in Business and Economics
dcterms.accessRights.openaire
open access
dc.identifier.eisbn
978-3-030-20103-6
dcterms.isPartOf.eissn
2192-4333
