Lutz Kruschwitz: The Brownian Motion

Cover: 9783030201050 | The Brownian Motion | Lutz Kruschwitz (u. a.) | Taschenbuch | x | 2020

Rückseite: 9783030201050 | The Brownian Motion | Lutz Kruschwitz (u. a.) | Taschenbuch | x | 2020

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Sprache: Englisch

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Beschreibung

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.

Über den Autor

Andreas Löffler 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.

Zusammenfassung

Explains the mathematical background of modern financial theory

Provides numerous illustrative examples that can be understood with basic mathematical knowledge

Focusses on the practice by abstaining from elaborating proofs

Inhaltsverzeichnis

Introduction.- Set Theory.- Measures and Probabilities.- Random Variables.- Expectation and Lebesque Integral.- Wiener's Construction of the Brownian motion.- Supplements.- References.- Index.

Details

Erscheinungsjahr:	2020
Fachbereich:	Volkswirtschaft
Genre:	Recht , Sozialwissenschaften , Wirtschaft
Rubrik:	Recht & Wirtschaft
Medium:	Taschenbuch
Inhalt:	x 125 S. 34 s/w Illustr. 15 farbige Illustr. 125 p. 49 illus. 15 illus. in color.
ISBN-13:	9783030201050
ISBN-10:	3030201058
Sprache:	Englisch
Einband:	Kartoniert / Broschiert
Autor:	Kruschwitz, Lutz Löffler, Andreas
Auflage:	1st edition 2019
Hersteller:	Springer International Publishing
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 8 mm
Von/Mit:	Lutz Kruschwitz (u. a.)
Erscheinungsdatum:	14.08.2020
Gewicht:	0,219 kg