Bookbot
The book is currently out of stock

The Brownian Motion

A Rigorous but Gentle Introduction for Economists

Parameters

Pages
136 pages
Reading time
5 hours

More about the book

The textbook offers a clear and intuitive introduction to the foundational concepts of modern financial theory, specifically designed for Business and Economics Ph.D. students. It covers essential topics such as Brownian motion, random processes, measures, and Lebesgue integrals, making complex ideas accessible to those with minimal prior knowledge. Additionally, it provides mathematical definitions and explores the historical context behind key terms, enriching the reader's understanding of the theories presented.

Publication

Book purchase

The Brownian Motion, Andreas Löffler, Lutz Kruschwitz

Language
Released
2020
product-detail.submit-box.info.binding
(Paperback)
We’ll notify you via email once we track it down.

Payment methods