Language:
English
繁體中文
Help
回圖書館首頁
手機版館藏查詢
Login
Back
Switch To:
Labeled
|
MARC Mode
|
ISBD
The Brownian motion = a rigorous but...
~
Loffler, Andreas.
Linked to FindBook
Google Book
Amazon
博客來
The Brownian motion = a rigorous but gentle introduction for economists /
Record Type:
Electronic resources : Monograph/item
Title/Author:
The Brownian motion/ by Andreas Loffler, Lutz Kruschwitz.
Reminder of title:
a rigorous but gentle introduction for economists /
Author:
Loffler, Andreas.
other author:
Kruschwitz, Lutz.
Published:
Cham :Springer International Publishing : : 2019.,
Description:
x, 125 p. :ill. (some col.), digital ;24 cm.
[NT 15003449]:
Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.
Contained By:
Springer Nature eBook
Subject:
Brownian motion processes. -
Online resource:
https://doi.org/10.1007/978-3-030-20103-6
ISBN:
9783030201036
The Brownian motion = a rigorous but gentle introduction for economists /
Loffler, Andreas.
The Brownian motion
a rigorous but gentle introduction for economists /[electronic resource] :by Andreas Loffler, Lutz Kruschwitz. - Cham :Springer International Publishing :2019. - x, 125 p. :ill. (some col.), digital ;24 cm. - Springer texts in business and economics,2192-4333. - Springer texts in business and economics..
Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.
Open access.
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.
ISBN: 9783030201036
Standard No.: 10.1007/978-3-030-20103-6doiSubjects--Topical Terms:
646794
Brownian motion processes.
LC Class. No.: QA274.75 / .L2 2019
Dewey Class. No.: 332
The Brownian motion = a rigorous but gentle introduction for economists /
LDR
:01886nmm a2200349 a 4500
001
2243011
003
DE-He213
005
20200629230754.0
006
m d
007
cr nn 008maaau
008
211207s2019 sz s 0 eng d
020
$a
9783030201036
$q
(electronic bk.)
020
$a
9783030201029
$q
(paper)
024
7
$a
10.1007/978-3-030-20103-6
$2
doi
035
$a
978-3-030-20103-6
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
QA274.75
$b
.L2 2019
072
7
$a
KFF
$2
bicssc
072
7
$a
BUS027000
$2
bisacsh
072
7
$a
KFF
$2
thema
082
0 4
$a
332
$2
23
090
$a
QA274.75
$b
.L828 2019
100
1
$a
Loffler, Andreas.
$3
759003
245
1 4
$a
The Brownian motion
$h
[electronic resource] :
$b
a rigorous but gentle introduction for economists /
$c
by Andreas Loffler, Lutz Kruschwitz.
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2019.
300
$a
x, 125 p. :
$b
ill. (some col.), digital ;
$c
24 cm.
490
1
$a
Springer texts in business and economics,
$x
2192-4333
505
0
$a
Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.
506
$a
Open access.
520
$a
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.
650
0
$a
Brownian motion processes.
$3
646794
650
0
$a
Finance.
$3
542899
650
0
$a
Economics.
$3
517137
650
0
$a
Business enterprises
$x
Finance.
$3
646686
650
0
$a
Statistics.
$3
517247
650
1 4
$a
Finance, general.
$3
2162279
650
2 4
$a
Economic Theory/Quantitative Economics/Mathematical Methods.
$3
2162305
650
2 4
$a
Business Finance.
$3
2162280
650
2 4
$a
Quantitative Finance.
$3
891090
650
2 4
$a
Statistics for Business, Management, Economics, Finance, Insurance.
$3
3382132
700
1
$a
Kruschwitz, Lutz.
$3
759004
710
2
$a
SpringerLink (Online service)
$3
836513
773
0
$t
Springer Nature eBook
830
0
$a
Springer texts in business and economics.
$3
1565849
856
4 0
$u
https://doi.org/10.1007/978-3-030-20103-6
950
$a
Economics and Finance (SpringerNature-41170)
based on 0 review(s)
Location:
ALL
電子資源
Year:
Volume Number:
Items
1 records • Pages 1 •
1
Inventory Number
Location Name
Item Class
Material type
Call number
Usage Class
Loan Status
No. of reservations
Opac note
Attachments
W9404057
電子資源
11.線上閱覽_V
電子書
EB QA274.75 .L2 2019
一般使用(Normal)
On shelf
0
1 records • Pages 1 •
1
Multimedia
Reviews
Add a review
and share your thoughts with other readers
Export
pickup library
Processing
...
Change password
Login