The Brownian Motion
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...
- Autores:
- Tipo de recurso:
- Book
- Fecha de publicación:
- 2019
- Institución:
- Universidad de Bogotá Jorge Tadeo Lozano
- Repositorio:
- Expeditio: repositorio UTadeo
- Idioma:
- eng
- OAI Identifier:
- oai:expeditiorepositorio.utadeo.edu.co:20.500.12010/17047
- Acceso en línea:
- https://library.oapen.org/bitstream/id/77466b08-5551-48fa-abd2-f750f597ab85/1007083.pdf
http://hdl.handle.net/20.500.12010/17047
- Palabra clave:
- Economía
Teoría económica
Economía -- Matemáticas
Estadística -- Finanzas
- Rights
- License
- Abierto (Texto Completo)
| Summary: | 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. |
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