• Title: The Brownian Motion: A Rigorous but Gentle Introduction for Economists
• Author(s) Andreas Löffler, Lutz Kruschwitz
• Publisher: Springer; 1st ed. 2019 edition; eBook (Creative Commons Licensed)
• License(s): Creative Commons License (CC)
• Paperback: 135 pages
• eBook: PDF and ePub
• Language: English
• ASIN/ISBN-10: 3030201023
• ISBN-13: 978-3030201029
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Book Description

This text provides 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.

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• Financial Mathematics and Engineering, Financial Technologies
• Statistics, R Language and SAS Programming
• Probability and Stochastic Processes
• Applied Mathematics

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