X
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Online Resource
    Online Resource
    The Brownian Motion : A Rigorous but Gentle Introduction for Economists (2019)
    Cham : SpringerOpen
    Details
    UID:
    b3kat_BV046083288
    Format: 1 Online-Ressource (X, 125 Seiten)
    ISBN: 9783030201036
    Series Statement: Springer Texts in Business and Economics
    Note: Erscheint als Open Access bei Springer
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-20102-9
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-20104-3
    Additional Edition: Erscheint auch als Druck-Ausgabe ISBN 978-3-030-20105-0
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    QH 150
    RVK:
    QH 170
    RVK:
    SK 820
    Keywords: Finanztheorie ; Wirtschaftstheorie ; Statistik
    DOI: 10.1007/978-3-030-20103-6
    URL: Volltext  (kostenfrei)
    URL: Volltext  (kostenfrei)
    URL: lizenzpflichtig
    Author information: Kruschwitz, Lutz 1943-
    Author information: Löffler, Andreas 1964-
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Fulltext
    Fulltext
    UB Potsdam
    EUV Frankfurt
    HTW Berlin
    FH Potsdam
    BTU Cottbus
    TU Berlin
  • 2
    Online Resource
    Online Resource
    The Brownian Motion : A Rigorous but Gentle Introduction for Economists (2019)
    Cham :Springer International Publishing :
    Details
    UID:
    almafu_9959250215602883
    Format: 1 online resource (X, 125 p. 49 illus., 15 illus. in color.)
    Edition: 1st ed. 2019.
    ISBN: 3-030-20103-1
    Series Statement: Springer Texts in Business and Economics,
    Content: 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. .
    Note: Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index. , English
    Additional Edition: ISBN 3-030-20102-3
    Language: English
    DOI: 10.1007/978-3-030-20103-6
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    FU Berlin
    Charité
  • 3
    Online Resource
    Online Resource
    The Brownian Motion : a Rigorous but Gentle Introduction for Economists (2019)
    Cham :Springer,
    Details
    UID:
    kobvindex_HPB1110741362
    Format: 1 online resource (x, 125 pages) : , illustrations (some color)
    ISBN: 9783030201036 , 3030201031
    Series Statement: Springer Texts in Business and Economics,
    Content: 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.
    Note: Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index.
    Additional Edition: Print version: Löffler, Andreas. Brownian Motion. Cham : Springer, 2019 ISBN 3030201023
    Additional Edition: ISBN 9783030201029
    Language: English
    URL: ProQuest Ebook Central
    URL: SpringerLink
    URL: SpringerLink
    URL: SpringerLink
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    HPol Brandenburg
  • 4
    Online Resource
    Online Resource
    The Brownian Motion : A Rigorous but Gentle Introduction for Economists. (2019)
    Cham :Springer International Publishing AG,
    Details
    UID:
    almahu_9949602257702882
    Format: 1 online resource (130 pages)
    Edition: 1st ed.
    ISBN: 9783030201036
    Series Statement: Springer Texts in Business and Economics Series
    Note: Intro -- Preface -- Acknowledgments -- Contents -- 1 Introduction -- 1.1 Stochastics in Finance Theory -- 1.2 Precision and Intuition in the Valuation of Derivatives -- 1.3 Purpose of the Book -- 2 Set Theory -- 2.1 Notation and Set Operations -- 2.2 Events and Sets -- 3 Measures and Probabilities -- 3.1 Basic Problem of Measurement Theory -- 3.2 σ-Algebras and Their Formal Definition -- 3.3 Examples of Measurable Sets and Their Interpretation -- 3.4 Further Examples: Infinite Number of States and Times -- 3.5 Definition of a Measure -- 3.6 Stieltjes Measure -- 3.7 Dirac Measure -- 3.8 Null Sets and the Almost-Everywhere Property -- 4 Random Variables -- 4.1 Random Variables as Functions -- 4.2 Random Variables as Measurable Functions -- 4.3 Distribution Functions -- 5 Expectation and Lebesgue Integral -- 5.1 Definition of Expectation: A Problem -- 5.2 Riemann Integral -- 5.3 Lebesgue Integral -- 5.4 Result: Expectation and Variance as Lebesgue Integral -- 5.5 Conditional Expectation -- 6 Wiener's Construction of the Brownian Motion -- 6.1 Preliminary Remark: The Space of All Paths -- 6.2 Wiener Measure on the Space of Continuous Functions -- 6.3 Two Definitions of the Brownian Motion -- 6.4 Often Neglected Properties of the Brownian Motion -- 7 Supplements -- 7.1 Cardinality of Sets -- 7.2 Continuous and Almost Nowhere Differentiable Functions -- 7.3 Convergence Terms -- 7.4 Conditional Expectations Are Random Variables -- References -- Index.
    Additional Edition: Print version: Löffler, Andreas The Brownian Motion Cham : Springer International Publishing AG,c2019 ISBN 9783030201029
    Language: English
    Keywords: Electronic books.
    URL: Click to View
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    HU Berlin
  • 5
    Online Resource
    Online Resource
    The Brownian motion : a rigorous but gentle introduction for economists (2019)
    Cham :Springer Open,
    Details
    UID:
    edocfu_BV046158249
    Format: 1 Online-Ressource (x, 125 Seiten) : , Diagramme.
    ISBN: 978-3-030-20103-6
    Series Statement: Springer texts in business and economics
    Additional Edition: Erscheint auch als Druck-Ausgabe Löffler, Andreas, 1964- The Brownian motion ISBN 978-3-030-20102-9
    Language: English
    Subjects: Economics
    RVK:
    QH 150
    RVK:
    QH 170
    Keywords: Finanztheorie ; Wirtschaftstheorie ; Statistik
    DOI: 10.17169/refubium-4065
    URL: Volltext  (kostenfrei)
    Author information: Kruschwitz, Lutz 1943-
    Author information: Löffler, Andreas 1964-
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Fulltext
    FU Berlin
  • 6
    Online Resource
    Online Resource
    The Brownian Motion : A Rigorous but Gentle Introduction for Economists (2019)
    Cham : Springer International Publishing AG
    Details
    UID:
    kobvindex_INTEBC5917773
    Format: 1 online resource (130 pages)
    Edition: 1st ed.
    ISBN: 9783030201036
    Series Statement: Springer Texts in Business and Economics Series
    Note: Intro -- Preface -- Acknowledgments -- Contents -- 1 Introduction -- 1.1 Stochastics in Finance Theory -- 1.2 Precision and Intuition in the Valuation of Derivatives -- 1.3 Purpose of the Book -- 2 Set Theory -- 2.1 Notation and Set Operations -- 2.2 Events and Sets -- 3 Measures and Probabilities -- 3.1 Basic Problem of Measurement Theory -- 3.2 σ-Algebras and Their Formal Definition -- 3.3 Examples of Measurable Sets and Their Interpretation -- 3.4 Further Examples: Infinite Number of States and Times -- 3.5 Definition of a Measure -- 3.6 Stieltjes Measure -- 3.7 Dirac Measure -- 3.8 Null Sets and the Almost-Everywhere Property -- 4 Random Variables -- 4.1 Random Variables as Functions -- 4.2 Random Variables as Measurable Functions -- 4.3 Distribution Functions -- 5 Expectation and Lebesgue Integral -- 5.1 Definition of Expectation: A Problem -- 5.2 Riemann Integral -- 5.3 Lebesgue Integral -- 5.4 Result: Expectation and Variance as Lebesgue Integral -- 5.5 Conditional Expectation -- 6 Wiener's Construction of the Brownian Motion -- 6.1 Preliminary Remark: The Space of All Paths -- 6.2 Wiener Measure on the Space of Continuous Functions -- 6.3 Two Definitions of the Brownian Motion -- 6.4 Often Neglected Properties of the Brownian Motion -- 7 Supplements -- 7.1 Cardinality of Sets -- 7.2 Continuous and Almost Nowhere Differentiable Functions -- 7.3 Convergence Terms -- 7.4 Conditional Expectations Are Random Variables -- References -- Index
    Additional Edition: Print version Löffler, Andreas The Brownian Motion Cham : Springer International Publishing AG,c2019 ISBN 9783030201029
    Language: English
    Keywords: Electronic books
    URL: Full-text  ((OIS Credentials Required))
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Berlin International
  • 7
    Online Resource
    Online Resource
    The Brownian motion : a rigorous but gentle introduction for economists (2019)
    Cham :Springer Open,
    Details
    UID:
    edoccha_BV046158249
    Format: 1 Online-Ressource (x, 125 Seiten) : , Diagramme.
    ISBN: 978-3-030-20103-6
    Series Statement: Springer texts in business and economics
    Additional Edition: Erscheint auch als Druck-Ausgabe Löffler, Andreas, 1964- The Brownian motion ISBN 978-3-030-20102-9
    Language: English
    Subjects: Economics
    RVK:
    QH 150
    RVK:
    QH 170
    Keywords: Finanztheorie ; Wirtschaftstheorie ; Statistik
    DOI: 10.17169/refubium-4065
    URL: Volltext  (kostenfrei)
    Author information: Kruschwitz, Lutz 1943-
    Author information: Löffler, Andreas 1964-
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Fulltext
    Charité
  • 8
    Book
    Book
    The Brownian motion : a rigorous but gentle introduction for economists (2019)
    Cham :Springer Open,
    Details
    UID:
    almafu_BV046079717
    Format: x, 125 Seiten : , Diagramme.
    ISBN: 978-3-030-20102-9
    Series Statement: Springer texts in business and economics
    Additional Edition: Erscheint auch als Online-Ausgabe Löffler, Andreas, 1964- The Brownian motion ISBN 978-3-030-20103-6
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    QH 150
    RVK:
    QH 170
    RVK:
    SK 820
    Keywords: Finanztheorie ; Wirtschaftstheorie ; Statistik
    URL: http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=031460842&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
    Author information: Kruschwitz, Lutz 1943-
    Author information: Löffler, Andreas 1964-
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Book
    FU Berlin get availability status
  • 9
    Online Resource
    Online Resource
    The Brownian Motion : A Rigorous but Gentle Introduction for Economists (2019)
    Cham :Springer International Publishing :
    Details
    UID:
    almahu_9949595425202882
    Format: 1 online resource (X, 125 p. 49 illus., 15 illus. in color.)
    Edition: 1st ed. 2019.
    ISBN: 3-030-20103-1
    Series Statement: Springer Texts in Business and Economics,
    Content: 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. .
    Note: Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index. , English
    Additional Edition: ISBN 3-030-20102-3
    Language: English
    DOI: 10.1007/978-3-030-20103-6
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    HU Berlin
  • 10
    Online Resource
    Online Resource
    The Brownian Motion : A Rigorous but Gentle Introduction for Economists (2019)
    Cham :Springer International Publishing :
    Details
    UID:
    edocfu_9959250215602883
    Format: 1 online resource (X, 125 p. 49 illus., 15 illus. in color.)
    Edition: 1st ed. 2019.
    ISBN: 3-030-20103-1
    Series Statement: Springer Texts in Business and Economics,
    Content: 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. .
    Note: Introduction -- Set Theory -- Measures and Probabilities -- Random Variables -- Expectation and Lebesque Integral -- Wiener's Construction of the Brownian motion -- Supplements -- References -- Index. , English
    Additional Edition: ISBN 3-030-20102-3
    Language: English
    DOI: 10.1007/978-3-030-20103-6
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
    FU Berlin
Nothing or not found what you are looking for? Please check your search query or use the Interlibrary Loan Search.
Close ⊗
This website uses cookies and the analysis tool Matomo. Further information can be found on the KOBV privacy pages