|
|
|
|
| LEADER |
03123nam a22004093i 4500 |
| 001 |
EBC5917773 |
| 003 |
MiAaPQ |
| 005 |
20231204023214.0 |
| 006 |
m o d | |
| 007 |
cr cnu|||||||| |
| 008 |
231204s2019 xx o ||||0 eng d |
| 020 |
|
|
|a 9783030201036
|q (electronic bk.)
|
| 020 |
|
|
|z 9783030201029
|
| 035 |
|
|
|a (MiAaPQ)EBC5917773
|
| 035 |
|
|
|a (Au-PeEL)EBL5917773
|
| 035 |
|
|
|a (OCoLC)1110741362
|
| 040 |
|
|
|a MiAaPQ
|b eng
|e rda
|e pn
|c MiAaPQ
|d MiAaPQ
|
| 050 |
|
4 |
|a HG1-9999
|
| 100 |
1 |
|
|a Löffler, Andreas.
|
| 245 |
1 |
4 |
|a The Brownian Motion :
|b A Rigorous but Gentle Introduction for Economists.
|
| 250 |
|
|
|a 1st ed.
|
| 264 |
|
1 |
|a Cham :
|b Springer International Publishing AG,
|c 2019.
|
| 264 |
|
4 |
|c {copy}2019.
|
| 300 |
|
|
|a 1 online resource (130 pages)
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 490 |
1 |
|
|a Springer Texts in Business and Economics Series
|
| 505 |
0 |
|
|a 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.
|
| 588 |
|
|
|a Description based on publisher supplied metadata and other sources.
|
| 590 |
|
|
|a Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2023. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
|
| 655 |
|
4 |
|a Electronic books.
|
| 700 |
1 |
|
|a Kruschwitz, Lutz.
|
| 776 |
0 |
8 |
|i Print version:
|a Löffler, Andreas
|t The Brownian Motion
|d Cham : Springer International Publishing AG,c2019
|z 9783030201029
|
| 797 |
2 |
|
|a ProQuest (Firm)
|
| 830 |
|
0 |
|a Springer Texts in Business and Economics Series
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=5917773
|z Click to View
|
