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Table of contents

  1. Front Matter
    Pages i-x
  2. Andreas Löffler, Lutz Kruschwitz
    Pages 1-13 Open Access
  3. Andreas Löffler, Lutz Kruschwitz
    Pages 15-28 Open Access
  4. Andreas Löffler, Lutz Kruschwitz
    Pages 29-57 Open Access
  5. Andreas Löffler, Lutz Kruschwitz
    Pages 59-68 Open Access
  6. Andreas Löffler, Lutz Kruschwitz
    Pages 69-86 Open Access
  7. Andreas Löffler, Lutz Kruschwitz
    Pages 87-101 Open Access
  8. Andreas Löffler, Lutz Kruschwitz
    Pages 103-119 Open Access
  9. Back Matter
    Pages 121-125

About this book

Introduction

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. 

Keywords

Brownian motion Lebesgue integral Random variables Measurement theory Set theory Financial theory Stochastics Expectation Wiener construction Measures Open Access

Authors and affiliations

  • Andreas Löffler
    • 1
  • Lutz Kruschwitz
    • 2
  1. 1.Department of Finance, Accounting & TaxationFree University of BerlinBerlinGermany
  2. 2.Department of Finance, Accounting & TaxationFree University of BerlinBerlinGermany

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-030-20103-6
  • Copyright Information The Author(s) 2019
  • License CC BY
  • Publisher Name Springer, Cham
  • eBook Packages Economics and Finance
  • Print ISBN 978-3-030-20102-9
  • Online ISBN 978-3-030-20103-6
  • Series Print ISSN 2192-4333
  • Series Online ISSN 2192-4341
  • Buy this book on publisher's site
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