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The brownian motion :a rigorous but gentle introduction for economists
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 previ…
- Edisi
- -
- ISBN/ISSN
- 9783030201036
- Deskripsi Fisik
- x, 125p. : ill.
- Judul Seri
- -
- No. Panggil
- 332 LOF b
Stochastic discounted cash flow :a theory of the valuation of firms
This open access book discusses firm valuation, which is of interest to economists, particularly those working in finance. Firm valuation comes down to the calculation of the discounted cash flow, often only referred to by its abbreviation, DCF. There are, however, different coexistent versions, which seem to compete against each other, such as entity approaches and equity approaches. Acronyms …
- Edisi
- -
- ISBN/ISSN
- 9783030370817
- Deskripsi Fisik
- xxii, 241p. : ill.
- Judul Seri
- -
- No. Panggil
- 339 KRU s
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