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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
Hardcover
Series: Chapman and Hall/CRC Financial Mathematics
Investing & FinanceGeneral Mathematics
ISBN13: 9781032191201
Publisher: CRC Press
Published: Oct 31 2022
Pages: 300
Weight: 1.54
Height: 0.69 Width: 7.00 Depth: 10.00
Language: English
This is the first in a set of 10 books written for professionals in quantitative finance. These books fill the gap between informal mathematical developments found in introductory materials, and more advanced treatments that summarize without formally developing the important foundational results professionals need.
Book I in the Foundations in Quantitative Finance Series develops topics in measure spaces and measurable functions and lays the foundation for subsequent volumes. Lebesgue and then Borel measure theory are developed on ℝ, motivating the general extension theory of measure spaces that follows. This general theory is applied to finite product measure spaces, Borel measures on ℝn, and infinite dimensional product probability spaces.
The overriding goal of these books is a complete and detailed development of the many mathematical theories and results one finds in popular resources in finance and quantitative finance. Each book is dedicated to a specific area of mathematics or probability theory, with applications to finance that are relevant to the needs of professionals. Practitioners, academic researchers, and students will find these books valuable to their career development.
All ten volumes are extensively self-referenced. The reader can enter the collection at any point or topic of interest, and then work backward to identify and fill in needed details. This approach also works for a course or self-study on a given volume, with earlier books used for reference.
Advanced quantitative finance books typically develop materials with an eye to comprehensiveness in the given subject matter, yet not with an eye toward efficiently curating and developing the theories needed for applications in quantitative finance. This book and series of volumes fill this need.
1 different editions
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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
Reitano, Robert R.
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Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes
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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
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Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
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Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
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