Sign-In
Cart
Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
Paperback
Series: Chapman and Hall/CRC Financial Mathematics
Investing & FinanceGeneral Mathematics
ISBN13: 9781032191188
Publisher: CRC Press
Published: Oct 31 2022
Pages: 300
Weight: 1.07
Height: 0.58 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
Also available
Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
Reitano, Robert R.
Hardcover
Also from
Reitano, Robert R.
Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems
Reitano, Robert R.
Hardcover
Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
Reitano, Robert R.
Paperback
Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
Reitano, Robert R.
Paperback
Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
Reitano, Robert R.
Hardcover
Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems
Reitano, Robert R.
Paperback
Foundations of Quantitative Finance: Book V General Measure and Integration Theory
Reitano, Robert R.
Hardcover
Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
Reitano, Robert R.
Hardcover
Foundations of Quantitative Finance: Book V General Measure and Integration Theory
Reitano, Robert R.
Paperback
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
Reitano, Robert R.
Paperback
Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes
Reitano, Robert R.
Paperback
Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes
Reitano, Robert R.
Hardcover
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
Reitano, Robert R.
Hardcover
Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
Reitano, Robert R.
Hardcover
Also in
General Mathematics
The Golden Number: Pythagorean Rites and Rhythms in the Development of Western Civilization
Ghyka, Matila C.
Hardcover
How It All Works: All Scientific Laws and Phenomena Illustrated & Demonstrated
Clegg, Brian
Dant, Adam
Hardcover
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Six Easy Pieces: Essentials of Physics Explained by Its Most Brilliant Teacher
Feynman, Richard P.
Leighton, Robert B.
Sands, Matthew
Paperback
Oliver Byrne's Elements of Euclid: The First Six Books with Coloured Diagrams and Symbols (Art Meets Science Edition)
Art Meets Science
Hardcover
Math Practice Workbook Grades 6-8: 1000+ Questions You Need to Kill in Middle School by Brain Hunter Prep
Brain Hunter Prep
Paperback
Who Gets What -- And Why: The New Economics of Matchmaking and Market Design
Roth, Alvin E.
Paperback
Tomoko Fuse's Amazing Kusudama Origami: Geometric Paper Art from Japan's Leading Expert!
Fuse, Tomoko
Paperback
The Art of Strategy: A Game Theorist's Guide to Success in Business and Life
Nalebuff, Barry J.
Dixit, Avinash K.
Paperback
Mastering Essential Math Skills Book 2, Bilingual Edition - English/Spanish
Fisher, Richard W.
Paperback
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Hardcover
The Great Math War: How Three Brilliant Minds Fought for the Foundations of Mathematics
Bardi, Jason Socrates
Hardcover
Math Games with Bad Drawings: 75 1/4 Simple, Challenging, Go-Anywhere Games--And Why They Matter
Orlin, Ben
Hardcover
Counting with - Contando Con Frida (Bilingual: English/Spanish): A Bilingual Counting Book
Rodriguez, Patty
Stein, Ariana
Hardcover
Hidden Figures: The American Dream and the Untold Story of the Black Women Mathematicians Who Helped Win the Space Race
Shetterly, Margot Lee
Paperback
Quadrivium: The Four Classical Liberal Arts of Number, Geometry, Music, & Cosmology
Lundy, Miranda
Ashton, Anthony
Sutton, Daud
Hardcover
50 Math Tricks That Will Change Your Life: Mentally Solve the Impossible in Seconds
Zakowich, Tanya
Paperback
Graph Paper Composition Notebook: Quad Ruled 5x5, Grid Paper for Students in Math and Science
Wizo, Math
Paperback
New York Post Fiendish Sudoku: The Official Utterly Addictive Number-Placing Puzzle
Gould, Wayne
Paperback
Vector: A Surprising Story of Space, Time, and Mathematical Transformation
Arianrhod, Robyn
Hardcover
Touchthinklearn: Numbers: (Board Books for Baby Learners, Touch Feel Books for Children)
Deneux, Xavier
Hardcover
ALEKS Math Placement Test Prep 2026: 1200 Verified Practice Questions with Accurate Answer Keys, Step-by-Step Worked Solutions, and Clear Concept Expl
Publishing, Kettford
Reid, Marcus L.
Paperback
A Mind for Numbers: How to Excel at Math and Science (Even If You Flunked Algebra)
Oakley, Barbara
Paperback
Sudoku for Brain Fitness: 90-Day Challenge to Sharpen the Mind and Strengthen Cognitive Skills
Clontz, Steven
Demyanovich, Julie
Paperback
WorkKeys Study Guide and Practice Test Questions: ACT WorkKeys Exam Prep and Review Book with Applied Mathematics, Locating Information, and Reading f
Trivium Exam Prep Team
Paperback
Un Elefante: Numbers / Números (Bilingual: English/Spanish): A Bilingual Counting Book
Rodriguez, Patty
Stein, Ariana
Hardcover
Quantum Mechanics Done Right: The Shortest Path from Novice to Researcher
Freericks, James K.
Hardcover
Talentos Ocultos: La Genialidad No Tiene Color. La Fuerza No Tiene Género. El Valor No Tiene Límite.
Shetterly, Margot Lee
Paperback
Building Thinking Classrooms in Mathematics, Grades K-12: 14 Teaching Practices for Enhancing Learning
Liljedahl, Peter
Paperback
Secrets of Mental Math: The Mathemagician's Guide to Lightning Calculation and Amazing Math Tricks
Benjamin, Arthur
Shermer, Michael
Paperback
180 Days(tm) Math for First Grade: Practice, Assess, Diagnose
Smith, Jodene Lynn
Smith, Jodene
Paperback
Number Systems and the Foundations of Analysis
Mathematics
Mendelson, Elliott
Dudley, Underwood
Paperback
Concrete Mathematics: A Foundation for Computer Science
Knuth, Donald
Graham, Ronald
Patashnik, Oren
Hardcover
Medical Dosage Calculations for Dummies
Depuente, Vanessa
Schoenborn, Barry
Snyder, Richard W.
Paperback
The Beginner's Guide to Constructing the Universe: The Mathematical Archetypes of Nature, Art, and Science
Schneider, Michael S.
Paperback
Sciencia: Mathematics, Physics, Chemistry, Biology, and Astronomy for All
Watkins, Matthew
Betts, Moff
Tweed, Matt
Hardcover
Reaching for the Extreme: How the Quest for the Biggest, Fewest, and Weirdest Makes Math
Stewart, Ian
Hardcover
300 Math CrossWords: Addition, Subtraction, Multiplication, and Division Math CrossWords Grade 3 and Above, Age +8
Martin, Josh Ortiz
Paperback
Math Fundamentals 3 - Geometry: For Middle School - A Quickstudy Laminated Reference Guide
Warren, Peggy
Wright, Susan
Expolog
Other
Machine Learning with PyTorch and Scikit-Learn: Develop machine learning and deep learning models with Python
Raschka, Sebastian
Liu, Yuxi (Hayden)
Mirjalili, Vahid
Paperback
30 More Math Mysteries Kids Can't Resist!: Quick & Clever Mysteries That Boost Problem-Solving Skills
Lee, Martin
Paperback
It's All a Game: The History of Board Games from Monopoly to Settlers of Catan
Donovan, Tristan
Paperback