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Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes
Paperback
Series: Chapman and Hall/CRC Financial Mathematics
General MathematicsProbability & Statistics
ISBN13: 9781032206547
Publisher: CRC Press
Published: May 23 2023
Pages: 197
Weight: 0.84
Height: 0.45 Width: 7.00 Depth: 10.00
Language: English
Every financial professional wants and needs an advantage. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not--and that is the advantage these books offer the astute reader.
Published under the collective title of Foundations of Quantitative Finance, this set of ten books presents the advanced mathematics finance professionals need to advance their careers. These books develop the theory most do not learn in Graduate Finance programs, or in most Financial Mathematics undergraduate and graduate courses.
As an investment executive and authoritative instructor, Robert R. Reitano presents the mathematical theories he encountered and used in nearly three decades in the financial industry and two decades in education where he taught in highly respected graduate programs.
Readers should be quantitatively literate and familiar with the developments in the first book in the set. While the set offers a continuous progression through these topics, each title can also be studied independently.
Features
- Extensively referenced to utilize materials from earlier books
- Presents the theory needed to support advanced applications
- Supplements previous training in mathematics, with more detailed developments
- Built from the author's five decades of experience in industry, research, and teaching
Published and forthcoming titles in the Robert R. Reitano Quantitative Finance Series:
Book I: Measure Spaces and Measurable Functions
Book II: Probability Spaces and Random Variables
Book III: The Integrals of Lebesgue and (Riemann-)Stieltjes
Book IV: Distribution Functions and Expectations
Book V: General Measure and Integration Theory
Book VI: Densities, Transformed Distributions, and Limit Theorems
Book VII: Brownian Motion and Other Stochastic Processes
Book VIII: Itô Integration and Stochastic Calculus 1
Book IX: Stochastic Calculus 2 and Stochastic Differential Equations
Book X: Classical Models and Applications in Finance
1 different editions
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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 VII: Brownian Motion and Other Stochastic Processes
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Foundations of Quantitative Finance: Book V General Measure and Integration Theory
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Foundations of Quantitative Finance: Book V General Measure and Integration Theory
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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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