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• Extensively referenced to 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
The second book in a set of ten on quantitative finance for
practitioners Presents the theory needed to better understand
applications Supplements previous training in mathematics Built
from the author's four decades of experience in industry, research,
and teaching
• Extensively referenced to 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
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 a high-level industry 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 books in the set. The set offers a linear
progression through these topics, though each title can be studied
independently since the collection is extensively self-referenced.
Book III: The Integrals of Lebesgue and (Riemann-) Stieltjes,
develops several approaches to an integration theory. The first two
approaches were introduced in the Chapter 1 of Book I to motivate
measure theory. The general theory of integration on measure spaces
will be developed in Book V, and stochastic integrals then studies
on Book VIII. Book III Features: Extensively referenced to utilize
materials from earlier books. Presents the theory needed to better
understand 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 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 10: Applications and Classic Models
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 a high-level industry 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 books in the set. The set offers a linear
progression through these topics, though each title can be studied
independently since the collection is extensively self-referenced.
Book III: The Integrals of Lebesgue and (Riemann-) Stieltjes,
develops several approaches to an integration theory. The first two
approaches were introduced in the Chapter 1 of Book I to motivate
measure theory. The general theory of integration on measure spaces
will be developed in Book V, and stochastic integrals then studies
on Book VIII. Book III Features: Extensively referenced to utilize
materials from earlier books. Presents the theory needed to better
understand 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 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 10: Applications and Classic Models
This nine-book series, Foundations of Quantitative Finance, is
aimed at professionals working in the field of finance. The books
are available individually and as a set. With 29 years of
experience applying mathematical finance to the field, the author
is also an award-winning educator, administrator, and published
researcher. These books aim to fill the gap between university
coursework and practical, real-world solutions and applications.
This nine-book series, Foundations of Quantitative Finance, is
aimed at professionals working in the field of finance. The books
are available individually and as a set. With 29 years of
experience applying mathematical finance to the field, the author
is also an award-winning educator, administrator, and published
researcher. These books aim to fill the gap between university
coursework and practical, real-world solutions and applications.
The second book in a set of ten on quantitative finance for
practitioners Presents the theory needed to better understand
applications Supplements previous training in mathematics Built
from the author's four decades of experience in industry, research,
and teaching
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