
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
Probability Spaces and Random Variables
Robert R. Reitano(Author)
Chapman & Hall/CRC (Publisher)
1st Edition
Published on 28. December 2022
Book
Paperback/Softback
257 pages
978-1-032-19717-3 (ISBN)
Description
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 advantage their careers, these books present 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 in nearly three decades working in the financial industry and two decades teaching in highly respected graduate programs.
Readers should be quantitatively literate and familiar with the developments in the first book in the set, Foundations of Quantitative Finance Book I: Measure Spaces and Measurable Functions.
Published under the collective title of Foundations of Quantitative Finance, this set of ten books presents the advanced mathematics finance professionals need to advantage their careers, these books present 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 in nearly three decades working in the financial industry and two decades teaching in highly respected graduate programs.
Readers should be quantitatively literate and familiar with the developments in the first book in the set, Foundations of Quantitative Finance Book I: Measure Spaces and Measurable Functions.
More details
Series
Language
English
Place of publication
Oxford
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
Professional and scholarly
College/higher education
Postgraduate and Professional
Dimensions
Height: 254 mm
Width: 178 mm
Thickness: 15 mm
Weight
525 gr
ISBN-13
978-1-032-19717-3 (9781032197173)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Robert R. Reitano
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
E-Book
12/2022
1st Edition
Chapman & Hall/CRC
€104.99
Available for download

Robert R. Reitano
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
E-Book
12/2022
1st Edition
Chapman & Hall/CRC
€104.99
Available for download

Robert R. Reitano
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
Probability Spaces and Random Variables
Book
12/2022
1st Edition
Chapman & Hall/CRC
€270.90
Shipment within 10-20 days
Person
Robert R. Reitano is Professor of the Practice in Finance at the Brandeis International Business School where he specializes in risk management and quantitative finance. He previously served as MSF Program Director, and Senior Academic Director. He has a Ph.D. in Mathematics from MIT, is a Fellow of the Society of Actuaries, and a Chartered Enterprise Risk Analyst. Dr. Reitano consults in investment strategy and asset/liability risk management, and previously had a 29-year career at John Hancock/Manulife in investment strategy and asset/liability management, advancing to Executive Vice President & Chief Investment Strategist. His research papers have appeared in a number of journals and have won an Annual Prize of the Society of Actuaries and two F.M. Redington Prizes of the Investment Section of the Society of the Actuaries. Dr. Reitano serves on various not-for-profit boards and investment committees.
Content
Preface. Introduction. 1. Probability Spaces. 2. Limit Theorems on Measurable Sets. 3. Random Variables and Distribution Functions. 4. Samples of Random Variables. 5. Limit Theorems for Random Variable Sequences. 6. Distribution Functions and Borel Measures. 7. Copulas and Sklar's Theorem. 8. Weak Convergence of Distribution Functions. 9. Estimating Tail Events. References. Index.