Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
Distribution Functions and Expectations
1st Edition
Published on 12. September 2023
Book
Hardback
250 pages
978-1-032-20653-0 (ISBN)
Description
Every finance professional wants and needs a competitive edge. A firm foundation in advanced mathematics can translate into dramatic advantages to professionals willing to obtain it. Many are not-and that is the competitive edge these books offer the astute reader.
Published under the collective title of Foundations of Quantitative Finance, this set of ten books develops the advanced topics in mathematics that finance professionals need to advance their careers. These books expand 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 services industry and two decades in academia where he taught in highly respected graduate programs.
Readers should be quantitatively literate and familiar with the developments in the earlier books in the set. While the set offers a continuous progression through these topics, each title can be studied independently.
Features
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
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: Ito Integration and Stochastic Calculus 1
Book IX: Stochastic Calculus 2 and Stochastic Differential Equations
Book X: Classical Models and Applications in Finance
Published under the collective title of Foundations of Quantitative Finance, this set of ten books develops the advanced topics in mathematics that finance professionals need to advance their careers. These books expand 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 services industry and two decades in academia where he taught in highly respected graduate programs.
Readers should be quantitatively literate and familiar with the developments in the earlier books in the set. While the set offers a continuous progression through these topics, each title can be studied independently.
Features
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
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: Ito Integration and Stochastic Calculus 1
Book IX: Stochastic Calculus 2 and Stochastic Differential Equations
Book X: Classical Models and Applications in Finance
More details
Series
Language
English
Place of publication
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
Professional and scholarly
Postgraduate and Professional
Dimensions
Height: 260 mm
Width: 183 mm
Thickness: 19 mm
Weight
708 gr
ISBN-13
978-1-032-20653-0 (9781032206530)
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 IV: Distribution Functions and Expectations
E-Book
09/2023
1st Edition
Chapman & Hall/CRC
€92.49
Available for download
Robert R. Reitano
Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
E-Book
09/2023
1st Edition
Chapman & Hall/CRC
€92.49
Available for download
Robert R. Reitano
Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
Distribution Functions and Expectations
Book
09/2023
1st Edition
Chapman & Hall/CRC
€120.20
Shipment within 10-20 days
Person
Robert R. Reitano is Professor of the Practice of Finance at the Brandeis International Business School where he specializes in risk management and quantitative finance, and where 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. He has taught as Visiting Professor at Wuhan University of Technology School of Economics, Reykjavik University School of Business, and as Adjunct Professor in Boston University's Masters Degree program in Mathematical Finance. 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.
Content
1. Distribution and Density Functions. 2. Transformed Random Variables.3. Order Statistics. 4. EXpectations of Random Variables 1. 5. Simulating Samples of RVs - Examples. 6. Limit Theorems. 7. Estimating Tail Events 2