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Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables: Chapman & Hall/CRC Finance Series

Autor Robert R. Reitano
en Limba Engleză Paperback – 28 dec 2022
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.
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Specificații

ISBN-13: 9781032197173
ISBN-10: 103219717X
Pagini: 275
Dimensiuni: 178 x 254 x 20 mm
Greutate: 0.51 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Seria Chapman & Hall/CRC Finance Series


Public țintă

Postgraduate and Professional

Cuprins

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.

Notă biografică

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.

Descriere

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.