Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

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 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 Published and forthcoming titles in the Robert R. Reitano Quantitative Finance Book Measure Spaces and Measurable Functions Book Probability Spaces and Random Variables Book III : The Integrals of Lebesgue and (Riemann-)Stieltjes Book Distribution Functions and Expectations Book General Measure and Integration Theory Book Densities, Transformed Distributions, and Limit Theorems Book VII : Brownian Motion and Other Stochastic Processes Book Itô Integration and Stochastic Calculus 1 Book Stochastic Calculus 2 and Stochastic Differential Equations Book Classical Models and Applications in Finance