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: Ito Integration and Stochastic Calculus 1
Book IX: Stochastic Calculus 2 and Stochastic Differential Equations
Book 10: Applications and Classic Models
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: Ito Integration and Stochastic Calculus 1
Book IX: Stochastic Calculus 2 and Stochastic Differential Equations
Book 10: Applications and Classic Models
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