Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

Více o produktu ↓

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.

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

• Extensively referenced to utilize 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