Robert R. Reitano

Foundations of Quantitative Finance Book IV

Distribution Functions and Expectations

• Broschiertes Buch

Produktbeschreibung

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 inthe 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 booksPresents the theory needed to support advanced applicationsSupplements previous training in mathematics, with more detailed developmentsBuilt 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: Itô Integration and Stochastic Calculus 1

Book IX: Stochastic Calculus 2 and Stochastic Differential Equations

Book X: Classical Models and Applications in Finance

Produktdetails

• Chapman and Hall/CRC Financial Mathematics Series
• Verlag: Chapman and Hall/CRC / Taylor & Francis
• Seitenzahl: 270
• Erscheinungstermin: 12. September 2023
• Englisch
• Abmessung: 254mm x 178mm x 15mm
• Gewicht: 489g
• ISBN-13: 9781032206523
• ISBN-10: 1032206527
• Artikelnr.: 68099849

Autorenporträt

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.

Inhaltsangabe

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