Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations (Chapman and Hall/CRC Financial Mathematics Series) - Softcover

Reitano, Robert R.

Softcover

ISBN 10: 1032206527 ISBN 13: 9781032206523

Publisher: Chapman and Hall/CRC, 2023

Synopsis

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 in the 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 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

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

About this title

About the Author

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.

Edition details

• Publisher: Chapman and Hall/CRC
• Publication date: 2023
• Language: English
• ISBN 10: 1032206527
• ISBN 13: 9781032206523
• Binding: Paperback
• Edition number: 1
• Number of pages: 268