Robert R. Reitano
Robert R. Reitano is Professor of the Practice in Finance at the International Business School, Brandeis University, where he specializes in Risk Management and Quantitative Finance. He has also taught as Visiting Professor at Reykjavik University School of Business and as Adjunct Professor in Boston University's Masters Degree program in Mathematical Finance.
In his previous positions in the financial sector, he has been Chief Investment Officer of Controlled Risk Insurance Company (CRICO), and earlier had a 29 year career at John Hancock/Manulife, retiring in 2005 as Executive Vice President and Chief Investment Strategist. He currently serves on several boards and investment committees.
Dr. Reitano has a Ph.D. in Mathematics from Massachusetts Institute of Technology, and is a Fellow of the Society of Actuaries and a Chartered Enterprise Risk Analyst.
Website: http://www.robertrreitano.com/
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Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations (Chapman and Hall/CRC Financial Mathematics Series)
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Introduction to Quantitative Finance: A Math Tool Kit (Mit Press)
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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions: Book I: Measure Spaces and Measurable Functions (Chapman and Hall/CRC Financial Mathematics Series)
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Foundations of Quantitative Finance: Book V General Measure and Integration Theory (Chapman and Hall/CRC Financial Mathematics Series)
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Introduction to Quantitative Finance: A Math Tool Kit
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Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes (Chapman and Hall/CRC Financial Mathematics Series)
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Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables (Chapman and Hall/CRC Financial Mathematics Series)
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Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes (Chapman and Hall/CRC Financial Mathematics Series)
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