Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

Robert R. Reitano

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eBook - ePub

Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

Robert R. Reitano

Book details
Table of contents
Citations

About This Book

This is the first in a set of 10 books written for professionals in quantitative finance. These books fill the gap between informal mathematical developments found in introductory materials, and more advanced treatments that summarize without formally developing the important foundational results professionals need.

Book I in the Foundations in Quantitative Finance Series develops topics in measure spaces and measurable functions and lays the foundation for subsequent volumes. Lebesgue and then Borel measure theory are developed on ?, motivating the general extension theory of measure spaces that follows. This general theory is applied to finite product measure spaces, Borel measures on ?n, and infinite dimensional product probability spaces.

The overriding goal of these books is a complete and detailed development of the many mathematical theories and results one finds in popular resources in finance and quantitative finance. Each book is dedicated to a specific area of mathematics or probability theory, with applications to finance that are relevant to the needs of professionals. Practitioners, academic researchers, and students will find these books valuable to their career development.

All ten volumes are extensively self-referenced. The reader can enter the collection at any point or topic of interest, and then work backward to identify and fill in needed details. This approach also works for a course or self-study on a given volume, with earlier books used for reference.

Advanced quantitative finance books typically develop materials with an eye to comprehensiveness in the given subject matter, yet not with an eye toward efficiently curating and developing the theories needed for applications in quantitative finance. This book and series of volumes fill this need.

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Information

Publisher
Chapman and Hall/CRC
Year
2022
ISBN
9781000596915
Edition
1
Topic
Matematica
Subtopic
Analisi matematica

Table of contents

  1. Cover Page
  2. Half Title page
  3. Title Page
  4. Copyright Page
  5. Dedication
  6. Contents
  7. Preface
  8. Author Bio
  9. Introduction
  10. 1 The Notion of Measure 0
  11. 2 Lebesgue Measure on ℝ
  12. 3 Measurable Functions
  13. 4 Littlewood's Three Principles
  14. 5 Borel Measures on ℝ
  15. 6 Measures by Extension
  16. 7 Finite Products of Measure Spaces
  17. 8 Borel Measures on ℝn
  18. 9 Infinite Product Spaces
  19. References
  20. Index
Citation styles for Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

APA 6 Citation

Reitano, R. (2022). Foundations of Quantitative Finance, Book I:  Measure Spaces and Measurable Functions (1st ed.). CRC Press. Retrieved from https://www.perlego.com/book/3740133/foundations-of-quantitative-finance-book-i-measure-spaces-and-measurable-functions-pdf (Original work published 2022)

Chicago Citation

Reitano, Robert. (2022) 2022. Foundations of Quantitative Finance, Book I:  Measure Spaces and Measurable Functions. 1st ed. CRC Press. https://www.perlego.com/book/3740133/foundations-of-quantitative-finance-book-i-measure-spaces-and-measurable-functions-pdf.

Harvard Citation

Reitano, R. (2022) Foundations of Quantitative Finance, Book I:  Measure Spaces and Measurable Functions. 1st edn. CRC Press. Available at: https://www.perlego.com/book/3740133/foundations-of-quantitative-finance-book-i-measure-spaces-and-measurable-functions-pdf (Accessed: 15 October 2022).

MLA 7 Citation

Reitano, Robert. Foundations of Quantitative Finance, Book I:  Measure Spaces and Measurable Functions. 1st ed. CRC Press, 2022. Web. 15 Oct. 2022.