Robert R. Reitano

Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables

• Broschiertes Buch

Produktbeschreibung

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 notâ and that is the advantage these books offer the astute reader.

Produktdetails

• Chapman & Hall/CRC Finance Series
• Verlag: Taylor & Francis Ltd
• Seitenzahl: 257
• Erscheinungstermin: 28. Dezember 2022
• Englisch
• Abmessung: 178mm x 252mm x 20mm
• Gewicht: 528g
• ISBN-13: 9781032197173
• ISBN-10: 103219717X
• Artikelnr.: 65613783

Autorenporträt

Robert R. Reitano is Professor of the Practice in Finance at the Brandeis International Business School where he specializes in risk management and quantitative finance. 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. 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. Redington Prizes of the Investment Section of the Society of the Actuaries. Dr. Reitano serves on various not-for-profit boards and investment committees.

Inhaltsangabe

Preface. Introduction. 1. Probability Spaces. 2. Limit Theorems on
Measurable Sets. 3. Random Variables and Distribution Functions. 4. Samples
of Random Variables. 5. Limit Theorems for Random Variable Sequences. 6.
Distribution Functions and Borel Measures. 7. Copulas and Sklar's Theorem.
8. Weak Convergence of Distribution Functions. 9. Estimating Tail Events.
References. Index.