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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions
By Robert R. Reitano
ISBN 9781032191188
318 Pages
Published October 31, 2022 by Chapman & Hall
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
By Robert R. Reitano
ISBN 9781032197173
275 Pages
Published December 28, 2022 by Chapman & Hall
Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes
By Robert R. Reitano
ISBN 9781032206547
213 Pages
Published May 23, 2023 by Chapman & Hall
Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
By Robert R. Reitano
ISBN 9781032206523
268 Pages
Published September 12, 2023 by Chapman & Hall
Foundations of Quantitative Finance: Book V General Measure and Integration Theory
By Robert R. Reitano
ISBN 9781032206509
256 Pages
Published February 27, 2024 by Chapman & Hall
Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems
By Robert R. Reitano
ISBN 9781032229492
404 Pages
Published November 12, 2024 by Chapman & Hall
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
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.
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