1st Edition

Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

By Robert R. Reitano Copyright 2023
213 Pages
by Chapman & Hall

213 Pages
by Chapman & Hall

213 Pages
by Chapman & Hall

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 not—and that is the advantage these books offer the astute reader. Published under the collective title of Foundations of Quantitative Finance , this set of ten books presents the advanced mathematics... Read more

Preface

Introduction

  1. The Riemann Integral
  2. The Lebesgue Integral
  3. Lebesgue Integration and Differentiation
  4. Stieltjes Integration

References

Index

Biography

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. 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.