Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
Author:   Robert R. Reitano
Publisher:   Taylor & Francis Ltd
ISBN:  

9781032197173


Pages:   257
Publication Date:   28 December 2022
Format:   Paperback
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

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


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Author:   Robert R. Reitano
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Weight:   0.508kg
ISBN:  

9781032197173


ISBN 10:   103219717
Pages:   257
Publication Date:   28 December 2022
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Tertiary & Higher Education
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

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.

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Author Information

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.

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