Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes
Author:   Robert R. Reitano
Publisher:   Taylor & Francis Ltd
ISBN:  

9781032206561


Pages:   197
Publication Date:   23 May 2023
Format:   Hardback
Availability:   In Print   Availability explained
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Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes


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Full Product Details

Author:   Robert R. Reitano
Publisher:   Taylor & Francis Ltd
Imprint:   Chapman & Hall/CRC
Weight:   0.520kg
ISBN:  

9781032206561


ISBN 10:   103220656
Pages:   197
Publication Date:   23 May 2023
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
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

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

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Author Information

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.

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