Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
暫譯: 量化金融基礎 第四卷：分佈函數與期望值
Reitano, Robert R.
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相關主題
商品描述
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
Published and forthcoming titles in the Robert R. Reitano Quantitative Finance Series:
Book I: Measure Spaces and Measurable Functions
Book II: Probability Spaces and Random Variables
Book III: The Integrals of Lebesgue and (Riemann-)Stieltjes
Book IV: Distribution Functions and Expectations
Book V: General Measure and Integration Theory
Book VI: Densities, Transformed Distributions, and Limit Theorems
Book VII: Brownian Motion and Other Stochastic Processes
Book VIII: Itô Integration and Stochastic Calculus 1
Book IX: Stochastic Calculus 2 and Stochastic Differential Equations
Book X: Classical Models and Applications in Finance
商品描述(中文翻譯)
每位金融專業人士都希望並需要具備競爭優勢。扎實的高等數學基礎可以為願意獲得這些知識的專業人士帶來顯著的優勢。然而，許多人並未掌握這些知識，而這正是這些書籍為精明的讀者提供的競爭優勢。
這套名為《量化金融基礎》的十本書籍，探討了金融專業人士在職業生涯中所需的高級數學主題。這些書籍擴展了大多數人在研究生金融課程或大多數金融數學本科及研究生課程中未學到的理論。
作為一名投資高管和權威講師，Robert R. Reitano 介紹了他在近三十年的金融服務行業和二十年的學術界中所遇到和使用的數學理論，他在備受尊敬的研究生課程中教授這些理論。
讀者應具備定量素養，並熟悉該系列早期書籍中的發展。雖然這套書籍提供了這些主題的連續進展，但每本書都可以獨立學習。
特色
- 廣泛參考早期書籍的材料
- 提供支持高級應用所需的理論
- 補充先前的數學訓練，並提供更詳細的發展
- 基於作者五十年的行業、研究和教學經驗
在 Robert R. Reitano 量化金融系列中已出版及即將出版的書籍：
書籍 I: 測度空間與可測函數
書籍 II: 機率空間與隨機變數
書籍 III: 勒貝格積分與（黎曼）斯蒂爾傑斯積分
書籍 IV: 分佈函數與期望值
書籍 V: 一般測度與積分理論
書籍 VI: 密度、變換分佈與極限定理
書籍 VII: 布朗運動與其他隨機過程
書籍 VIII: 伊藤積分與隨機微積分 1
書籍 IX: 隨機微積分 2 與隨機微分方程
書籍 X: 金融中的經典模型與應用
作者簡介
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.
作者簡介(中文翻譯)
羅伯特·R·瑞塔諾（Robert R. Reitano）是布蘭代斯國際商學院（Brandeis International Business School）金融實務教授，專注於風險管理和量化金融，並曾擔任金融碩士（MSF）項目主任及高級學術主任。他擁有麻省理工學院（MIT）的數學博士學位，是精算學會（Society of Actuaries）的會士，以及特許企業風險分析師（Chartered Enterprise Risk Analyst）。他曾擔任訪問教授於武漢理工大學經濟學院（Wuhan University of Technology School of Economics）、雷克雅維克大學商學院（Reykjavik University School of Business），並在波士頓大學的數學金融碩士學位課程中擔任兼任教授。瑞塔諾博士在投資策略和資產/負債風險管理方面提供諮詢，並曾在約翰漢考克/宏利（John Hancock/Manulife）擁有29年的職業生涯，專注於投資策略和資產/負債管理，最終晉升為執行副總裁及首席投資策略師。他的研究論文發表在多個期刊上，並獲得精算學會的年度獎和兩項F.M.獎。
