Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
Reitano, Robert R.
- 出版商: CRC
- 出版日期: 2022-12-28
- 售價: $3,460
- 貴賓價: 9.5 折 $3,287
- 語言: 英文
- 頁數: 257
- 裝訂: Quality Paper - also called trade paper
- ISBN: 103219717X
- ISBN-13: 9781032197173
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相關主題
商品描述
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 finance professionals need to advantage their careers, these books present the theory most do not learn in graduate finance programs, or in most financial mathematics undergraduate and graduate courses.
As a high-level industry executive and authoritative instructor, Robert R. Reitano presents the mathematical theories he encountered in nearly three decades working in the financial industry and two decades teaching in highly respected graduate programs.
Readers should be quantitatively literate and familiar with the developments in the first book in the set, Foundations of Quantitative Finance Book I: Measure Spaces and Measurable Functions.
商品描述(中文翻譯)
每位金融專業人士都希望並需要一個優勢。扎實的高級數學基礎可以為願意獲得這種基礎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優勢。
這套名為《量化金融基礎》的十本書,呈現了金融專業人士在職業生涯中所需的高級數學,這些書籍介紹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。
作為一位高層行業主管和權威講師,Robert R. Reitano 在近三十年的金融行業工作經驗和二十年的高受尊敬研究生課程教學中,介紹了他所遇到的數學理論。
讀者應具備定量素養,並熟悉這套書籍中第一本《量化金融基礎 第一卷:測度空間與可測函數》的內容發展。
作者簡介
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.
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。他曾擔任金融碩士(MSF)課程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)的研究員,以及特許企業風險分析師(Chartered Enterprise Risk Analyst)。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(John Hancock)/宏利(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精算學會投資部門的兩項F.M.雷丁頓獎(F.M. Redington Prizes)。瑞塔諾博士還擔任多個非營利董事會和投資委員會的成員。