Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations
Reitano, Robert R.
- 出版商: CRC
- 出版日期: 2023-09-12
- 售價: $3,570
- 貴賓價: 9.5 折 $3,392
- 語言: 英文
- 頁數: 250
- 裝訂: Quality Paper - also called trade paper
- ISBN: 1032206527
- ISBN-13: 9781032206523
海外代購書籍(需單獨結帳)
買這商品的人也買了...
-
高效能團隊模式：支持軟件快速交付的組織架構 (Team Topologies: Organizing Business and Technology Teams for Fast Flow)$534$507 -
測試架構師修煉之道：從測試工程師到測試架構師, 2/e$654$621 -
多處理器編程的藝術, 2/e (The Art of Multiprocessor Programming, 2/e)$894$849 -
Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions: Book I: Measure Spaces and Measurable Functions$3,470$3,297 -
計算機底層的秘密$708$673 -
C++20 代碼整潔之道：可持續軟件開發模式實踐 (原書第2版) (Clean C++20: Sustainable Software Development Patterns and Best Practices, 2/e)$774$735 -
$509數以達理：量化研發管理指南 -
Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage$1,980$1,881 -
Automating Data Quality Monitoring: Scaling Beyond Rules with Machine Learning (Paperback)$2,185$2,070 -
Building Data-Driven Applications with LlamaIndex: A practical guide to retrieval-augmented generation (RAG) to enhance LLM applications$1,700$1,615 -
Building LLM Powered Applications: Create intelligent apps and agents with large language models$1,900$1,805 -
$301基於近鄰思想和同步模型的聚類算法 -
Technology Roadmapping and Development: A Quantitative Approach to the Management of Technology$2,280$2,166 -
Foundations of Quantitative Finance: Book V General Measure and Integration Theory$3,030$2,879 -
Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes$3,470$3,297 -
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables$3,470$3,297 -
Defensive Security Handbook: Best Practices for Securing Infrastructure (Paperback)$2,233$2,115 -
C++ 之美：代碼簡潔、安全又跑得快的 30個要訣 (Beautiful C++: 30 Core Guidelines for Writing Clean, Safe, and Fast Code)$654$621
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擁有競爭優勢。對於願意學習的專業人士來說，扎實的高等數學基礎可以帶來顯著的優勢。然而，許多人並不具備這種基礎，而這正是這些書籍為機敏讀者提供的競爭優勢。
這套由《量化金融基礎》為總標題的十本書籍，涵蓋了金融專業人士在職業發展中所需的高級數學主題。這些書籍擴展了大多數研究生金融課程或金融數學本科和研究生課程中未涉及的理論。
作為一位投資執行人和權威教師，Robert R. Reitano介紹了他在金融服務業近三十年和在高度受尊敬的研究生課程中教授的二十年中所遇到和使用的數學理論。
讀者應該具備數量化素養，並熟悉該系列中早期書籍的發展。儘管該系列提供了這些主題的連續進展，但每本書都可以獨立學習。
特點：
- 大量引用了早期書籍的資料
- 提供支持高級應用所需的理論
- 以更詳細的發展補充了先前的數學培訓
- 基於作者在行業、研究和教學中五十年的經驗
《Robert R. Reitano量化金融系列》已出版和即將出版的書籍：
- 書籍一：《測度空間和可測函數》
- 書籍二：《概率空間和隨機變量》
- 書籍三：《勒貝格積分和（黎曼-斯蒂爾吉斯）積分》
- 書籍四：《分佈函數和期望值》
- 書籍五：《一般測度和積分理論》
- 書籍六：《密度、轉換分佈和極限定理》
- 書籍七：《布朗運動和其他隨機過程》
- 書籍八：《伊藤積分和隨機微積分1》
- 書籍九：《隨機微積分2和隨機微分方程》
- 書籍十：《金融中的經典模型和應用》
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)
Robert R. Reitano是布蘭迪斯國際商學院金融實踐教授，專攻風險管理和量化金融。他曾擔任金融碩士課程主任和高級學術主任。他擁有麻省理工學院的數學博士學位，是精算學會的會士和特許企業風險分析師。他曾在武漢理工大學經濟學院和雷克雅未克大學商學院擔任訪問教授，並在波士頓大學數學金融碩士學位課程中擔任兼職教授。Reitano博士在投資策略和資產負債風險管理方面提供咨詢服務，並曾在約翰漢考克/萬通保險公司擔任29年的投資策略和資產負債管理職位，晉升為執行副總裁兼首席投資策略師。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個F.M.獎項。
