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020 _a9781032197173
082 _a332.015195
_bREI
100 _aReitano, Robert R
_918071
245 _aFoundations of quantitative finance, book II:
_bprobability spaces and random variables
260 _bCRC Press
_aBoca Raton
_c2023
300 _axvii, 257 p.
365 _aGBP
_b71.99
490 _aChapman & Hall/CRC Financial Mathematics Series
500 _aTable of content: 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 [https://www.routledge.com/Foundations-of-Quantitative-Finance-Book-II--Probability-Spaces-and-Random-Variables/Reitano/p/book/9781032197173]
520 _aEvery 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. (https://www.routledge.com/Foundations-of-Quantitative-Finance-Book-II--Probability-Spaces-and-Random-Variables/Reitano/p/book/9781032197173)
650 _aFinance --Mathematical models
650 _aProbabilities
650 _aRandom variables
942 _cBK
_2ddc
999 _c7522
_d7522