Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions: Book I: Measure Spaces and Measurable Functions (Reitano Robert R.)(Pevná vazba)
EAN: 9781032191201
This is the first book in a set of ten written for professionals in quantitative finance. These books fill a gap between informal developments in mathematics found in introductory materials and more advanced materials that summarize without formal developing the important results professionals need to learn and employ.Book 1 in the Foundations in Quantitative Finance Series covers measure theory, including the Riemann and Lebesgue Integral, measurable functions, Borel measures in R, and Littlewood's three principles, a rarity in books on these topics. It lays the foundation for the subsequent volumes. The overriding goal of these books is a complete and detailed development of the many mathematical theories and results one finds in popular resources in finance and quantitative finance. Each book is dedicated to a specific area of mathematics or probability theory, with
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