Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
ISBN: 9781003260547
Platform/Publisher: Taylor & Francis / CRC Press
Digital rights: Users: Unlimited; Printing: Unlimited; Download: Unlimited



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 , in a set of ten books presenting 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 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 .


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.

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