Robert R. Reitano's Books

Introduction to Quantitative Finance

A Math Tool Kit

By: Robert R. Reitano

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Introduction to Quantitative Finance

A Math Tool Kit

By: Robert R. Reitano

An introduction to many mathematical topics applicable to quantitative finance that teaches how to “think in mathematics” rather than simply do mathematics by rote. This text offers an accessible yet rigorous development of many of the fields of mathematics necessary for success in investment and quantitative finance, covering topics applicable to portfolio theory, investment banking, option pricing, investment, and insurance risk management. The approach emphasizes the mathematical framework provided by each mathematical discipline, and the application of each framework to the solution of finance problems. It emphasizes the thought process and mathematical approach taken to develop each result instead of the memorization of formulas to be applied (or misapplied) automatically. The objective is to provide a deep level of understanding of the relevant mathematical theory and tools that can then be effectively used in practice, to teach students how to “think in mathematics” rather than simply to do mathematics by rote. Each chapter covers an area of mathematics such as mathematical logic, Euclidean and other spaces, set theory and topology, sequences and series, probability theory, and calculus, in each case presenting only material that is most important and relevant for quantitative finance. Each chapter includes finance applications that demonstrate the relevance of the material presented. Problem sets are offered on both the mathematical theory and the finance applications sections of each chapter. The logical organization of the book and the judicious selection of topics make the text customizable for a number of courses. The development is self-contained and carefully explained to support disciplined independent study as well. A solutions manual for students provides solutions to the book's Practice Exercises; an instructor's manual offers solutions to the Assignment Exercises as well as other materials.

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747

Publisher

MIT Press

Published Date

ISBN 10

026201369X

ISBN 13

9780262013697

Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables

By: Robert R. Reitano

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Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables

By: Robert R. Reitano

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276

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CRC Press

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ISBN 10

100078827X

ISBN 13

9781000788273

Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems

By: Robert R. Reitano

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Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems

By: Robert R. Reitano

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 Riemann, 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

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405

Publisher

CRC Press

Published Date

ISBN 10

1040145825

ISBN 13

9781040145821

Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

By: Robert R. Reitano

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Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

By: Robert R. Reitano

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 advance their careers. These books develop 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 industry and two decades in education where he taught in highly respected graduate programs. Readers should be quantitatively literate and familiar with the developments in the first book in the set. While the set offers a continuous progression through these topics, each title can also be studied independently. Features Extensively referenced to utilize 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

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214

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CRC Press

Published Date

ISBN 10

1000880826

ISBN 13

9781000880823

Foundations of Quantitative Finance: Book V General Measure and Integration Theory

By: Robert R. Reitano

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Foundations of Quantitative Finance: Book V General Measure and Integration Theory

By: Robert R. Reitano

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

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Page Count

257

Publisher

CRC Press

Published Date

ISBN 10

1003844979

ISBN 13

9781003844976

Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

By: Robert R. Reitano

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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

By: Robert R. Reitano

This is the first in a set of 10 books written for professionals in quantitative finance. These books fill the gap between informal mathematical developments found in introductory materials, and more advanced treatments that summarize without formally developing the important foundational results professionals need. Book I in the Foundations in Quantitative Finance Series develops topics in measure spaces and measurable functions and lays the foundation for subsequent volumes. Lebesgue and then Borel measure theory are developed on R, motivating the general extension theory of measure spaces that follows. This general theory is applied to finite product measure spaces, Borel measures on Rn, and infinite dimensional product probability spaces. 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 applications to finance that are relevant to the needs of professionals. Practitioners, academic researchers, and students will find these books valuable to their career development. All ten volumes are extensively self-referenced. The reader can enter the collection at any point or topic of interest, and then work backward to identify and fill in needed details. This approach also works for a course or self-study on a given volume, with earlier books used for reference. Advanced quantitative finance books typically develop materials with an eye to comprehensiveness in the given subject matter, yet not with an eye toward efficiently curating and developing the theories needed for applications in quantitative finance. This book and series of volumes fill this need.

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271

Publisher

CRC Press

Published Date

ISBN 10

1000596915

ISBN 13

9781000596915

Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

By: Robert R. Reitano

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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

By: Robert R. Reitano

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271

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CRC Press

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ISBN 10

1000596915

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9781000596915

Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

By: Robert R. Reitano

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Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

By: Robert R. Reitano

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

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Page Count

269

Publisher

CRC Press

Published Date

ISBN 10

1000934535

ISBN 13

9781000934533

Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

By: Robert R. Reitano

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Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

By: Robert R. Reitano

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

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Page Count

894

Publisher

CRC Press

Published Date

ISBN 10

1000934543

ISBN 13

9781000934540

Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables

By: Robert R. Reitano

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Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables

By: Robert R. Reitano

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Page Count

276

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CRC Press

Published Date

ISBN 10

100078827X

ISBN 13

9781000788273

Introduction to Quantitative Finance

A Math Tool Kit

By: Robert R. Reitano

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Introduction to Quantitative Finance

A Math Tool Kit

By: Robert R. Reitano

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Page Count

747

Publisher

MIT Press

Published Date

ISBN 10

0262303981

ISBN 13

9780262303989

Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

By: Robert R. Reitano

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Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

By: Robert R. Reitano

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Page Count

214

Publisher

CRC Press

Published Date

ISBN 10

1000880826

ISBN 13

9781000880823

Book's by Robert R. Reitano

Introduction to Quantitative Finance

Introduction to Quantitative Finance

Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables

Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables

Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems

Foundations of Quantitative Finance, Book VI: Densities, Transformed Distributions, and Limit Theorems

Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

Foundations of Quantitative Finance: Book V General Measure and Integration Theory

Foundations of Quantitative Finance: Book V General Measure and Integration Theory

Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables

Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables

Introduction to Quantitative Finance

Introduction to Quantitative Finance

Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes

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