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

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

Hardcover

Series: Chapman and Hall/CRC Financial Mathematics

Investing & FinanceGeneral Mathematics

ISBN10: 1032191201
ISBN13: 9781032191201
Publisher: CRC Press
Published: Oct 31 2022
Pages: 300
Weight: 1.54
Height: 0.69 Width: 7.00 Depth: 10.00
Language: English

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.

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Reitano, Robert R.

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General Mathematics