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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Measure-Theoretic Probability & Risk in Quant Finance: Expectations, Filtrations, Martingales, and Tail-Risk Modeling for Modern Derivatives and Syste

Measure-Theoretic Probability & Risk in Quant Finance: Expectations, Filtrations, Martingales, and Tail-Risk Modeling for Modern Derivatives and Syste

Paperback

Investing & Finance

ISBN13: 9798243592215
Publisher: Independently Published
Published: Jan 12 2026
Pages: 488
Weight: 1.29
Height: 1.21 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Measure-Theoretic Probability & Risk in Quant Finance provides a rigorous, trading-oriented treatment of the foundational probability structures that underpin modern derivatives pricing, systematic strategy design, and risk management. Built around the measure-theoretic framework of expectations, filtrations, and martingales, the book links abstract probability concepts directly to the dynamics of financial markets and the practical modeling of uncertainty, information, and tail risk.

Also from

Schwartz, Alice

Also in

Investing & Finance