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

ISBN-13: 9781032197173 / Angielski / Miękka / 2022 / 370 str.

Robert R. Reitano

Opis

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.

Spis treści

Preface.  Introduction.  1. Probability Spaces.  2. Limit Theorems on Measurable Sets.  3. Random Variables and Distribution Functions.  4. Samples of Random Variables.  5. Limit Theorems for Random Variable Sequences.  6. Distribution Functions and Borel Measures.  7. Copulas and Sklar's Theorem.  8. Weak Convergence of Distribution Functions.  9. Estimating Tail Events.  References.  Index.