Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations

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 improve their
careers. These books develop the theory most do not learn in graduate finance programs, or in
most finance 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
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 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: Ito Integration and Stochastic Calculus 1
Book IX: Stochastic Calculus 2 and Stochastic Differential Equations
Book X: Classical Models and Applications in Finance