Foundations of quantitative finance : book III, the integrals of Riemann, Lebesgue, and (Riemann-)Stieltjes

Reitano, Robert R.

Foundations of quantitative finance : book III, the integrals of Riemann, Lebesgue, and (Riemann-)Stieltjes - Boca Raton CRC Press 2023 - 197 p. - Chapman and Hall/CRC Financial Mathematics Series .

1. The Riemann Integral 2. The Lebesgue Integral 3. Lebesgue Integration and Differentiation 4. Stieltjes Integration

This series aims to introduce and develop in some detail a number of the foundational theories underlying quantitative finance and to offer a precise set of topics to promote timely learning. The included topics have been curated from a vast mathematics and finance literature to support applications in quantitative finance.

9781032206547


Finance-Mathematical models
Econometrics
Integrals.

332.015195 / REI

Powered by Koha