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.