Foundations of quantitative finance, book i: measure spaces and measurable functions
Auteur :
Reitano, Robert R.
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032191188
Date de publication :
31 oct. 2022
Dimensions :
25,4 x 17,8 cm
Poids :
520 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Book 1 in the Foundations in Quantitative Finance Series covers measure theory, including the Riemann and Lebesgue Integral, measurable functions, Borel measures in R, and Littlewood’s three principles, a rarity in books on these topics. It lays the foundation for the subsequent volumes.