Learning Resource and Development

Foundations of quantitative finance : book 1 : measure spaces and measurable functions /

Reitano, Robert R.,

Foundations of quantitative finance : book 1 : measure spaces and measurable functions / Robert R. Reitano. - First edition. - xvii, 257 pages ; 26 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references and index.

The notion of measure 0 -- Lebesgue measure on R -- Measurable functions -- Littlewood's three principles -- Borel measures on R -- Measures by extension -- Finite products of measure spaces -- Borel measures on R -- Infinite product spaces.

9781032191188


Finance--Mathematical models.
Measure theory.
Algebraic spaces.

HG106 / .R4486 2022

332.015195 / R278f