Introduction
Abstract
Foundations of Quantitative Finance is structured as follows: Book I: Measure Spaces and Measurable Functions Book II: Probability Spaces and Random Variables Book III: The Integrals of Riemann, 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: Itô Integration and Stochastic Calculus 1 Book IX: Stochastic Calculus 2 and Stochastic Differential Equations Book X: Classical Models and Applications in Finance
Fields of Study & Subjects
Stochastic processes and financial applications
Probability and Statistical Research
Financial Markets and Investment Strategies
Publication details
- Journal / source
- Chapman & Hall/CRC eBooks
- Pages
- xv–xviii
- Publication date
- 11 March 2026
- Language
- EN
- Document type
- Book chapter