{"product_id":"foundations-of-quantitative-finance-book-vii-brownian-motion-and-other-stochastic-processes","title":"Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes","description":"\u003cp\u003eThis is the seventh book in a set of ten published under the collective title of \u003ci\u003e\u003cstrong\u003eFoundations of Quantitative Finance\u003c\/strong\u003e\u003c\/i\u003e. The targeted readers are students, researchers, and practitioners of quantitative finance who find that many sources for financial applications are written at a level assuming significant mathematical expertise.\u003c\/p\u003e\u003cp\u003eThe goal for this series is to provide a complete and detailed development of the many foundational mathematical theories and results one finds referenced in popular resources in finance and quantitative finance. The included topics have been curated from vast mathematics and finance literature for the express purpose of supporting applications in quantitative finance. The hope is that this series will advance the reader’s career.\u003c\/p\u003e\u003cp\u003eThe series is logically sequential. Books I, III, and V develop foundational mathematical results needed for the probability theory and finance applications of Books II, IV, and VI, respectively. Books VII, VIII, and IX then develop results in the theory of stochastic processes, and Book X develops applications of these stochastic and other models to finance. All ten volumes are extensively self-referenced.\u003c\/p\u003e\u003cp\u003eBook VII introduces and develops properties of Brownian motion, arguably the most famous of stochastic processes, as well as two other classes of stochastic processes with properties enjoyed by Brownian motion, namely, Markov processes and martingales. Brownian motion is the central idea needed for most continuous time models in finance, and indeed most applications of stochastic processes. For some with more experience, this book will be the place to start in the series, while others will find Books I-VI provide a needed foundation.\u003c\/p\u003e\u003cp\u003ePublished and forthcoming titles in the Robert R. Reitano Quantitative Finance Series: \u003c\/p\u003e\u003cp\u003eBook I. \u003cstrong\u003e\u003cem\u003eMeasure Spaces and Measurable Functions\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003eBook II. \u003cstrong\u003e\u003cem\u003eProbability Spaces and Random Variables\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003eBook III. \u003cstrong\u003e\u003cem\u003eThe Integrals of Riemann, Lebesgue, and (Riemann-)Stieltjes\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003eBook IV. \u003cstrong\u003e\u003cem\u003eDistribution Functions and Expectations\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003eBook V. \u003cstrong\u003e\u003cem\u003eGeneral Measure and Integration Theory\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003eBook VI. \u003cstrong\u003e\u003cem\u003eDensities, Transformed Distributions, and Limit Theorems\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003eBook VII. \u003cstrong\u003e\u003cem\u003eBrownian Motion and Other Stochastic Processes\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003eBook VIII. \u003cstrong\u003e\u003cem\u003eItô Integration and Stochastic Calculus 1\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003eBook IX. \u003cstrong\u003e\u003cem\u003eStochastic Calculus 2 and Stochastic Differential Equations\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e\u003cp\u003eBook X. \u003cstrong\u003e\u003cem\u003eClassical Models and Applications in Finance\u003c\/em\u003e\u003c\/strong\u003e\u003c\/p\u003e","brand":"Taylor \u0026 Francis Ltd","offers":[{"title":"Default Title","offer_id":56107073274200,"sku":"9781032231174","price":248.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9781032231174_6976f8ec-d513-4934-8345-c55e9bd05666.jpg?v=1771984831","url":"https:\/\/agendabookshop.com\/products\/foundations-of-quantitative-finance-book-vii-brownian-motion-and-other-stochastic-processes","provider":"Agenda Bookshop","version":"1.0","type":"link"}