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Foundations of Quantitative Finance-Drafts
Developed over more than ten years, these downloadable volumes are the original drafts of Books I-VIII as later published by Taylor & Francis in the Chapman and Hall/CRC Financial Mathematics Series. The published versions have been corrected, as well as greatly revised and expanded.
This advanced eight-volume series is logically sequential. Books I, III, and V develop foundational mathematics needed for the probability theory and finance applications of Books II, IV, and VI, respectively. Books VII and VIII develop results on stochastic processes used in finance.
Foundations of Quantitative Finance Book I: Measure Spaces and Measurable Functions, Draft
Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables, Draft
Foundations of Quantitative Finance Book III: The Integrals of Lebesgue and (Riemann-)Stieltjes, Draft
Foundations of Quantitative Finance Book IV: Distribution Functions and Expectations, Draft
Foundations of Quantitative Finance Book V: General Measure and Integration Theory, Draft
Foundations of Quantitative Finance Book VI: Densities, Transformed Distributions and Limit Theorems, Draft
Foundations of Quantitative Finance book VII: Brownian Motion and Other Stochastic Processes, Draft
Foundations of Quantitative Finance book VIII: Itô Integration and Stochastic Calculus 1, Draft
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Foundations of Quantitative Finance Books I-X
