Main Content

Foundations of Quantitative Finance, Book 1: Measure Spaces and Measurable Functions

Foundations of Quantitative Finance, Book 2: Probability Spaces and Random Variables

Introduction to Quantitative Finance: A Math Tool Kit (Chinese Edition)

Instructor's Manual to Accompany Introduction to Quantitative Finance: A Math Tool Kit

Introduction to Quantitative Finance: A Math Tool Kit

Student Solutions Manual to Accompany Introduction to Quantitative Finance: A Math Tool Kit

Yield Curve Risk Management

Two Paradigms for the Market Value of Liabilities

Non-Parallel Yield Curve Shifts and Stochastic Immunization

Multivariate Stochastic Immunization Theory

Non-Parallel Yield Curve Shifts and Convexity

Non-Parallel Yield Curve Shifts and Immunization

Multivariate Duration Analysis

Multivariate Immunization Theory

Non-Parallel Yield Curve Shifts and Spread Leverage

A Statistical Analysis of Banded Data with Applications

Non-Parallel Yield Curve Shifts and Durational Leverage

Mortality Cost Valuation of Underwriting Requirements

Robert R. Reitano

Publication Details:
Reitano, Robert R.. Foundations of Quantitative Finance, Book 1: Measure Spaces and Measurable Functions. First ed. Self-published, 2017.

Publication Details:
Reitano, Robert R.. Foundations of Quantitative Finance, Book 2: Probability Spaces and Random Variables. First ed. Self-published, 2017.

Publication Details:
Reitano, Robert R.. Introduction to Quantitative Finance: A Math Tool Kit (Chinese Edition). First ed. Shanghai, China: Truth & Wisdom Press, 2015.

Publication Details:
Reitano, Robert R.. Instructor's Manual to Accompany Introduction to Quantitative Finance: A Math Tool Kit. First ed. Cambridge, MA: The MIT Press, 2010.

Publication Details:
Reitano, Robert R.. "Two Paradigms for the Market Value of Liabilities." North American Actuarial Journal Volume 1. Number 4 (1997): 104-122.

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Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Stochastic Immunization." Journal of Portfolio Management Volume 22. Number 2 (1996): 71-78.

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Reitano, Robert R.. "Multivariate Stochastic Immunization Theory." Transactions of the Society of Actuaries XLV. (1994): 425-461.

Publication Details:
Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Convexity." Transactions of the Society of Actuaries XLIV. (1993): 479-499.

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Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Immunization." Journal of Portfolio Management Volume 18. Number 3 (1992): 36-43.

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Reitano, Robert R.. "Multivariate Duration Analysis." Transactions of the Society of Actuaries XLIII. (1991): 335-376.

Publication Details:
Reitano, Robert R.. "Multivariate Immunization Theory." Transactions of the Society of Actuaries XLIII. (1991): 393-428.

Publication Details:
Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Spread Leverage." Journal of Portfolio Management Volume 17. Number 3 (1991): 82-87.

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Reitano, Robert R.. "A Statistical Analysis of Banded Data with Applications." Transactions of the Society of Actuaries XLII. (1990): 375-404.

Publication Details:
Reitano, Robert R.. "Non-Parallel Yield Curve Shifts and Durational Leverage." Journal of Portfolio Management Volume 16. Number 4 (1990): 62-67.

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Reitano, Robert R.. "Mortality Cost Valuation of Underwriting Requirements." Transactions of the Society of Actuaries XXXIV. (1982): 277-322.