Before Memmo my notes were scattered across PDFs. Now a workspace pulls everything into one place — I see exactly what's still left to study.
This is the seventh book in a set of ten published under the collective title of Foundations of Quantitative Finance. 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.
The 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.
The 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.
Book 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.
Published and forthcoming titles in the Robert R. Reitano Quantitative Finance Series:
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
Before Memmo my notes were scattered across PDFs. Now a workspace pulls everything into one place — I see exactly what's still left to study.
Memmo's summaries are gold before exams. I don't have to re-read 800 pages two weeks before — just the important parts.
The AI chat has saved me the night before an exam more than once. I just keep asking until I get it — no waiting on a study group to reply.
The quizzes hit exactly what I need to know. Memmo tracks what I get stuck on — so I only practice what's worth it.
Flashcards with spaced repetition are magic. Memmo knows when I'm about to forget something and brings it back.
The AI podcasts are my favorite. I listen on my way to school and get a recap without sitting at a computer.
Handbok i kvalitativa metoder
281 kr
Hållbar utveckling: en introduktion för ingenjörer och andra problemlösare
334 kr
Brymans Samhällsvetenskapliga metoder
390 kr
Projektledning
491 kr
Den orättvisa hälsan: om socioekonomiska skillnader i hälsa och livslängd
326 kr
Vetenskapsteori för nybörjare
196 kr
Organizational Leadership
429 kr
På väg mot läraryrket
172 kr
Det sociala livet i skolan: Socialpsykologiska perspektiv
253 kr
Betygsättningens didaktik
151 kr
Personality
402 kr
Studying Leadership
404 kr
Managing Innovation
477 kr
Introduktion till samhällsvetenskaplig metod
347 kr
The Psychology of Sex and Gender
698 kr
Evidens och kunskap för socialt arbete
207 kr
Introduction to Leadership
605 kr