Reviews in Modern Quantitative Finance (Hardcover) (ISBN-13: 9789811281730)

This volume contains six chapters which cover several modern topics of quantitative finance and reflect the most significant trends currently shaping this field. The chapters discuss in detail and make original contributions to stochastic/fractional volatility models and their asymptotic solutions (Chapter 1); equity trading, optimal portfolios and related problems (Chapters 2, 5, 6); machine learning and NLP (Chapters 2, 3); and economic scenario generation (Chapter 4), and are written by the leading experts in the field. This book is useful for both researchers and practitioners.

Author: Andrey Itkin
ISBN-10: 9811281734
ISBN-13: 9789811281730
Publisher: World Scientific Publishing Company
Language: English
Published: 04/09/2024
Pages: 400
Format: Hardcover
Weight: 1.84lbs
Size: 9.61h x 6.69w x 0.88d