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Business, Finance & Law      Professional Finance

Reviews in Modern Quantitative Finance: 0 (Annual Reviews In Modern Quantitative Finance: Including Current Aspects Of Fintech, Risk And Investments)

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Book Details
Language
English
Publishers
World Scientific Publishing Co Pte Ltd (22 April 2024)
Weight
0.83 KG
Publication Date
25/03/2024
ISBN-10
9811281734
Pages
400 pages
ISBN-13
9789811281730
Dimensions
17.78 x 2.54 x 24.77 cm
SKU
9789811281730
Author Name
Andrey Itkin (Author
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This volume contains 6 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 will be useful for both researchers and practitioners. .

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