Overview

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.

Full Product Details

Author:   Andrey Itkin (New York Univ, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Volume:   1
ISBN:  

9789811281730

ISBN 10:   9811281734
Pages:   400
Publication Date:   15 April 2024
Audience:   College/higher education ,  Professional and scholarly ,  Tertiary & Higher Education ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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