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

Reviews in Modern Quantitative Finance: 0 (Annual Reviews In Modern Quantitative Finance: Including Current Aspects Of Fintech, Risk And Investments)
by: Andrey Itkin (Author, Editor)
Publisher: World Scientific Publishing Co Pte Ltd
Publication Date: 22 April 2024
Language: English
Print Length: 400 pages
ISBN-10: 9811281734
ISBN-13: 9789811281730
Book Description
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.