Reviews in Modern Quantitative Finance

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.

• | Author: Andrey Itkin
• | Publisher: World Scientific Publishing Company
• | Publication Date: Apr 09, 2024
• | Number of Pages: NA pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 9811281734
• | ISBN-13: 9789811281730