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 |