Title: Reviews in Modern Quantitative Finance: 0 (Annual Reviews In Modern Quantitative Finance: Including Current Aspects Of Fintech, Risk And Investments)
Publisher: World Scientific Pub Co Inc
Publication Date: 2024
Language: English
ISBN 10: 9811281734
ISBN 13: 9789811281730
Binding: Paperback
Condition: Very Good
Weight: 254 grams

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Synopsis

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.

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