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Reviews In Modern Quantitative Finance.
・ISBN 978-981-12-8173-0 hard US$ 148.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-981-12-8174-7
| 著者・編者 | Itkin, Andrey (ed.), |
|---|---|
| シリーズ | Annual Reviews in Modern Quantitative Finance: Including Current Aspects of Fintech, Risk and Investments |
| 出版社 | (World Scientific, SI) |
| 出版年月 | 2024.02 |
| ページ数 | 400 pp. |
| 言語 | ENG |
| ニュース番号 | ＜718-226＞ |
解説
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.