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Bücher von Andrey Itkin

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  • von Andrey Itkin
    165,00 €

    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.

  • - Modern Finite-Difference and Pseudo-Differential Operators Approach
    von Andrey Itkin
    77,00 €

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