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Reviews In Modern Quantitative Finance
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Reviews In Modern Quantitative Finance

Book Details

Format Hardback or Cased Book
ISBN-10 9811281734
ISBN-13 9789811281730
Publisher World Scientific Publishing Co Pte Ltd
Imprint World Scientific Publishing Co Pte Ltd
Country of Manufacture GB
Country of Publication GB
Publication Date Apr 9th, 2024
Print length 400 Pages
Ksh 24,300.00
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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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