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Reviews in Modern Quantitative Finance

Editor

Listed:
  • Andrey Itkin
    (New York University, USA)

Abstract

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.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Andrey Itkin (ed.), 2024. "Reviews in Modern Quantitative Finance," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 13553, June.
    • Handle: RePEc:wsi:wsbook:13553
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/13553
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    Book Chapters

    The following chapters of this book are listed in IDEAS

    More about this item

    Keywords

    Quantitative Finance; Financial Engineering; Mathematical Finance; Computational Finance; Computational Methods; Computational Problems; Pricing of Securities; Trading; Market Microstructures; Risk Theory; Queuing Theory; Asset Management Technique; Liability Management Technique; Risk Measures; Solvency; Financial Instability; Fintech; Cryptocurrencies; Financial Machine Learning; Artificial Intelligence; Fintech; Quantum Computing; Distributed Ledgers; Econophysics;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C - Mathematical and Quantitative Methods
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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