(正版) 现代量化金融综述 Reviews In Modern Quantitative Finance (需预定或E版)
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￥ 3599 全新
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作者Andrey Itkin
出版社World Scientific Publishing Co Pte Ltd
ISBN9789811281730
出版时间2024
装帧精装
上书时间2024-04-22
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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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