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Reviews in Modern Quantitative Finance Annual Reviews in Modern Quantitative Finance Including Cu

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Description

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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Product Details

  • World Scientific Pub Co I Brand
  • Mar 25, 2024 Pub Date:
  • 9789811281730 ISBN-13:
  • 9811281734 ISBN-10:
  • English Language
  • 9.75 in * 1 in * 7 in Dimensions:
  • 2 lb Weight: