Download or read book Reviews In Modern Quantitative Finance written by Andrey Itkin and published by World Scientific. This book was released on 2024-03-12 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.