Andrey Itkin is an Adjunct Professor of computational and algorithmic finance at the Tandon School of Enginering at New York University and Director, Senior Quant Research Associate at Bank of America.
5 หนังสืออิเล็กทรอนิกส์โดย Andrey Itkin
Andrey Itkin: Pricing Derivatives Under Lévy Models
This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing appro …
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€85.59
Andrey Itkin & Evgency G Kolesnichenko: MICROSCOPIC THEORY OF CONDENSAT… (V44)
This book summarizes results on the creation of a new theory of condensation which has an impact on consideration of some microscopic effects left aside in the usual nucleation theories. In particula …
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€154.99
Andrey Itkin: FITTING LOCAL VOLATILITY
The concept of local volatility as well as the local volatility model are one of the classical topics of mathematical finance. Although the existing literature is wide, there still exist various prob …
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€69.99
Andrey Itkin & Alexander Lipton: GENERALIZED INTEGRAL TRANSFORMS IN MATHEMATICAL FINANCE
This book describes several techniques, first invented in physics for solving problems of heat and mass transfer, and applies them to various problems of mathematical finance defined in domains with …
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€134.99
Andrey Itkin: REVIEWS IN MODERN QUANTITATIVE FINANCE
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 ma …
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€119.99
