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Showing 1 - 12 of 12 results for “itkin”
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  • Right Back Where I Started: A Memoir in Music

    by Itkin, David ...
    The life of a maestro appears glamorous from afar, but seen through the eyes of a conductor with more than one thousand performances on the podium throughout the United States and around the world, it isn’t all curtain calls and champagne. We make the choices critical to our success and happiness when we are least able to see the consequences, and it may take the better part of a lifetime to ... Read more

    $20.19 USD

  • Reviews in Modern Quantitative Finance

    by Andrey Itkin ...
    Series Book 1 - Annual Reviews in Modern Quantitative Finance: Including Current Aspects of Fintech, Risk and Investments
    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 ... Read more

    $106.19 USD

  • Introduction to AI Testing

    Guide to ISTQB® CT-AI Certification

    by Iosif Itkin, Iuliia Emelianova, Dmitrii Degtiarenko, Anna-Maria Lukina ...
    Foreword by Klaudia Dussa-Zieger, P******resident of ISTQB®This book offers a comprehensive introduction to artificial intelligence and machine learning fundamentals, equipping software testers with the skills to effectively leverage AI-powered solutions for testing complex systems and AI applications. It also fully prepares readers for the ISTQB® Certified Tester AI Testing (CT-AI) certification ... Read more

    $37.99 USD

  • Generalized Integral Transforms In Mathematical Finance

    by Andrey Itkin, Alexander Lipton, Dmitry Muravey ...
    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 moving boundaries. These problems include: (a) semi-closed form pricing of options in the one-factor models with time-dependent barriers (Bachelier, Hull-White, CIR, CEV); (b) analyzing an ... Read more

    $120.99 USD

  • Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models

    by Andrey Itkin ...
    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 problems that have not drawn sufficient attention so far, for example: a) construction of analytical solutions of the Dupire equation for an arbitrary shape of the local volatility function; b) ... Read more

    $62.99 USD

  • Pricing Derivatives Under Lévy Models

    Modern Finite-Difference and Pseudo-Differential Operators Approach

    by Andrey Itkin ...
    Series series Mathematics and Statistics (R0)
    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 approaches. The method, based on pseudo-differential operators and several original contributions to the theory of finite-difference schemes, is new as applied to the Lévy processes in finance, and is ... Read more

    $80.99 USD

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  • Mathematical Modelling and Numerical Methods in Finance

    Special Volume

    by Alain Bensoussan, Qiang Zhang, Philippe G. Ciarlet ...
    Series Book 15 - Handbook of Numerical Analysis
    Mathematical finance is a prolific scientific domain in which there exists a particular characteristic of developing both advanced theories and practical techniques simultaneously. Mathematical Modelling and Numerical Methods in Finance addresses the three most important aspects in the field: mathematical models, computational methods, and applications, and provides a solid overview of major new ... Read more

    $215.99 USD

  • The Fascination of Probability, Statistics and their Applications

    In Honour of Ole E. Barndorff-Nielsen

    Edited by Mark Podolskij, Robert Stelzer, Steen Thorbjørnsen, Almut E. D. Veraart ...
    Series series Mathematics and Statistics (R0)
    Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas.The contributions are dedicated to and inspired by the research of ... Read more

    $98.09 USD

  • Finite Difference Methods in Financial Engineering

    A Partial Differential Equation Approach

    by Daniel J. Duffy ...
    Series series The Wiley Finance Series
    The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970's we have seen a surge in the number of models for a wide range of products such as plain and exotic options, interest rate derivatives, real options and many others. Gone are the ... Read more

    $109.00 USD

  • Structural Macroeconometrics

    Second Edition

    by David N. DeJong, Chetan Dave ...
    The revised edition of the essential resource on macroeconometricsStructural Macroeconometrics provides a thorough overview and in-depth exploration of methodologies, models, and techniques used to analyze forces shaping national economies. In this thoroughly revised second edition, David DeJong and Chetan Dave emphasize time series econometrics and unite theoretical and empirical research, while ... Read more

    $68.39 USD

  • Statistical Distributions

    by Catherine Forbes, Merran Evans, Nicholas Hastings, Brian Peacock ...
    A new edition of the trusted guide on commonly used statistical distributionsFully updated to reflect the latest developments on the topic, Statistical Distributions, Fourth Edition continues to serve as an authoritative guide on the application of statistical methods to research across various disciplines. The book provides a concise presentation of popular statistical distributions along with ... Read more

    $75.00 USD

  • Advanced Kalman Filtering, Least-Squares and Modeling

    A Practical Handbook

    by Bruce P. Gibbs ...
    This book is intended primarily as a handbook for engineers who must design practical systems.Its primary goal is to discuss model development in sufficient detail so that the reader may design an estimator that meets all application requirements and is robust to modeling assumptions. Since it is sometimes difficult to a priori determine the best model structure, use of exploratory data analysis ... Read more

    $158.00 USD