Stochastic Modelling of Big Data in Finance - Couverture rigide

Swishchuk, Anatoliy

Couverture rigide

ISBN 10 : 1032209267 ISBN 13 : 9781032209265

Editeur : Chapman & Hall/CRC, 2022

Synopsis

This book provides a rigorous overview and exploration of stochastic modelling of big data in finance (BDF). The book describes various stochastic models, including multivariate models, to deal with big data in finance. This includes data in high-frequency and algorithmic trading, specifically in limit order books (LOB).

A propos du livre

À propos de l?auteur

Dr. Anatoliy Swishchuk is a Professor in Mathematical Finance at the Department of Mathematics and Statistics, University of Calgary, Calgary, AB, Canada. He got his B.Sc. and M.Sc. degrees from Kyiv State University, Kyiv, Ukraine. He earned two doctorate degrees in Mathematics and Physics (PhD and DSc) from the prestigious National Academy of Sciences of Ukraine (NASU), Kiev, Ukraine, and is a recipient of NASU award for young scientist with a gold medal for series of research publications in random evolutions and their applications.

Dr. Swishchuk is a chair and organizer of finance and energy finance seminar 'Lunch at the Lab' at the Department of Mathematics and Statistics. Dr. Swishchuk is a Director of Mathematical and Computational Finance Laboratory at the University of Calgary. He was a steering committee member of the Professional Risk Managers International Association (PRMIA), Canada (2006-2015), and is a steering committee member of Global Association of Risk Professionals (GARP), Canada (since 2015).

Dr. Swishchuk is a creator of mathematical finance program at the Department of Mathematics & Statistics. He is also a proponent for a new specialization "Financial and Energy Markets Data Modelling" in the Data Science and Analytics program. His research areas include financial mathematics, random evolutions and their applications, biomathematics, stochastic calculus, and he serves on editorial boards for four research journals. He is the author of more than 200 publications, including 15 books and more than 150 articles in peer-reviewed journals. In 2018 he received a Peak Scholar award.

Détails de l'édition

• Éditeur: Chapman & Hall/CRC
• Date d'édition: 2022
• ISBN 10: 1032209267
• ISBN 13: 9781032209265
• Reliure: Relié
• Langue: anglais
• Numéro d'édition: 1
• Nombre de pages: 280
• Coordonnées du fabricant: non disponible