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Andrey Itkin
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.
Ebooks
Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models
$70.00
$56.00
Generalized Integral Transforms in Mathematical Finance
$134.00
$107.20
Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach
$31.62
$27.40