Book Series: Annual Review in Modern Quantitative Finance

Andrey Itkin
New York University
New York, NY USA

Series Advisory Board

Leif Andersen
Bank of America
New York, NY USA

Damiano Brigo
Imperial College
London, UK

Peter Carr
New York University
New York, NY USA

Igor Halperin
Fidelity Investments
Boston, MA USA

Alex Lipton
The Hebrew University of Jerusalem
Jerusalem, Israel

Dilip Madan
University of Maryland
College Park, MD, USA

Cornelis Oosterlee
Utrecht University
Utrecht, Netherlands

Wim Schoutens
University of Leuven
Leuven, Belgium

This series of books aims to offer a wide view of the current state of modern quantitative finance. Topics of quantitative finance have been significantly extended over the last several years, and nowadays also include fintech, blockchain and distributed ledgers, cryptocurrencies, financial machine learning and artificial intelligence models, etc. This series is conceived to offer reviews of recent/contemporary key results in these areas, as well as original contributions. Other formats acceptable for this series include authored monographs, collected works of noted scholars, surveys of defined subfields of finance, or regular research articles.

Topics of the series will be broad enough to cover relevant aspects from both traditional quantitative disciplines such as Mathematics, Stochastics, Statistics, Engineering, Computer Science, Economics, Econophysics, Risk Management, Investments, Insurance, and more recent areas such as Fintech (digital lending and credit, mobile banking, mobile payments, cryptocurrency & blockchain), Machine Learning (deep learning, reinforcement learning, etc.) or other quantitative disciplines. The current plan is to publish 2-3 issues per year.

Please address all queries and send proposals to Andrey Itkin at aitkin@nyu.edu.