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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
Icon image Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models
Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models
CHF 60.03CHF 42.02
Icon image Generalized Integral Transforms in Mathematical Finance
Generalized Integral Transforms in Mathematical Finance
CHF 114.92CHF 80.44
Icon image Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach
Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach
CHF 95.00CHF 66.50
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Switzerland (English)