Contact
How to shop
Delivery
Shopping guide
Gaussian Process Models for Quantitative Finance
English
137 b
Delivery to Austria
Up to 30 days for returns
Customers also purchased
/
Paperback
15.89
€
/
Paperback
25.19
€
/
Paperback
44.19
€
This book describes the diverse applications of Gaussian Process (GP) models in mathematical finance. Spurred by the transformative influence of machine learning frameworks, the text aims to integrate GP modeling into the fabric of quantitative finance. The first half of the book provides an entry point for graduate students, established researchers and quant practitioners to get acquainted with GP methodology. A systematic and rigorous introduction to both GP fundamentals and most relevant advanced techniques is given, such as kernel choice, shape-constrained GPs, and GP gradients. The second half surveys the broad spectrum of GP applications that demonstrate their versatility and relevance in quantitative finance, including parametric option pricing, GP surrogates for optimal stopping, and GPs for yield and forward curve modeling. The book includes online supplementary materials in the form of half a dozen computational Python and R notebooks that provide the reader direct illustrations of the covered material and are available via a public GitHub repository.
About the book
English
Categories
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Book
18.49
€
/
Paperback
118.39
€
/
Paperback
8.19
€
/
Paperback
82.19
€
/
Hardback
46.29
€
/
Paperback
33.29
€
Hi! I'm Libroamiko, your book advisor.
How can I help you?