Gaussian process models quantitative von ludkovski michael (2 Ergebnisse)
- Softcover
Anbieter: Revaluation Books, Exeter, Vereinigtes KönigreichRevaluation Books
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EUR 85,28
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Paperback. Zustand: Brand New. 150 pages. 9.25x6.10x8.90 inches. In Stock.
- Softcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
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EUR 58,84
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 finan…ce. 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 applicationsthat 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 not Elektronisches Buch that provide the reader direct illustrations of the covered material and are available via a public GitHub repository.
