Neural Networks for Derivatives Pricing: Advanced Deep Learning Architectures: Cutting-Edge Models for Options, Futures, and Complex Financial Instruments
In today's fast-moving markets, traditional pricing models are no longer enough to capture the complexity of derivatives. Neural Networks for Derivatives Pricing: Advanced Deep Learning Architectures provides finance professionals, quantitative researchers, and graduate students with a comprehensive guide to applying modern AI techniques in derivatives valuation.
This book bridges theory and practice, showing how neural networks, deep reinforcement learning, and advanced architectures outperform legacy stochastic models. You'll learn how to design, train, and implement neural models for options pricing, volatility forecasting, and exotic derivative products, equipping you with a competitive edge in algorithmic finance.
Inside, you'll discover:
How deep learning enhances classical models such as Black-Scholes and Heston.
Practical frameworks for volatility surface modeling and risk management.
Cutting-edge applications of transformers, LSTMs, and diffusion models in derivatives pricing.
Case studies with real-world market data to validate performance.
Whether you are a quant developer seeking advanced tools, a trader looking for AI-driven insights, or a student aiming to master financial engineering with neural networks, this book provides the knowledge and step-by-step guidance to thrive in the next generation of finance.
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