Gaussian Process Models for Quantitative Finance

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 p...

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Bibliographic Details

Main Authors:	Ludkovski, Michael (Author), Risk, Jimmy (Author)
Corporate Author:	SpringerLink (Online service)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer Nature Switzerland : Imprint: Springer, 2025.
Edition:	1st ed. 2025.
Series:	SpringerBriefs in Quantitative Finance,
Subjects:	Social sciences > Mathematics. Stochastic processes. Machine learning. Mathematics in Business, Economics and Finance. Stochastic Processes. Machine Learning. Stochastic Systems and Control.
Online Access:	https://doi.org/10.1007/978-3-031-80874-6
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