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Machine Learning for Risk Calculations - A Practitioner's View

Name: Machine Learning for Risk Calculations - A Practitioner's View
Brand: John Wiley & Sons Inc
SKU: 9781119791386
Price: 1787 CZK
Availability: InStock

Autor: Ignacio Ruiz, Mariano Zeron

Jazyk:

Vazba: Pevná

Vydavatel: John Wiley & Sons Inc

Dostupnost: Skladem u dodavatele v malém množství

Odesíláme za 11-15 dnů

1 787 Kč

State-of-the-art algorithmic deep learning and tensoring techniques for financial institutionsThe co...

Informace o knize

Autor

Ignacio Ruiz, Mariano Zeron

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2022

Stránek

464

EAN

9781119791386

ISBN

1119791383

Enbook ID

33480770

Vydavatel

John Wiley & Sons Inc

Hmotnost

970

Rozměry

254 x 180 x 35

Kompletní popis

State-of-the-art algorithmic deep learning and tensoring techniques for financial institutionsThe computational demand of risk calculations in financial institutions has ballooned and shows no sign of stopping. It is no longer viable to simply add more computing power to deal with this increased demand. The solution? Algorithmic solutions based on deep learning and Chebyshev tensors represent a practical way to reduce costs while simultaneously increasing risk calculation capabilities. Machine Learning for Risk Calculations: A Practitioner's View provides an in-depth review of a number of algorithmic solutions and demonstrates how they can be used to overcome the massive computational burden of risk calculations in financial institutions.This book will get you started by reviewing fundamental techniques, including deep learning and Chebyshev tensors. You'll then discover algorithmic tools that, in combination with the fundamentals, deliver actual solutions to the real problems financial institutions encounter on a regular basis. Numerical tests and examples demonstrate how these solutions can be applied to practical problems, including XVA and Counterparty Credit Risk, IMM capital, PFE, VaR, FRTB, Dynamic Initial Margin, pricing function calibration, volatility surface parametrisation, portfolio optimisation and others. Finally, you'll uncover the benefits these techniques provide, the practicalities of implementing them, and the software which can be used.* Review the fundamentals of deep learning and Chebyshev tensors* Discover pioneering algorithmic techniques that can create new opportunities in complex risk calculation* Learn how to apply the solutions to a wide range of real-life risk calculations.* Download sample code used in the book, so you can follow along and experiment with your own calculations* Realize improved risk management whilst overcoming the burden of limited computational powerQuants, IT professionals, and financial risk managers will benefit from this practitioner-oriented approach to state-of-the-art risk calculation.

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