eBook - Machine Learning for Risk Calculations: A Practitioner's View
Available Exclusively as an eBook | Part of the AI Collection | Only for Institutional Purchase | Publication Year: 2022
Description
This book presents algorithmic solutions using deep learning and Chebyshev tensors to address the significant computational demands of risk calculations in financial institutions. It reviews fundamental techniques and demonstrates practical applications in financial risk areas such as Counterparty Credit Risk, VaR, and portfolio optimization, improving risk management and computational efficiency.
Table of Contents
Part One Fundamental Approximation Methods
Part Two The toolkit — plugging in approximation methods
Part Three Hybrid solutions — approximation methods and the toolkit
Part Four Applications
Appendices