Leveraging approximation properties of neural networks for efficient bond pricing

The purpose of this report is to examine the applications of deep learning-based approxi- mation techniques in the pricing of various financial instruments, with a particular emphasis on bond pricing methodologies. The report seeks to approximate pricing maps for bonds and options on the forward cur...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Samay, Panwar
Rannpháirtithe: Nicolas Privault
Formáid: Final Year Project (FYP)
Teanga:English
Foilsithe / Cruthaithe: Nanyang Technological University 2023
Ábhair:
Rochtain ar líne:https://hdl.handle.net/10356/166446