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...
| Príomhchruthaitheoir: | |
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| Rannpháirtithe: | |
| Formáid: | Final Year Project (FYP) |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Nanyang Technological University
2023
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| Ábhair: | |
| Rochtain ar líne: | https://hdl.handle.net/10356/166446 |