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Deep Learning in Quantitative Finance

Andrew Green (Scotiabank)

$134.95

Hardback

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English
John Wiley & Sons Inc
20 April 2026
Series: Wiley Finance
The complete and practical guide to one of the hottest topics in quantitative finance

Deep learning, that is, the use of deep neural networks, is now one of the hottest topics amongst quantitative analysts. Deep Learning in Quantitative Finance provides a comprehensive treatment of deep learning and describes a wide range of applications in mainstream quantitative finance. Inside, you’ll find over ten chapters which apply deep learning to multiple use cases across quantitative finance. You’ll also gain access to a companion site containing a set of Jupyter notebooks, developed by the author, that use Python to illustrate the examples in the text. Readers will be able to work through these examples directly.

This book is a complete resource on how deep learning is used in quantitative finance applications. It introduces the basics of neural networks, including feedforward networks, optimization, and training, before proceeding to cover more advanced topics. You’ll also learn about the most important software frameworks. The book then proceeds to cover the very latest deep learning research in quantitative finance, including approximating derivative values, volatility models, credit curve mapping, generating realistic market data, and hedging. The book concludes with a look at the potential for quantum deep learning and the broader implications deep learning has for quantitative finance and quantitative analysts.

Covers the basics of deep learning and neural networks, including feedforward networks, optimization and training, and regularization techniques Offers an understanding of more advanced topics like CNNs, RNNs, autoencoders, generative models including GANs and VAEs, and deep reinforcement learning Demonstrates deep learning application in quantitative finance through case studies and hands-on applications via the companion website Introduces the most important software frameworks for applying deep learning within finance

This book is perfect for anyone engaged with quantitative finance who wants to get involved in a subject that is clearly going to be hugely influential for the future of finance.
By:  
Imprint:   John Wiley & Sons Inc
Country of Publication:   United States
Dimensions:   Height: 279mm,  Width: 229mm,  Spine: 56mm
Weight:   1.588kg
ISBN:   9781119685241
ISBN 10:   1119685249
Series:   Wiley Finance
Pages:   736
Publication Date:  
Audience:   Professional and scholarly ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active

ANDREW GREEN FIMA MINSTP BA MA MAST DPHIL is a Managing Director, and Lead Rates and XVA Quant at Scotiabank with over twenty-five years of experience in quantitative finance. He has previously held leadership roles in XVA modelling at Lloyds Banking Group and Barclays Capital. He is also the author of XVA: Credit, Funding and Capital Valuation Adjustments (Wiley, 2015). Andrew has worked on interest rate, credit, and equity derivative model development and implementation during his career.

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