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Signature Methods in Finance
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  • Title: Signature Methods in Finance: An Introduction with Computational Applications
  • Author(s) Christian Bayer, Goncalo dos Reis, Blanka Horvath, Harald Oberhauser
  • Publisher: Springer (2025); eBook (Creative Commons Licensed)
  • License(s): Creative Commons License (CC)
  • Hardcover/Paperback: 440 pages
  • eBook: PDF and ePub
  • Language: English
  • ISBN-10/ASIN: 3031972384
  • ISBN-13: 978-3031972386
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Book Description

This Open Access volume offers an accessible entry point into the fast-growing field of signature methods in finance. Signature methods provide a parsimonious description of paths of stochastic processes and, through the signature kernel, open a rich and compelling framework at the interface between machine learning and mathematical finance.

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