{"product_id":"neural-rough-volatility-takehiro-kanegi-9798184746197","title":"Neural Rough Volatility: Advanced Options Arbitrage and Surface Modeling with Transformers","description":"\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003cp\u003eIn today's high-frequency, data-rich markets, traditional volatility models fall short. Enter the powerful fusion of \u003cb\u003erough volatility\u003c\/b\u003e frameworks and modern \u003cb\u003edeep learning, \u003c\/b\u003especifically \u003cb\u003eTransformers, \u003c\/b\u003ethat is redefining how quantitative traders, researchers, and risk managers capture market dynamics.\u003c\/p\u003e\u003cp\u003eThis cutting-edge guide bridges stochastic processes, fractional Brownian motion, and state-of-the-art neural architectures to deliver practical, high-performance solutions for: \u003c\/p\u003e\u003cul\u003e\n\u003cli\u003e\n\u003cb\u003eRough volatility modeling\u003c\/b\u003e (including the Rough Bergomi model and its extensions)\u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003eNeural calibration\u003c\/b\u003e of volatility surfaces with unprecedented speed and accuracy\u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003eTransformer-based forecasting\u003c\/b\u003e of implied volatility dynamics and term-structure behavior\u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003eAdvanced options arbitrage\u003c\/b\u003e strategies that exploit mispricings across strikes, maturities, and underlyings\u003c\/li\u003e\n\u003cli\u003e\n\u003cb\u003eReal-time surface modeling\u003c\/b\u003e and hedging in equity, FX, and commodity markets\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eYou'll discover how to implement end-to-end pipelines in Python, from simulating rough paths and training attention-based models to deploying arbitrage engines that adapt to regime shifts. Complete with mathematical foundations, code repositories, performance benchmarks, and production-ready techniques, this book equips you to move beyond Black-Scholes limitations and extract genuine alpha from volatility surfaces.\u003c\/p\u003e\u003cp\u003e\u003cb\u003ePerfect for: \u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003eQuantitative researchers and PhD-level practitioners\u003c\/li\u003e\n\u003cli\u003eOptions traders and volatility arbitrage desks\u003c\/li\u003e\n\u003cli\u003eMachine learning engineers working in finance\u003c\/li\u003e\n\u003cli\u003eRisk managers and portfolio strategists seeking next-generation tools\u003c\/li\u003e\n\u003c\/ul\u003e\u003cp\u003eWhether you're refining Heston-style models, exploring fractional volatility, or building Transformer-driven trading systems, \u003ci\u003eNeural Rough Volatility\u003c\/i\u003e provides the rigorous theory and battle-tested code you need to stay ahead in an increasingly competitive market.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Takehiro Kanegi,James Preston\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9798184746197\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Independently Published\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 06\/28\/2026\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 416\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.10lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 1.03d","brand":"Takehiro Kanegi","offers":[{"title":"Paperback","offer_id":49174076260607,"sku":"9798184746197","price":39.99,"currency_code":"USD","in_stock":true}],"url":"https:\/\/www.whiterainbookhouse.com\/products\/neural-rough-volatility-takehiro-kanegi-9798184746197","provider":"WR Book House","version":"1.0","type":"link"}