This Chapter investigates GP models for financial market structures, including one-dimensional term structures, two-dimensional volatility surfaces (both implied and local), three-dimensional swaption cubes, and valuation of variable annuities. Additionally, the discourse extends into the realms of mortality modeling and actuarial mathematics (linking to variable annuity pricing), illustrating a wider applicability of GP models. The Chapter is accompanied by a R Markdown notebook that illustrates the basics of fitting a mortality surface using a GP surrogate with a separable kernel and a Python Jupyter notebook illustrating fitting a GP with an additive kernel to a forward curve of natural gas futures quotes.