Name: Advanced Quantitative Risk Management (en Inglés)
SKU: 69027561
Price: 48.98 USD
Availability: InStock
Author: James Preston
ISBN: 9798862702170

portada Advanced Quantitative Risk Management (en Inglés)

Advanced Quantitative Risk Management (en Inglés)

Formato

Libro Físico

Editorial

Independently Published

Autor

James Preston

Idioma

Inglés

N° páginas

444

Encuadernación

Tapa Blanda

ISBN13

9798862702170

Advanced Quantitative Risk Management (en Inglés)

James Preston (Autor) · Independently Published · Tapa Blanda

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Reseña del libro "Advanced Quantitative Risk Management (en Inglés)"

Reactive PublishingMaster the Mathematical and Structural Mechanics of Institutional Risk ControlAdvanced Quantitative Risk Management provides a rigorous, unified treatment of the quantitative frameworks used to measure, model, and mitigate extreme market outcomes. Designed for quantitative analysts, portfolio managers, and financial engineers, this text bridges the gap between theoretical risk metrics and practical tail risk management.Moving beyond standard variance-based models, this book details the advanced statistical tools necessary to capture non-normal distributions, systemic shocks, and complex asset dependencies.Inside, you will find:Volatility Modeling: Practical applications of stochastic volatility models, GARCH variants, and high-frequency volatility estimation in stressed market regimes.Copula Theory & Dependency Structures: Step-by-step methodologies for applying Archimedean and Elliptical copulas to capture joint tail dependency and non-linear asset correlations.Tail Risk Frameworks: Advanced application of Extreme Value Theory (EVT), including Generalized Pareto Distributions (GPD) for accurate Value-at-Risk (VaR) and Expected Shortfall (ES) estimation.Hedging Strategies: Quantitative approaches to designing and executing asymmetric downside protection, convex payoff structures, and dynamic tail risk overlay strategies.Whether you are designing institutional risk systems or refining options overlays, this volume serves as a comprehensive reference for modern quantitative risk control and tail risk engineering.