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portada Advanced Quantitative Risk Management
Type
Physical Book
Publisher
Author
Language
English
Pages
444
Format
Paperback
ISBN13
9798862702170

Advanced Quantitative Risk Management

James Preston (Author) · Independently Published · Paperback

Advanced Quantitative Risk Management - James Preston

New Book Imported to Austria
Delivery: 05 Nov - 09 Nov Shipping: 6 to 7 business days.
47,72 €
Import costs and 10% VAT included in the price ✅
47,72 €

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Synopsis "Advanced Quantitative Risk Management"

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.

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The book is written in English.

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The binding of this edition is Paperback.

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