Risk Engineering for Quant Finance: Stress Testing, Black Swan Modeling, and Tail-Risk Hedging: Build Resilient Trading Systems with Monte Carlo Stress Tests, Fat-Tail Risk Models, and Crisis-Ready - Softcover

Preston, James

 
9798265833402: Risk Engineering for Quant Finance: Stress Testing, Black Swan Modeling, and Tail-Risk Hedging: Build Resilient Trading Systems with Monte Carlo Stress Tests, Fat-Tail Risk Models, and Crisis-Ready
Softcover
ISBN 13: 9798265833402
Verlag: Independently published, 2025

Inhaltsangabe

Reactive Publishing

Financial markets don’t fail when the models say they should, they fail when the models say they can’t. Risk Engineering for Quant Finance gives you the tools to survive and profit when the unexpected becomes reality.

This comprehensive guide goes beyond basic VaR and volatility estimates, showing you how to build crisis-resilient trading systems that thrive under extreme market stress. Learn to model fat-tailed distributions, detect regime shifts before they break your strategy, and design robust hedges that protect capital during black swan events.

Inside, you’ll discover:

  • Advanced Monte Carlo Stress Testing, Simulate extreme drawdowns, liquidity shocks, and tail-risk events with realistic scenarios.

  • Fat-Tail & Black Swan Modeling, Go beyond normality assumptions using EVT, power-law distributions, and Bayesian methods.

  • Crisis-Ready Hedging Frameworks, Deploy convex tail hedges with VIX, CDS, and volatility options to protect portfolios when correlations go to 1.

  • Regime-Switching Models, Build machine-learning classifiers to detect volatility regime changes before they impact PnL.

  • Practical Implementation, Step-by-step Python code for stress tests, risk metrics, and hedging strategies you can deploy today.

Whether you are a quant developer, risk manager, or independent trader, this book will show you how to turn catastrophic risk into predictable, manageable exposure—and build a portfolio that survives the next systemic shock.

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Verlag
Independently published
Erscheinungsdatum
2025
Sprache
Englisch
ISBN 13 
9798265833402
Einband
Taschenbuch
Anzahl der Seiten
640
Herausgeber
Munrow Danny
Kontakt zum Hersteller
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