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

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

1/1

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

Amazon Marketplace

Prices from

52.31

Featured

	€ 52.31	To Shop
	€ 52.31	To Shop

COMPARE ALL WEBSHOPS (2)

Description

Amazon Pages: 640, Paperback, Independently published

Read more

Compare webshops (2)

Shop

Price

€ 52.31

To Shop

€ 52.31

To Shop

Description (1)

Pages: 640, Paperback, Independently published

Read more

Product specifications

Brand	Independently Published
EAN	9798265833402
MPN	RKC2012928283

Independently Published

Measure Theoretic Probability & Risk in Quant Finance: Expectations, Filtrations, Martingales, and...

Compare 2 stores 2 stores

Independently Published

Applied Probability for Trading and Risk Modeling: Monte Carlo Methods Bayesian Updating

Compare 2 stores 2 stores

Independently Published

Risk Management and Sensitivity Analysis for FP&A: Scenario Stress Testing, Monte Carlo...

Compare 2 stores 2 stores

Independently Published

Advanced SQL for Quant Finance & Algorithmic Trading: Risk Engines, Market Systems,...

Compare 2 stores 2 stores

Featured Choice

€ 52.31

To Shop