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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
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FX Barrier Options: A Comprehensive Guide for Industry Quants (Applied Quantitative Finance)
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Fractional Calculus & Rough Volatility in Quant Finance: Long-Memory Dynamics, Memory Kernels, and Alpha Signal Design
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Generative AI for Trading: Building Synthetic Data, Market Simulations, and Alpha Signals with LLMs and GANs: Quant Finance with Synthetic Data, GANs, and Large Language Models for Trading
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Functional Data Analysis & Operator Methods for Quant Finance: Infinite-Dimensional Time Series, Kernel Representations, and Market Regime Dynamics with Python
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Deep Learning for Quant Finance: Transformers, LSTMs, and Reinforcement Learning
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Claude AI für Finanzprofis: 130+ institutionelle Prompts für Aktienresearch, Bewertung, Makro, Quant Finance, ESG, Portfolio-Strategie und ... Practical Finance Series) (German Edition)
TEJAS JADHAV
