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3038 Hennepin Ave Minneapolis, MN
612-822-4611
Nonlinear Risk Systems: Tail Events, Convexity, Path Dependency, and Stress Propagation in Trading Systems

Nonlinear Risk Systems: Tail Events, Convexity, Path Dependency, and Stress Propagation in Trading Systems

Paperback

Investing & Finance

ISBN13: 9798246580356
Publisher: Independently Published
Published: Feb 2 2026
Pages: 492
Weight: 1.30
Height: 1.22 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Nonlinear Risk Systems is a practitioner's field manual for the risks that do not scale nicely. The ones that hide in the tails, compound through feedback loops, and only reveal themselves when your portfolio, your leverage, and the market's microstructure interact in the wrong sequence. This book explains why normal risk models break precisely when you need them most, and how to think in convexity, regime shifts, and stress propagation instead of smooth vol and stable correlations.

Also from

Munrow, Danny

Also in

Investing & Finance