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Post-crisis Quant Finance

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Post-crisis Quant Finance

4.85 88,388 ratings · 1,873 reviews
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Overview: This book outlines practically relevant solutions to the complexities faced by quants post-crisis. Each of the 20 chapters targets a specific technical issue including pricing, hedging and risk management of financial securities.Post-Crisis Quant Finance is a must-read for quants, statisticians, researchers, risk managers, analysts and economists looking for the latest practical quantitative models designed by expert market practitioners.The financial crisis of 2007-8 shook the world of quantitative finance. First, it caused the industry as a whole to question long-held truisms which threw into doubt the pricing of even the most vanilla of derivatives. Second, the regulatory response dramatically reshaped the derivatives industry leading quants to shift their focus on capital, funding and of course risk.The result has not been, as some doomsayers predicted, the end of quantitative finance or appreciation of its contribution to financial institutions and markets. Rather, quants have begun to rebuild. Aware now that frictions in markets under duress are the norm, not the exception, they are improving existing resilient models and developing new ones.It is this new wave of developments that is the focus of Post-Crisis Quant Finance, edited and introduced by Risk magazine s Technical Editor, Mauro Cesa. Post-Crisis Quant Finance brings together for the first time 20 peer-reviewed papers from the Cutting Edge series of Risk, internationally recognised among the quantitative community.

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Book details & editions

ISBN
40109102
Publication date
2013
Language
Eng
Pages
N/A pages
Reading Options
PDF · EPUB · Mobi
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Mauro Cesa
About the Author
Mauro Cesa
19,375 Followers

Mauro Cesa is a writer and avid reader based in the Pacific Northwest. Before pursuing writing full-time, they spent over a decade working in education. When not working on their next book, Mauro Cesa can usually be found hiking with their dog or trying out new coffee shops in their neighborhood.

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Karen Young
Karen Young July 30, 2025
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. A wonderful companion for a quiet weekend.
Richard Ramirez
Richard Ramirez December 07, 2025
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Edward Martin
Edward Martin May 15, 2025
A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. I would highly recommend this to discerning readers.
Donna Thomas
Donna Thomas January 09, 2025
An acceptable diversion. It verged on repetitive in the second act. A more concise edit would have served it well. Suitable if your reading queue is empty.
James Sanchez
James Sanchez June 14, 2024
Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
Elizabeth Garcia
Elizabeth Garcia November 22, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
Joseph Nelson
Joseph Nelson August 03, 2024
Excellent, though slightly flawed. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
Eric King
Eric King April 22, 2024
A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Joshua Lopez
Joshua Lopez April 23, 2024
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Donald Hall
Donald Hall October 16, 2025
Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
Brian Roberts
Brian Roberts December 04, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Brian Ramirez
Brian Ramirez July 20, 2025
Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Jacob Hall
Jacob Hall June 21, 2024
Took a moment to build, but the payoff was spectacular. The protagonist was compelling, though some subplots felt slightly overshadowed. Quite impressive overall.
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Carol Hernandez February 26, 2025
Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
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Not entirely to my refined tastes. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Perhaps more aligned with a different audience's tastes.
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Lisa Hall August 03, 2024
Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Richard Campbell
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Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
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Charles Gonzalez July 06, 2025
Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
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A profoundly satisfying read. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
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Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
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A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
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Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
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A profoundly satisfying read. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
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Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
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Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Deborah Thompson
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Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A solid 4 stars from me.
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Laura Harris
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A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Kevin Robinson
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Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
Nancy Lopez
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Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
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Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An effortless 5 stars.
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Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Laura Torres
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Excellent, though slightly flawed. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
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Exceeded all my expectations. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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Carol Clark January 31, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Nancy Rodriguez
Nancy Rodriguez May 13, 2025
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Amanda Williams
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Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Melissa Robinson
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Took a moment to build, but the payoff was spectacular. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
Carol Wilson
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I thoroughly enjoyed the elegance of it. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Donald Moore
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I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I will undoubtedly revisit this masterpiece.
Gary Edwards
Gary Edwards November 20, 2024
It was adequate. Certain acts were fascinating, while others felt like a slight endeavor to complete. A fair 3 stars.
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Not entirely to my refined tastes. The prose was competent, yet the characters lacked the depth I usually seek. Unlikely to reread, but a reasonable expenditure of time.
George Gomez
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Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Eric White
Eric White February 20, 2024
Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. Quite impressive overall.
Betty Thompson
Betty Thompson December 12, 2024
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An effortless 5 stars.
Robert Smith
Robert Smith September 30, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Edward Jones
Edward Jones November 01, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
Elizabeth Allen
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An acceptable diversion. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Suitable if your reading queue is empty.
Rebecca Scott
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A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
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Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
George Hall
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Masterpiece from start to finish. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An effortless 5 stars.
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Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
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I thoroughly enjoyed the elegance of it. The middle had a deliberate pace, but the climax was phenomenal. A solid 4 stars from me.
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Excellent, though slightly flawed. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
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A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An absolute must-read for connoisseurs of the genre.
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Melissa Parker May 08, 2025
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Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
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Honestly one of the most premium reading experiences lately. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
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I was completely blown away. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
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Mary Torres February 07, 2025
A highly sophisticated read. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
Mary Lewis
Mary Lewis July 18, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
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Gary Ramirez
Gary Ramirez February 23, 2024
Such a rich narrative. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Edward Evans
Edward Evans September 10, 2024
Exceeded all my expectations. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An absolute must-read for connoisseurs of the genre.
Melissa Allen
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Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Mary Carter
Mary Carter October 02, 2024
A very strong entry. A brilliant concept executed with flair. Just a few pacing choices I would change. Quite impressive overall.
Elizabeth Wilson
Elizabeth Wilson August 24, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Donald Hall
Donald Hall November 08, 2025
Honestly one of the most premium reading experiences lately. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
Deborah Hernandez
Deborah Hernandez April 03, 2024
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
Michael Brown
Michael Brown May 16, 2025
Excellent, though slightly flawed. The middle had a deliberate pace, but the climax was phenomenal. I would highly recommend this to discerning readers.
Joshua Lopez
Joshua Lopez December 05, 2024
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
Robert Smith
Robert Smith April 21, 2025
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. An absolute must-read for connoisseurs of the genre.
Nancy Rodriguez
Nancy Rodriguez January 01, 2024
Not entirely to my refined tastes. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perfectly average.
Sharon Gomez
Sharon Gomez November 06, 2024
Honestly one of the most premium reading experiences lately. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I am now a lifelong fan of this author.
Matthew Rivera
Matthew Rivera January 14, 2024
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Mary Carter
Mary Carter October 23, 2024
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. Quite impressive overall.
Michael Carter
Michael Carter April 10, 2024
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
Cynthia Adams
Cynthia Adams December 15, 2025
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. A very distinguished novel.
Jessica Johnson
Jessica Johnson March 18, 2024
Honestly one of the most premium reading experiences lately. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. A true literary gem.
Barbara Adams
Barbara Adams August 04, 2024
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. A wonderful companion for a quiet weekend.
Joseph Phillips
Joseph Phillips July 23, 2024
I was completely blown away. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. I am now a lifelong fan of this author.
Mary Lewis
Mary Lewis December 11, 2024
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Richard Smith
Richard Smith March 30, 2025
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Rebecca Martin
Rebecca Martin January 09, 2024
Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
William Carter
William Carter May 18, 2024
Masterpiece from start to finish. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. Worth every moment spent reading.
Jacob  Davis
Jacob Davis February 06, 2025
Excellent, though slightly flawed. The protagonist was compelling, though some subplots felt slightly overshadowed. I would highly recommend this to discerning readers.
Elizabeth Collins
Elizabeth Collins October 05, 2024
Took a moment to build, but the payoff was spectacular. The middle had a deliberate pace, but the climax was phenomenal. A wonderful companion for a quiet weekend.
Richard Robinson
Richard Robinson January 31, 2024
I thoroughly enjoyed the elegance of it. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
Melissa Lee
Melissa Lee May 11, 2025
Masterpiece from start to finish. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Christopher Jackson
Christopher Jackson January 01, 2025
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. I will undoubtedly revisit this masterpiece.
Jacob Gomez
Jacob Gomez September 11, 2024
Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I am now a lifelong fan of this author.
Melissa Reyes
Melissa Reyes April 29, 2025
A very strong entry. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
Cynthia Anderson
Cynthia Anderson August 28, 2025
Absolutely brilliant. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Mary Carter
Mary Carter May 27, 2024
Such a rich narrative. I adored how the story unfolded. It kept me captivated without sacrificing elegance. I am now a lifelong fan of this author.
Steven Sanchez
Steven Sanchez June 11, 2025
Such a rich narrative. The author orchestrated a breathtaking finale. Truly a work of art. An absolute must-read for connoisseurs of the genre.
Donna Moore
Donna Moore August 01, 2025
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. I would highly recommend this to discerning readers.
Andrew Evans
Andrew Evans April 22, 2024
Not entirely to my refined tastes. It verged on repetitive in the second act. A more concise edit would have served it well. Suitable if your reading queue is empty.
Sarah Miller
Sarah Miller June 27, 2025
Took a moment to build, but the payoff was spectacular. A brilliant concept executed with flair. Just a few pacing choices I would change. A very distinguished novel.
Sarah Martinez
Sarah Martinez January 18, 2025
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Sharon Roberts
Sharon Roberts January 08, 2025
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. Quite impressive overall.
Sharon Hernandez
Sharon Hernandez October 19, 2025
Exceeded all my expectations. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. An absolute must-read for connoisseurs of the genre.
Laura Wright
Laura Wright April 16, 2025
Such a rich narrative. The prose is exquisite. It’s accessible yet undeniably sophisticated. Worth every moment spent reading.
Steven Garcia
Steven Garcia December 24, 2024
Honestly one of the most premium reading experiences lately. The author orchestrated a breathtaking finale. Truly a work of art. Worth every moment spent reading.
Eric Cruz
Eric Cruz August 17, 2024
Exceeded all my expectations. I became deeply invested in the protagonist's journey. A masterclass in storytelling. I will undoubtedly revisit this masterpiece.
Mark Hall
Mark Hall January 24, 2024
Exceeded all my expectations. The prose is exquisite. It’s accessible yet undeniably sophisticated. A true literary gem.
Thomas Robinson
Thomas Robinson July 22, 2024
I was completely blown away. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Paul Torres
Paul Torres June 11, 2025
A profoundly satisfying read. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
Laura Cruz
Laura Cruz November 26, 2024
Absolutely brilliant. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. Worth every moment spent reading.
Kenneth Collins
Kenneth Collins March 29, 2025
I find myself somewhat conflicted. The prose was competent, yet the characters lacked the depth I usually seek. Suitable if your reading queue is empty.
Sharon Diaz
Sharon Diaz May 18, 2024
A highly sophisticated read. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
Edward Clark
Edward Clark June 05, 2025
A decent, if standard, experience. The prose was competent, yet the characters lacked the depth I usually seek. Perfectly average.
Laura Wright
Laura Wright March 29, 2024
Excellent, though slightly flawed. It held my rapt attention, even when certain twists were telegraphed. A very distinguished novel.
Jennifer Smith
Jennifer Smith January 22, 2024
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. An effortless 5 stars.
Edward Lopez
Edward Lopez October 24, 2025
It was adequate. Certain acts were fascinating, while others felt like a slight endeavor to complete. Perhaps more aligned with a different audience's tastes.
Kenneth White
Kenneth White February 06, 2024
A decent, if standard, experience. The tempo was somewhat languid, and I found my mind wandering. Not poor, simply average. Perfectly average.
Richard Walker
Richard Walker May 14, 2025
Took a moment to build, but the payoff was spectacular. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A wonderful companion for a quiet weekend.
Melissa Sanchez
Melissa Sanchez June 26, 2025
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
James Collins
James Collins January 30, 2025
Absolutely brilliant. I adored how the story unfolded. It kept me captivated without sacrificing elegance. Worth every moment spent reading.
James Collins
James Collins March 31, 2024
A highly sophisticated read. A brilliant concept executed with flair. Just a few pacing choices I would change. A wonderful companion for a quiet weekend.
Stephanie Rodriguez
Stephanie Rodriguez January 24, 2025
Absolutely brilliant. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
Edward Jones
Edward Jones January 07, 2024
A profoundly satisfying read. The prose is exquisite. It’s accessible yet undeniably sophisticated. An effortless 5 stars.
Margaret Torres
Margaret Torres July 23, 2024
Honestly one of the most premium reading experiences lately. The prose is exquisite. It’s accessible yet undeniably sophisticated. I am now a lifelong fan of this author.
Thomas Edwards
Thomas Edwards December 02, 2024
An acceptable diversion. The prose was competent, yet the characters lacked the depth I usually seek. A fair 3 stars.
Anthony Young
Anthony Young August 26, 2024
Masterpiece from start to finish. I became deeply invested in the protagonist's journey. A masterclass in storytelling. Worth every moment spent reading.
Ashley Clark
Ashley Clark August 30, 2025
A very strong entry. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A solid 4 stars from me.
Sandra Gomez
Sandra Gomez August 06, 2024
Such a rich narrative. It strikes a perfect harmony of dialogue and world-building. Every chapter felt necessary. A true literary gem.
Christopher Anderson
Christopher Anderson November 23, 2024
Masterpiece from start to finish. The author orchestrated a breathtaking finale. Truly a work of art. I will undoubtedly revisit this masterpiece.
Patricia Smith
Patricia Smith July 23, 2024
A profoundly satisfying read. I became deeply invested in the protagonist's journey. A masterclass in storytelling. An absolute must-read for connoisseurs of the genre.
Sharon Collins
Sharon Collins December 22, 2024
I thoroughly enjoyed the elegance of it. It held my rapt attention, even when certain twists were telegraphed. I would highly recommend this to discerning readers.
Emily Lopez
Emily Lopez August 20, 2024
Masterpiece from start to finish. The pacing was impeccable and the characters felt incredibly authentic. I was completely immersed. I will undoubtedly revisit this masterpiece.
Carol Cruz
Carol Cruz March 03, 2025
An acceptable diversion. It possessed moments of brilliance, but the narrative felt slightly disjointed ultimately. Perhaps more aligned with a different audience's tastes.
Lisa Hall
Lisa Hall April 11, 2025
A highly sophisticated read. Beautiful writing, though I craved slightly more depth in the lore. Still, undeniably engaging. A very distinguished novel.
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