Książka Generative Diffusion Models for Financial Engineering Vincent Bisette

Generative Diffusion Models for Financial Engineering

Synthetic Data Generation, Tail Risk Management, and Stress Testing with Python

Język: Angielski
Oprawa: Miękka
Dostępność: Zapowiedź
Wydanie 09. 06. 2026
155.72
Reactive PublishingDiscover how generative diffusion models are transforming financial engineering....

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2026
strony
546
EAN
9798180078780
Enbook ID
52815564
Waga
653
Wymiary
152 x 229 x 34

Pełny opis

Reactive Publishing

Discover how generative diffusion models are transforming financial engineering. This technical guide explores the application of advanced diffusion-based techniques to create high-quality synthetic financial scenarios, strengthen tail-risk analysis, and improve stress testing and backtesting workflows.

Written for quantitative analysts, risk managers, and Python practitioners, the book provides practical implementations for generating realistic synthetic data that captures complex market dynamics, volatility clustering, and extreme events. Learn to build more robust models that better withstand market shocks and enhance decision-making under uncertainty.

Clear explanations, code examples, and real-world considerations make this a valuable resource for professionals applying cutting-edge generative AI methods to quantitative finance challenges.