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Quantitative Financial Risk Management has tremendously change the way marketsi¯ Practitioners, Regulators and Supervisors, Investors, Academics, Economists, Politicians, Policy Makers and Civil Society perceived financial and commodities markets. The generous invention of Black ¨C Scholes ¨C Merton (1973) Formula is of course the advanced turning point. The Normality Assumption (which causes overreliance, overconfidence, overvaluation or undervaluation of assets, overleveraging and underestimation of risks by the market participants) is the fundamental pillar in question, because returns are not normally distributed, returns have fat tails consisting bubbles and crashes for instance like IT-bubble, stock market bubble, housing bubble and commodities bubbles. Nassim N. Taleb (2007) called these Black Swans or Low ¨C Probability, High ¨C Impact events. The formulae in question receives serious criticisms especially in the United States of America to the extent of Tim Harford (2012) published an article entitled i®The Black ¨C Sholes: The Maths Formula linked to the Financial Crashi¯. Jamilu (2015) using his criterion and Advanced Methods attempted to capture the popular Black Swans (Low ¨C Probability, High ¨C Impact). The aim of this paper is to use Jameeli¯s Advanced Stressed Methods and Criterion to incorporate fat ¨Ctailed effects into the existing stochastic Economic and Financial Models thereby tremendously increasing markets confidence and drastically decreasing markets risks. Based on the various presentations of results and graphs obtained, it can be observed, the Jameeli¯s Advanced Stressed Economic and Financial Models can traces the trajectories of the past and future Economic and Financial Crises given reliable, accurate, sophisticated, valid and sufficient modelsi¯ independent variables.

How Jameel’s Advanced Stressed Economic and Financial Crises Models Dramatically Increases Markets Confidence and Drastically Decreases Markets Risks