Michael B. Miller

Quantitative Financial Risk Management

Ebook (PDF Format)

Our modern economy depends on financial markets, yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. Quantitative Financial Risk Management is a textbook designed to teach students about financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end-of-chapter questions. The book provides clear examples of how these models are used in practice and encourages students to think about the limits and appropriate use of financial risk models. Topics covered include: Value at ri… Mehr

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Produktdetails

ISBN: 978-1-119-52223-2
EAN: 9781119522232
Produktnummer: 29380361
Verlag: John Wiley & Sons
Sprache: Englisch
Erscheinungsjahr: 2018
Seitenangabe: 320 S.
Plattform: PDF
Masse: 3'618 KB
Auflage: 1. Auflage

Über den Autor

MICHAEL B. MILLER is the founder and CEO of Northstar Risk Corp. Before starting Northstar, Mr. Miller was Chief Risk Officer for Tremblant Capital and, before that, Head of Quantitative Risk Management at Fortress Investment Group. Mr. Miller is the author of Mathematics and Statistics for Financial Risk Management, now in its second edition, and, along with Emanuel Derman, The Volatility Smile. He is also an adjunct professor at Columbia University and the co-chair of the Global Association of Risk Professional's Research Fellowship Committee. Before starting his career in finance, Mr. Miller studied economics at the American University of Paris and the University of Oxford.