Michael B. Miller

Quantitative Financial Risk Management

Ebook (EPUB Format)

Quantitative Financial Risk Management is a practitioner's textbook. Michael B. Miller draws on his own experience working in the financial industry and teaching to provide a book that is both rigorous and practical. Each chapter explores a particular topic in risk management along with various mathematical tools that can be used to understand that topic. In addition, each chapter includes a number of sample problems and end-of-chapter questions. Over the course of the book, students gain an appreciation for the challenges that risk managers face in modeling financial securities and portfolios.

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Produktdetails

ISBN: 978-1-119-52226-3
EAN: 9781119522263
Produktnummer: 29325482
Verlag: John Wiley & Sons
Sprache: Englisch
Erscheinungsjahr: 2018
Seitenangabe: 320 S.
Plattform: EPUB
Masse: 7'376 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.