Description A mathematical guide to measuring and managing Financial risk.
Miller studied economics at the American University of Paris and the University of Oxford..
Before starting his career in finance, Mr.
He is also an adjunct professor at Columbia University and the co-chair of the Global Association of Risk Professional\'s Research Fellowship Committee.
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 .
Mr.
Miller was Chief Risk Officer for Tremblant Capital and, before that, Head of Quantitative Risk Management at Fortress Investment Group.
Before starting Northstar, Mr.
Miller is the founder and CEO of Northstar Risk Corp. and much more About the author MICHAEL B. . .
Topics include: - Value at Risk - Stress testing - Credit Risk - Liquidity Risk - Factor analysis - Expected shortfall - Copulas - Extreme value theory - Risk model backtesting - Bayesian analysis - .
The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of Financial models.
Each chapter provides numerous sample problems and end of chapter questions.
Quantitative Financial Risk Management introduces students and Risk professionals to Financial Risk Management with an emphasis on Financial models and mathematical techniques.
As a result, the Management of Financial Risk has never been more important.
Yet Financial markets continue to grow in size and complexity.
Our modern economy depends on Financial markets.
Description A mathematical guide to measuring and managing Financial risk
