Quantitative Financial Risk Management by Michael Miller

Quantitative Financial Risk Management by Michael Miller

A mathematical guide to measuring and managing financial risk.      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 introduces students and risk professionals to 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 readers to think about the limits and appropriate use of financial models. Topics include: •    Value at risk •    Stress testing •    Credit risk •    Liquidity risk •    Factor analysis •    Expected shortfall •    Copulas •    Extreme value theory •    Risk model backtesting •    Bayesian analysis •     . . . and much more

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.

SKU	Nicht verfügbar
ISBN 13	9781119522201
ISBN 10	111952220X
Titel	Quantitative Financial Risk Management
Autor	Michael Miller
Serie	Wiley Finance
Buchzustand	Nicht verfügbar
Bindungsart	Hardback
Verlag	Wiley
Erscheinungsjahr	2018-12-28
Seitenanzahl	320
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar