Quantitative Financial Risk Management

↠ Good books to read Quantitative Financial Risk Management  PDF Author Michael B. Miller – johndore.co.uk
  • Kindle Edition
  • 320 pages
  • Quantitative Financial Risk Management
  • Michael B. Miller
  • 12 August 2018

About the Author: Michael B. Miller

Is a well-known author, some of his books are a fascination for readers like in the Quantitative Financial Risk Management book, this is one of the most wanted Michael B. Miller author readers around the world.


Quantitative Financial Risk Management A mathematical guide to measuring and managing financial riskOur 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 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 Best Read eBook Quantitative Financial Risk Management author Michael B. Miller – johndore.co.uk

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2 thoughts on “Quantitative Financial Risk Management

  1. Trey Shipp says:

    The author wrote this book for students who had a strong foundation in math, but little experience in how the math is applied in risk management He organized the chapters by application measuring market risk, credit risk, and liquidity risk Well written and easy to read, the book includes chapter problems and solutions that make it suitable for a risk management course It will also serve as a good reference for the practitioner.To be clear, this is a math text The reader needs to be familia The author wrote this book for students who had a strong foundation in math, but little experience in how the math is applied in risk management He organized the chapters by application measuring market risk, credit risk, and liquidity risk Well written and easy to read, the book includes chapter probl...