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Quantitative Financial Risk Management 1st Edition by Michael B. Miller

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Author
Michael B. Miller
Publisher
Wiley
ISBN
978-1119522263
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Description

Quantitative Financial Risk Management (Wiley Finance) by Michael B. Miller offers a comprehensive guide to measuring and managing financial risk in the complex modern economy. The book, published on November 8, 2018, is designed for students and professionals alike who need to understand and apply advanced mathematical techniques in finance. Each chapter delves into key topics such as Value at Risk, stress testing, credit risk, liquidity risk, factor analysis, expected shortfall, copulas, extreme value theory, risk model backtesting, and Bayesian analysis. The author provides numerous sample problems and end-of-chapter questions to reinforce learning and encourage critical thinking about the appropriate use of financial models in practice.

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