{"product_id":"9781119522201","title":"Quantitative Financial Risk Management","description":"\u003ch3\u003eWiley Finance\u003c\/h3\u003e\u003ch1\u003eQuantitative Financial Risk Management\u003c\/h1\u003e\u003ch3\u003eMichael B. Miller\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eBusiness \u0026amp; Economics \/ Finance \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003e\u003cb\u003eA mathematical guide to measuring and managing financial risk.     \u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eOur 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. \u003cbr\u003e\u003cbr\u003e \u003ci\u003eQuantitative Financial Risk Management\u003c\/i\u003e 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.\u003c\/p\u003e \u003cp\u003eTopics include:\u003c\/p\u003e \u003cp\u003e•    Value at risk\u003cbr\u003e•    Stress testing\u003cbr\u003e•    Credit risk\u003cbr\u003e•    Liquidity risk\u003cbr\u003e•    Factor analysis\u003cbr\u003e•    Expected shortfall\u003cbr\u003e•    Copulas\u003cbr\u003e•    Extreme value theory\u003cbr\u003e•    Risk model backtesting\u003cbr\u003e•    Bayesian analysis\u003cbr\u003e•     . . . and much more\u003c\/p\u003e\n\u003c\/div\u003e\u003cdiv\u003e  \u003cp\u003e\u003cb\u003eMICHAEL B. MILLER \u003c\/b\u003eis 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. \u003c\/p\u003e\n\u003cp\u003eMr. Miller is the author of \u003ci\u003eMathematics and Statistics for Financial Risk Management\u003c\/i\u003e, now in its second edition, and, along with Emanuel Derman, \u003ci\u003eThe Volatility Smile\u003c\/i\u003e. 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. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e13 November 2018\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9781119522201\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e320\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e23.2\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44379138687116,"sku":"9781119522201","price":76.5,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781119522201_16c095b2-b294-47ba-aa6c-8a574e906bf0.jpg?v=1780142297","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781119522201","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}