Quantitative Financial Risk Management
Miller, Michael B. (American University of Paris, University of Oxford)
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 is a textbook designed to teach students about financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end-of-chapter questions. Th...