Data,  Training

Quantitative Financial Risk Management (PDF)

This is the PDF version of the highly sought after Quantitative Financial Risk Management of Michael Miller.

The book contains topics such as overview of financial risk management, Value at Risk, Expected Shortfall and Extreme Value Theory, Credit Risk, Liquidity Risk as well as Behavioural Economics and Risk.

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.

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