Michael B. Miller

The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied th…

A mathematical guide to measuring and managing financial risk. Our modern economy depends on financial markets. Yet financial markets continue to grow…

Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics…

Mathematics and Statistics for Financial Risk Management is a practical guide to modern financial risk management for both practitioners and academics…