Michael Miller is a New York-based financial risk management expert and author. His website, Risk256.com, provides a range of resources and tools for quantitative financial risk management, including code, Excel spreadsheets, and links to relevant articles and research papers. With a focus on market risk measurement and analysis, Miller's work aims to help large financial institutions accurately assess and manage the risk of their portfolios.
QuantRiskLib, a software library developed by Miller, offers various modules for calculating risk metrics, performing regression analysis, and handling financial time series data. The library includes functions for bond pricing, yield calculation, and risk measurement, as well as tools for root finding, matrix operations, and distribution analysis. With regular updates and improvements, QuantRiskLib is a valuable resource for professionals in the field of financial risk management.
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