Modeling, Measuring And Managing Risk
This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk.The book introduces the theory of risk measures in a mathematically sound way. It contains properties, characterizations and representations of risk functionals for single-period and multi-period activities, and also shows the embedding of such functionals in decision models and the properties of these models.
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Produktdetails
Weitere Autoren: Romisch, Werner
- ISBN: 978-981-270-740-6
- EAN: 9789812707406
- Produktnummer: 29404416
- Verlag: World Scientific Pub Co Inc
- Sprache: Englisch
- Erscheinungsjahr: 2008
- Seitenangabe: 286 S.
- Masse: H23.6 cm x B16.2 cm x D1.9 cm 617 g
- Gewicht: 617
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