MODELING,MEASURING & MANAGING RISK - Hardcover

Pflug Georg Ch

 
9789812707406: MODELING,MEASURING & MANAGING RISK
Hardcover
ISBN 10: 9812707409 ISBN 13: 9789812707406
Verlag: World Scientific, 2007

Inhaltsangabe

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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Verlag
World Scientific
Erscheinungsdatum
2007
Sprache
Englisch
ISBN 10 
9812707409
ISBN 13 
9789812707406
Einband
Gebundene Ausgabe
Anzahl der Seiten
304
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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