Synopsis
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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Review
The book is very useful for researchers, professionals and students in the risk area. --Zentralblatt MATH
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MODELING, MEASURING AND MANAGING RISK
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World Scientific Publishing Comp, 2008
ISBN 10: 9812707409
ISBN 13: 9789812707406
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Modeling, Measuring and Managing Risk
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ISBN 13: 9789812707406
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Modeling, Measuring and Managing Risk
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ISBN 10: 9812707409
ISBN 13: 9789812707406
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Buch. Condition: Neu. MODELING,MEASURING & MANAGING RISK | Pflug Georg Ch | Buch | Gebunden | Englisch | 2023 | World Scientific | EAN 9789812707406 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. Seller Inventory # 102041422