Modeling, Measuring And Managing Risk
Georg Ch Pflug author Werner Romisch author
Format:Hardback
Publisher:World Scientific Publishing Co Pte Ltd
Published:14th Aug '07
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9789812707406
Dimensions: unknown
Weight: unknown
304 pages