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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

Modeling, Measuring And Managing Risk cover

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