Modeling, Measuring and Managing Risk

ISBN-13: 9789812707406 / Angielski / Twarda / 2008 / 304 str.

Georg Pflug

Opis

Combines the treatment of properties of the risk measures with the related aspects of decision making under risk. This 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.