Modeling, Measuring and Managing Risk - Couverture rigide

Pflug, Georg Ch; Romisch, Werner

 
9789812707406: Modeling, Measuring and Managing Risk
Couverture rigide
ISBN 10 : 9812707409 ISBN 13 : 9789812707406
Editeur : World Scientific Publishing Co Pte Ltd, 2007

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Revue de presse

The book is very useful for researchers, professionals and students in the risk area. --Zentralblatt MATH

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2007
Langue
anglais
ISBN 10 
9812707409
ISBN 13 
9789812707406
Reliure
Relié
Nombre de pages
304
Coordonnées du fabricant
non disponible
Personne responsable
non disponible