World Scientific Publishing Company
Modeling, Measuring and Managing Risk
Product Code:
9789812707406
ISBN13:
9789812707406
Condition:
New
$133.90
Modeling, Measuring and Managing Risk
$133.90
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.
| Author: Georg Ch Pflug |
| Publisher: World Scientific Publishing Company |
| Publication Date: 39539 |
| Number of Pages: 304 pages |
| Binding: Business & Economics |
| ISBN-10: 9812707409 |
| ISBN-13: 9789812707406 |
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