Modeling, Measuring And Managing Risk

Thảo luận trong 'Học tập' bởi libgbks, 22/5/2024.

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    libgbks

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    Modeling, Measuring And Managing Risk
    By: Pflug Georg Ch
    Publisher:
    World Scientific
    Print ISBN: 9789812707406, 9812707409
    eText ISBN: 9789812708724, 9812708723
    Format: PDF
    Available from $ 188.00 USD
    SKU 9789812708724
    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.
     

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