Modeling, Measuring and Managing Risk

Modeling, Measuring and Managing Risk

by Georg Ch . Pflug (Author), WernerRomisch (Author)

Synopsis

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.

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More Information

Format: Hardcover
Pages: 304
Edition: illustrated edition
Publisher: World Scientific Publishing
Published: 15 Oct 2007

ISBN 10: 9812707409
ISBN 13: 9789812707406