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Modeling, Measuring And Managing Risk Pflug, Georg Ch (Univ Of Vienna, Austria)
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Modeling, Measuring And Managing Risk
Pflug, Georg Ch (Univ Of Vienna, Austria)
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.
250 pages, Illustrations (some col.)
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 14 de agosto de 2007 |
| ISBN13 | 9789812707406 |
| Editores | World Scientific Publishing Co Pte Ltd |
| Páginas | 304 |
| Dimensiones | 157 × 236 × 18 mm · 622 g |
