Risk measures: an introduction to the mathematical theory
Auteur :
Molchanov, Ilya / Ziegel, Johanna
Éditeur :
Cambridge University Press
ISBN :
9781009710961
Date de publication :
31 janv. 2026
Poids :
500 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This text provides a rigorous but accessible introduction to the mathematical theory of risk measures, an indispensable tool to quantitatively assess risks of financial transactions. Requiring only a standard background in probability, it can be used for self-study or form the basis of a graduate-level course.