Coherent risk measures
Auteur :
Delbean, Freddy
Éditeur :
Birkhauser Verlag AG
ISBN :
9788876423055
Date de publication :
1 oct. 2002
Dimensions :
24,0 x 17,0 cm
Langue :
Anglais
Pays d'origine :
Italie
Based on a course the author taught at a Cattedra Galileiana at the Scuola Normale Superiore di Pisa, March 2000, this title includes lectures that intends to that it is possible to translate problems from Risk Management into mathematics and back. It focuses on the mathematics behind the concept of coherent risk measures.