Modeling, measuring and managing risk
Auteur :
Pflug, Georg Ch / Romisch, Werner
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812707406
Date de publication :
14 août 2007
Langue :
Anglais
Pays d'origine :
Singapour
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.