Modeling, Measuring And Managing Risk (Hardcover)

This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk.The 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, and also shows the embedding of such functionals in decision models and the properties of these models.

General

Imprint:	World Scientific Publishing Co Pte Ltd
Country of origin:	Singapore
Release date:	August 2007
First published:	April 2008
Authors:	Georg Ch Pflug • Werner Romisch
Dimensions:	236 x 157 x 18mm (L x W x T)
Format:	Hardcover
Pages:	304
ISBN-13:	978-981-270-740-6
Categories:	Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Books > Business & Economics > Business & management > Management & management techniques > Management decision making > General
LSN:	981-270-740-9
Barcode:	9789812707406

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