£83.00

World Scientific Publishing Company Modeling, Measuring and Managing Risk

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
15 October 2007
Listed Since
09 May 2007

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