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Modeling, Measuring And Managing Risk by Georg Ch. Pflug 9789812707406
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Modeling, Measuring And Managing Risk by Georg Ch. Pflug 9789812707406

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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.

Book Information
ISBN 9789812707406
Author Georg Ch. Pflug
Format Hardback
Page Count 304
Imprint World Scientific Publishing Co Pte Ltd
Publisher World Scientific Publishing Co Pte Ltd

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