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MODELING,MEASURING & MANAGING RISK - Pflug Georg Ch

English
2023-11-01
€191.67 €273.82

-30% with code BOOKS

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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 fun ... Full description

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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.

More Information

Author Pflug Georg Ch
Publisher World Scientific
Release year 2023
Cover type Hardcover
EAN 9789812707406
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€191.67 €273.82