Modeling, Measuring and Managing Risk

✍ Scribed by Georg Ch Pflug, Werner Romisch

Year: 2007
Tongue: English
Leaves: 303
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

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