Modeling, Measuring And Managing Risk
Author:   Georg Ch Pflug (Univ Of Vienna, Austria) ,  Werner Romisch (Humboldt-univ Zu Berlin, Germany)
Publisher:   World Scientific Publishing Co Pte Ltd
ISBN:  

9789812707406


Pages:   304
Publication Date:   14 August 2007
Format:   Hardback
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

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Modeling, Measuring And Managing Risk


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Overview

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.

Full Product Details

Author:   Georg Ch Pflug (Univ Of Vienna, Austria) ,  Werner Romisch (Humboldt-univ Zu Berlin, Germany)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Dimensions:   Width: 16.20cm , Height: 1.90cm , Length: 23.60cm
Weight:   0.617kg
ISBN:  

9789812707406


ISBN 10:   9812707409
Pages:   304
Publication Date:   14 August 2007
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

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