Modeling, Measuring And Managing Risk
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A01=Georg Ch Pflug
A01=Werner Romisch
Author_Georg Ch Pflug
Author_Werner Romisch
Category=KJMD
Category=PBWH
Decision Making under Uncertainty
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eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Risk Management
Risk Measures
Stochastic Models
Stochastic Optimization
Product details
- ISBN 9789812707406
- Publication Date: 14 Aug 2007
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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 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.
