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Modeling, Measuring And Managing Risk Georg Ch. Pflug

Modeling, Measuring And Managing Risk

Georg Ch. Pflug

Published April 1st 2008
ISBN : 9789812707406
Hardcover
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 About the Book 

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 makingMoreThis 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.