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Modeling, Measuring and Managing Risk ebook

Modeling, Measuring and Managing Risk ebook

Modeling, Measuring and Managing Risk by Werner Romisch

Modeling, Measuring and Managing Risk
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Author: Werner Romisch
Page Count: 250 pages
Published Date: 01 Apr 2008
Publisher: World Scientific Publishing Co Pte Ltd
Publication Country: Singapore, Singapore
Language: English
Format: Pdf
ISBN: 9789812707406
File size: 33 Mb
Download Link: Modeling, Measuring and Managing Risk
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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.

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