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Download Modeling, Measuring and Managing Risk by Georg Ch Pflug, Werner Romisch in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Modeling, Measuring and Managing Risk
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.
Detailed Information
| Author: | Georg Ch Pflug, Werner Romisch |
|---|---|
| Publication Year: | 2007 |
| ISBN: | 9789812707406 |
| Pages: | 303 |
| Language: | English |
| File Size: | 6.52 |
| Format: | |
| Price: | FREE |
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