Modeling, Measuring And Managing Risk
| By: | Pflug Georg Ch |
| Publisher: | World Scientific Publishing |
| Print ISBN: | 9789812707406 |
| eText ISBN: | 9789812708724 |
| Edition: | 0 |
| Format: | Page Fidelity |
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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.