5926068

9789812707406

Modeling, Measuring and Managing Risk

Modeling, Measuring and Managing Risk
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  • ISBN-13: 9789812707406
  • ISBN: 9812707409
  • Publication Date: 2007
  • Publisher: World Scientific Publishing Company, Incorporated

AUTHOR

Pflug, Georg Ch, Romisch, Werner

SUMMARY

Pflug and Römisch introduce the theory of risk measures in a mathematically sound way. Their book 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 such models.Pflug, Georg Ch is the author of 'Modeling, Measuring and Managing Risk', published 2007 under ISBN 9789812707406 and ISBN 9812707409.

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