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MODELING,MEASURING & MANAGING RISK

MODELING,MEASURING & MANAGING RISK

Georg Ch Pflug / GEORG CH PFLUG & WERNER ROMISCH / PFLUG GEORG CH / Werner Römisch

135,60 €
IVA incluido
Consulta disponibilidad
Editorial:
World Scientific Publishing Co Pte Ltd
Año de edición:
2007
Materia
Toma de decisiones en la gestión de empresas
ISBN:
9789812707406

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Sobre IBD

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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