Modeling, Measuring And Managing Risk
Pflug G. Ch.
ISBN: 9789812707406
Vydavateľstvo: World Scientific
Rok vydania: 2007
Väzba: Hardback
Počet strán: 304
Pôvodná cena: 141,32 €
Výstavná cena:
127,19 €(t.j. po zľave 10%)
(Cena je uvedená vrátane 10% DPH)
Katalógová cena: 104 GBP
Nárok na
dopravu zdarma
Termín dodania na našu pobočku v Bratislave je približne 2-3 týždne.
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.