توضیحات
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.
جزئیات کتاب
فرمت
کتاب الکترونیکی
صفحات
286 صفحه
زبان
انگلیسی
منتشر شده
ژانویه 10, 2010
ناشر
World Scientific Publishing Company
نسخهها
2 نسخه
ISBN-10
1281918555
ISBN-13
9781281918550