Description
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.
Détails du livre
Format
livre numérique
Pages
286 pages
Langue
Anglais
Publié
janv. 10, 2010
Éditeur
World Scientific Publishing Company
Éditions
2 éditions
ISBN-10
1281918555
ISBN-13
9781281918550