Descrição
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.
Detalhes do Livro
Formato
eBook
Páginas
286 páginas
Idioma
Inglês
Publicado
Jan 10, 2010
Editora
World Scientific Publishing Company
Edições
2 editions
ISBN-10
1281918555
ISBN-13
9781281918550