Modeling, measuring and managing risk

著者

• Pflug, Georg Ch.
• Römisch, Werner

書誌事項

Modeling, measuring and managing risk

by Georg Ch. Pflug, Werner Römisch

World Scientific, c2007

注記

Includes bibliographical references and index

内容説明・目次

内容説明

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.

目次

• Modeling Uncertain Outcomes
• Measuring Single-Period Risk
• Measuring Multi-Period Risk
• Single-Period Decision Models
• Multi-Period Decision Models for Financial Management
• Multi-Period Decision Models for Electricity Management.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA83666302
• ISBN:
  • 9789812707406
• LCCN: 2007021405
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New Jersey
• ページ数/冊数: xv, 286 p.
• 大きさ: 24 cm
• 分類:
  • LCC : QA273.6
  • DC22 : 658.4/033
• 件名:
  • LCSH : Functionals -- Statistical methods
  • LCSH : Risk assessment -- Statistical methods
  • LCSH : Risk management -- Statistical methods
  • LCSH : Decision making -- Statistical methods