Modeling, measuring, and managing risk / by Georg Ch. Pflug & Werner Römisch.

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 mea...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Pflug, Georg Ch., 1951-
Other Authors:	Römisch, Werner
Format:	eBook
Language:	English
Published:	Singapore ; Hackensack, N.J. : World Scientific, ©2007.
Subjects:	Functionals > Statistical methods. Risk assessment > Statistical methods. Risk management > Statistical methods. Decision making > Statistical methods.