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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Full Text (via ProQuest) |
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| Format: | eBook |
| Language: | English |
| Published: |
Singapore ; Hackensack, N.J. :
World Scientific,
©2007.
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Table of Contents:
- 1. Modeling uncertain outcomes
- 2. Measuring single-period risk
- 3. Measuring multi-period risk
- 4. Single-stage decision models
- 5. Multi-stage decision models for financial management
- 6. Multi-stage decision models for electricity management.