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Modeling, Measuring And Managing Risk
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Modeling, Measuring And Managing Risk

Book Details

Format Hardback or Cased Book
ISBN-10 9812707409
ISBN-13 9789812707406
Publisher World Scientific Publishing Co Pte Ltd
Imprint World Scientific Publishing Co Pte Ltd
Country of Manufacture SG
Country of Publication GB
Publication Date Aug 14th, 2007
Print length 304 Pages
Weight 622 grams
Dimensions 23.60 x 15.70 x 1.80 cms
Ksh 18,700.00
Re-Printing 0 in stock

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Combines the treatment of properties of the risk measures with the related aspects of decision making under risk. This 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.
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.

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