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Modeling, Measuring And Managing Risk

By: Austria) Pflug Georg Ch (Univ Of Vienna (Author) , Germany) Romisch Werner (Humboldt-univ Zu Berlin (Author)

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Ksh 23,400.00

Format: Hardback or Cased Book

ISBN-13: 9789812707406

Publisher: World Scientific Publishing Co Pte Ltd

Publication Date: Aug 14th, 2007

Weight: 622 grams

Dimension: 23.60 x 15.70 x 1.80 cms

Category: Management decision making

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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.

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