Modeling, measuring, and managing risk /

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
Call Number:Libro Electrónico
Main Author: Pflug, Georg Ch., 1951-
Other Authors: Römisch, Werner
Format: Electronic eBook
Language:Inglés
Published: Singapore ; Hackensack, N.J. : World Scientific, ©2007.
Subjects:
Functionals > Statistical methods.
Risk assessment > Statistical methods.
Risk management > Statistical methods.
Decision making > Statistical methods.
Fonctionnelles > Méthodes statistiques.
Évaluation du risque > Méthodes statistiques.
Gestion du risque > Méthodes statistiques.
Prise de décision > Méthodes statistiques.
BUSINESS & ECONOMICS > Statistics.
Decision making > Statistical methods
Risk assessment > Statistical methods
Mathematics.
Physical Sciences & Mathematics.
Mathematical Statistics.
Online Access:Texto completo
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.

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