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

Por: Pflug, Georg Ch, 1951-Colaborador(es): Römisch, WernerTipo de material: TextoTextoDetalles de publicación: Singapore : World Scientific, 2007 Descripción: XV, 286 p. : gráf. ; 24 cmISBN: 978-981-270-740-6Tema(s): Gestión del riesgo -- Modelos matemáticos | Toma de decisiones -- Modelos matemáticosResumen: 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.Resumen: Índice: Modeling Uncertain Outcomes; Measuring Single-Period Risk; Measuring Multi-Period Risk; Single-Stage Decision Models; Multi-Stage Decision Models for Financial Management; Multi-Stage Decision Models for Electricity Management.
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Bibliografía: p. 277-284

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.

Índice: Modeling Uncertain Outcomes; Measuring Single-Period Risk; Measuring Multi-Period Risk; Single-Stage Decision Models; Multi-Stage Decision Models for Financial Management; Multi-Stage Decision Models for Electricity Management.

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