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Modeling, Measuring and Managing Risk [Hardcover]

By Georg Ch Pflug (Author) & Werner Romisch (Author)
Our Price $ 87.50  
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Item Number 164943  
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Item description for Modeling, Measuring and Managing Risk by Georg Ch Pflug & Werner Romisch...

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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Item Specifications...

Studio: World Scientific Publishing Company
Pages   304
Est. Packaging Dimensions:   Length: 8.98" Width: 5.98" Height: 0.71"
Weight:   1.37 lbs.
Binding  Hardcover
Release Date   Aug 13, 2007
Publisher   World Scientific Publishing Company
ISBN  9812707409  
ISBN13  9789812707406  

Availability  0 units.

More About Georg Ch Pflug & Werner Romisch

Register your artisan biography and upload your photo! Georg Ch Pflug was born in 1951.

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Product Categories

1Books > Subjects > Business & Investing > Management & Leadership > Decision-Making & Problem Solving
2Books > Subjects > Business & Investing > Management & Leadership > Management
3Books > Subjects > Business & Investing > Management & Leadership > Operations Research
4Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
5Books > Subjects > Science > General
6Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
7Books > Subjects > Science > Mathematics > General

Reviews - What do customers think about Modeling, Measuring and Managing Risk?

Only if you know functional analysis  Apr 4, 2009
This book is about advanced issues in modelling and risk management. Chapter 1 gives a brief account of basic probability notions. Chapters 3 and 4 are the heavy mathematical ones. Authors use extensively results from functional analysis in order to link different measures under a unified approach. Namely it is shown that many risk measures descend from the AVaR by proper optimization of specific objective functions. The last two chapters briefly expose the reader to multistage and single stage stochastic programming, not by having a concise theory about stochastic programming but rather presenting models and how they are formulated. In short this is a non practitioners book, it is a mathematician's book, practitioners can only consult the results directly. I give four stars for the practitioner and five for the mathematician, however you must know enough functional analysis.

By accident i pressed three stars. I GIVE 4 STARS

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