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MODELING, MEASURING AND MANAGING RISK
by Georg Ch Pflug (University of Vienna, Austria) & Werner Römisch (Humboldt-University Berlin, Germany)
Table of Contents (175k)
Preface (113k)
Chapter 1: Modeling Uncertain Outcomes (356k)
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.
Contents:
- 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
Readership: Academics and researchers in risk management, finance and
management, stochastics and operations research.
| 304pp |
Pub. date: Aug 2007 |
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