Kniha Coherent risk measures Freddy Delbean

Coherent risk measures

Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Springer, Berlin
Dostupnosť: 50 % šanca
Prehľadáme celý svet
20.65
The notes grew out of a course I taught at a Cattedra Galileiana at the Scuola Normale Superiore di...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2002
Stránok
63
EAN
9788876423055
ISBN
8876423052
Enbook ID
01967768
Vydavateľ
Hmotnosť
199
Rozmery
170 x 240 x 6

Kompletný popis

The notes grew out of a course I taught at a Cattedra Galileiana at the Scuola Normale Superiore di Pisa, March 2000. The aim of these lectures was to show that it is possible to translate problems from Risk Management into mathematics and back. Part of the course was devoted to an analysis of Value at Risk and its relation to quantiles. We concentrate on the mathematics behind the concept of coherent risk measures.

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