Książka Coherent risk measures Freddy Delbean

Coherent risk measures

Język: Angielski
Oprawa: Miękka
Wydawca: Springer, Berlin
Dostępność: 50 % szansa
Przeszukamy cały świat
88.49
The notes grew out of a course I taught at a Cattedra Galileiana at the Scuola Normale Superiore di...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2002
strony
63
EAN
9788876423055
ISBN
8876423052
Enbook ID
01967768
Waga
199
Wymiary
170 x 240 x 6

Pełny opis

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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