INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9781447149262
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
EN-52478
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Risk Measures and Attitude
General Material Designation
[Book]
Other Title Information
:[delta
First Statement of Responsibility
/ edited by Francesca Biagini, Andreas Richter, Harris Schlesinger
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
London
Name of Publisher, Distributor, etc.
: Springer London :Imprint: Springer,
Date of Publication, Distribution, etc.
, 2013.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
IX, 91 p. 4 illus. in color., online resource.
SERIES
Series Title
(EAA Series,1869-6929)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic
CONTENTS NOTE
Text of Note
Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient.Risk Measures and Attitudescollects contributions whichillustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed includeportfolio choice, mitigating credit risk and comparing risky alternatives. This book will be a useful study aid for practitioners, students and researchers of actuarial science and risk management.
Text of Note
Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences -- Multivariate Concave and Convex Stochastic Dominance -- Reliable Quantification and Efficient Estimation of Credit Risk -- Diffusion-based models for financial markets without martingale measures.?╗╣
SERIES
Title
EAA Series,1869-6929
TOPICAL NAME USED AS SUBJECT
Mathematics
Finance
Distribution (Probability theory)
Electronic books
LIBRARY OF CONGRESS CLASSIFICATION
Class number
E-BOOK
PERSONAL NAME - PRIMARY RESPONSIBILITY
Biagini, Francesca.
PERSONAL NAME - SECONDARY RESPONSIBILITY
Richter, Andreas
Schlesinger, Harris
SpringerLink (Online service)
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
9781447149255.pdf
Access number
عادی
Compression information
عادی
Date and Hour of Consultation and Access
9781447149255.pdf
Electronic Format Type
متن
old catalog
e
BL
1
a
Y
