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Coherent risk measures
Language
English
English
Book
Paperback
The notes grew out of a course I taught at a Cattedra Galileiana at the Scuola Normale Superiore di...
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Libristo code: 01967768
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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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About the book
Full name
Coherent risk measures
Author
Freddy Delbean
Language
English
English
Binding
Book - Paperback
Date of issue
2002
Number of pages
63
EAN
9788876423055
ISBN
8876423052
Libristo code
01967768
Publishers
Springer, Berlin
Weight
199
Dimensions
170 x 240 x 6
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