Fr. 34.50

Freddy Delbean

Coherent risk measures

English · Paperback / Softback

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Description

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.

Product details

Authors	Freddy Delbean
Publisher	Springer, Berlin

Languages	English
Product format	Paperback / Softback
Released	01.10.2002

EAN	9788876423055
ISBN	978-88-7642-305-5
No. of pages	63
Illustrations	63 p.
Series	Publications of the Scuola Normale Superiore
Subject	Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous

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