Risk Measures and Attitudes

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Biagini, Francesca (Επιμελητής έκδοσης), Richter, Andreas (Επιμελητής έκδοσης), Schlesinger, Harris (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Springer London : Imprint: Springer, 2013.
• Σειρά: EAA Series,
• Θέματα: Mathematics.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Actuarial science.; Probabilities.; Actuarial Sciences.; Quantitative Finance.; Applications of Mathematics.; Probability Theory and Stochastic Processes.

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 Attitudes collects contributions which illustrate how modern approaches to both...

Πίνακας περιεχομένων:

• 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.