000 | 02596nam a22005055i 4500 | ||
---|---|---|---|
001 | 978-1-4471-4926-2 | ||
003 | DE-He213 | ||
005 | 20140220082808.0 | ||
007 | cr nn 008mamaa | ||
008 | 130131s2013 xxk| s |||| 0|eng d | ||
020 |
_a9781447149262 _9978-1-4471-4926-2 |
||
024 | 7 |
_a10.1007/978-1-4471-4926-2 _2doi |
|
050 | 4 | _aHG8779-8793 | |
072 | 7 |
_aKFFN _2bicssc |
|
072 | 7 |
_aBUS033000 _2bisacsh |
|
082 | 0 | 4 |
_a368.01 _223 |
100 | 1 |
_aBiagini, Francesca. _eeditor. |
|
245 | 1 | 0 |
_aRisk Measures and Attitudes _h[electronic resource] / _cedited by Francesca Biagini, Andreas Richter, Harris Schlesinger. |
264 | 1 |
_aLondon : _bSpringer London : _bImprint: Springer, _c2013. |
|
300 |
_aIX, 91 p. 4 illus. in color. _bonline resource. |
||
336 |
_atext _btxt _2rdacontent |
||
337 |
_acomputer _bc _2rdamedia |
||
338 |
_aonline resource _bcr _2rdacarrier |
||
347 |
_atext file _bPDF _2rda |
||
490 | 1 |
_aEAA Series, _x1869-6929 |
|
505 | 0 | _aWeak 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. | |
520 | _aRisk 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 risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed include portfolio 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. | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aFinance. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aActuarial Sciences. |
650 | 2 | 4 | _aQuantitative Finance. |
650 | 2 | 4 | _aApplications of Mathematics. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
700 | 1 |
_aRichter, Andreas. _eeditor. |
|
700 | 1 |
_aSchlesinger, Harris. _eeditor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9781447149255 |
830 | 0 |
_aEAA Series, _x1869-6929 |
|
856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-1-4471-4926-2 |
912 | _aZDB-2-SMA | ||
999 |
_c94737 _d94737 |