| Description |
1 online resource |
| Series |
EAA Series-textbook, 1869-6929 |
|
EAA series - Textbook.
|
| Contents |
Risk attitudes -- Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences / Patrick Cheridito, Samuel Drapeau, Michael Kupper -- Multivariate Concave and Convex Stochastic Dominance / Michel Denuit, Louis Eeckhoudt, Ilia Tsetlin, Robert L. Winkler -- Downside Risk -- Reliable Quantification and Efficient Estimation of Credit Risk / Jörn Dunkel, Stefan Weber -- Diffusion-Based Models for Financial Markets Without Martingale Measures / Claudio Fontana, Wolfgang J. Runggaldier |
| Summary |
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 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 |
| Analysis |
Mathematics |
|
Finance |
|
Distribution (Probability theory) |
|
Actuarial Sciences |
|
Quantitative Finance |
|
Applications of Mathematics |
|
Probability Theory and Stochastic Processes |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Financial risk.
|
|
Financial risk management.
|
|
Finanzas -- Gestión de riesgos
|
|
Financial risk
|
|
Financial risk management
|
| Form |
Electronic book
|
| Author |
Biagini, Francesca.
|
|
Richter, Andreas
|
|
Schlesinger, Harris.
|
| ISBN |
9781447149262 |
|
1447149262 |
|
1447149254 |
|
9781447149255 |
|
