Mathematical Risk Analysis : Dependence, Risk Bounds, Optimal Allocations and Portfolios
The author's particular interest in the area of risk measures is to combine this theory with the analysis of dependence properties. The present volume gives an introduction of basic concepts and methods in mathematical risk analysis, in particular of those parts of risk theory that are of speci...
Zapisane w:
| 1. autor: | |
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| Format: | Livre numérique |
| Język: | Anglais |
| Wydane: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Seria: | Springer Series in Operations Research and Financial Engineering
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| Dostęp online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Komentarz: |
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| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mathematical risk analysis, dependence, risk bounds, optimal allocations and portfolios, Ludger Rüschendorf., Berlin, Springer, 2013, 1 vol. (XII-408 p.), Springer Series in Operations Research and Financial Engineering, 978-3-642-33589-1, Texte imprimé |