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Publications of the Scuola Normale Superiore

Coherent risk measures

Authors: Delbean, Freddy

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Softcover $24.95
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  • ISBN 978-88-7642-305-5
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About this book

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.

Buy this book

Softcover $24.95
price for USA in USD
  • ISBN 978-88-7642-305-5
  • Free shipping for individuals worldwide
  • Online orders shipping within 2-3 days.

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Bibliographic Information

Bibliographic Information
Book Title
Coherent risk measures
Authors
Series Title
Publications of the Scuola Normale Superiore
Copyright
2002
Publisher
Edizioni della Normale
Copyright Holder
Edizioni della Normale
Softcover ISBN
978-88-7642-305-5
Edition Number
1
Number of Pages
63
Topics