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Risk Measures: An Introduction to the Mathematical Theory

Risk Measures: An Introduction to the Mathematical Theory
Author: Ilya Molchanov;Johanna Ziegel
Price: $45.95
ISBN-10: 1009710958
ISBN-13: 9781009710954
Edition: -1
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Delivery: BibliU Reader
Duration: Lifetime

Description

Providing comprehensive yet accessible coverage, this is the first graduate-level textbook dedicated to the mathematical theory of risk measures. It explains how economic and financial principles result in a profound mathematical theory that allows us to quantify risk in monetary terms, giving rise to risk measures. Each chapter is designed to match the length of one or two lectures, covering the core theory in a self-contained manner, with exercises included in every chapter. Additional material sections then provide further background and insights for those looking to delve deeper. This two-layer modular design makes the book suitable as the basis for diverse lecture courses of varying length and level, and a valuable resource for researchers.