[PDF.73wn] Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios (Springer Series in Operations Research and Financial Engineering)
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Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios (Springer Series in Operations Research and Financial Engineering)
Ludger Rüschendorf
[PDF.zg91] Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios (Springer Series in Operations Research and Financial Engineering)
| #4537978 in Books | Springer | 2013-03-08 | Original language:English | PDF # 1 | 9.21 x.94 x6.14l,1.60 | File type: PDF | 408 pages | ||||From the reviews:“The book contains four parts: stochastic dependence and extremal risk, risk measures and worst case portfolios, optimal risk allocation, and optimal portfolios and extreme risk. … the book will be definitely interesting to resea
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 special relevance to finance and insurance. Describing the influence of dependence in multivariate stochastic models on risk vectors is the main focus of the text that presents main ide...
You can specify the type of files you want, for your device.Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios (Springer Series in Operations Research and Financial Engineering) | Ludger Rüschendorf. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.
