MARC Record from harvard_bibliographic_metadata

LEADER: 02239nam a22004335a 4500
001 013607863-X
005 20130308190530.0
008 130131s2013 xxk| s ||0| 0|eng d
020 $a9781447149262
020 $a9781447149262
020 $a9781447149255
024 7 $a10.1007/978-1-4471-4926-2$2doi
035 $a(Springer)9781447149262
040 $aSpringer
050 4 $aHG8779-8793
072 7 $aKFFN$2bicssc
072 7 $aBUS033000$2bisacsh
082 04 $a368.01$223
100 1 $aBiagini, Francesca.
245 10 $aRisk Measures and Attitudes /$cedited by Francesca Biagini, Andreas Richter, Harris Schlesinger.
260 $aLondon :$bSpringer London :$bImprint: Springer,$c2013.
300 $aIX, 91 p. 4 illus. in color.$bdigital.
490 0 $aEAA Series,$x1869-6929
505 0 $aWeak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences -- Multivariate Concave and Convex Stochastic Dominance -- Reliable Quantification and Efficient Estimation of Credit Risk -- Diffusion-based models for financial markets without martingale measures.
520 $a<p>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. <i>Risk Measures and Attitudes</i> 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.</p><p><p>This book will be a useful study aid for practitioners, students and researchers of actuarial science and risk management.</p><p><p>
650 10 $aMathematics.
650 0 $aDistribution (Probability theory)
650 0 $aMathematics.
650 0 $aFinance.
650 24 $aActuarial Sciences.
650 24 $aQuantitative Finance.
650 24 $aApplications of Mathematics.
650 24 $aProbability Theory and Stochastic Processes.
700 1 $aRichter, Andreas.
700 1 $aSchlesinger, Harris.
776 08 $iPrinted edition:$z9781447149255
830 0 $aEAA Series.
988 $a20130202
906 $0VEN