Books

Monetary Utility Functions 大阪大学金融・保険レクチャーノートシリーズ

フレディ・デルベーン

Product Details

Genre
ISBN/Catalogue Number
ISBN 13 : 9784872592788
ISBN 10 : 4872592786
Format
Books
Publisher
Release Date
March/2012
Japan

Content Description

目次 : 1 Introduction/ 2 Mathematical Preliminaries/ 3 Value at Risk/ 4 Coherent and Concave Utility Functions/ 5 Law Determined Monetary Utility Functions/ 6 Operations on utility functions/ 7 Convex games and utility functions/ 8 Relation with VaR/ 9 The Capital Allocation Problem/ 10 The extension of risk measures to L0/ 11 Dynamic utility functions in a two period model/ 12 Finite and discrete Time

(「BOOK」データベースより)

Customer Reviews

Comprehensive Evaluation

☆
☆
☆
☆
☆

0.0

★
★
★
★
★
 
0
★
★
★
★
☆
 
0
★
★
★
☆
☆
 
0
★
★
☆
☆
☆
 
0
★
☆
☆
☆
☆
 
0

Recommend Items