Product Details
ISBN/Catalogue Number
:
ISBN 13 : 9784872592788
ISBN 10 : 4872592786
ISBN 10 : 4872592786
Format
:
Books
Release Date
:
March/2012
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)
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