Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios by Ludger Rüschendorf

Mathematical Risk Analysis: Dependence, Risk Bounds, Optimal Allocations and Portfolios

Springer Operations Research and Financial Engineering

Ludger Rüschendorf

408 pages • missing pub info (editions)

nonfiction business mathematics challenging informative medium-paced
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Description

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...

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