Risk Measures

★★★★★ 4.8 48 reviews

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Management number 219248735 Release Date 2026/05/03 List Price $16.00 Model Number 219248735
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Providing comprehensive yet accessible coverage, this is the first graduate-level textbook dedicated to the mathematical theory of risk measures. It explains how economic and financial principles result in a profound mathematical theory that allows us to quantify risk in monetary terms, giving rise to risk measures. Each chapter is designed to match the length of one or two lectures, covering the core theory in a self-contained manner, with exercises included in every chapter. Additional material sections then provide further background and insights for those looking to delve deeper. This two-layer modular design makes the book suitable as the basis for diverse lecture courses of varying length and level, and a valuable resource for researchers. Read more

ISBN10 1009710931
ISBN13 978-1009710930
Language English
Publisher Cambridge University Press
Dimensions 6 x 0.47 x 9 inches
Item Weight 10.9 ounces
Print length 208 pages
Publication date February 19, 2026

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4.8 out of 5
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