Risk Measures
an introduction to the mathematical theory
$282.83
- Hardcover
211 pages
- Release Date
28 February 2026
Summary
Quantifying Risk: A Mathematical Journey
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…
Book Details
| ISBN-13: | 9781009710961 |
|---|---|
| ISBN-10: | 1009710966 |
| Author: | Ilya Molchanov, Johanna Ziegel |
| Publisher: | Cambridge University Press |
| Imprint: | Cambridge University Press |
| Format: | Hardcover |
| Number of Pages: | 211 |
| Release Date: | 28 February 2026 |
| Weight: | 500g |
You Can Find This Book In
About The Author
Ilya Molchanov
Ilya Molchanov is Professor of Probability at the University of Bern, having previously worked at the University of Glasgow. He specialises in stochastic geometry. He authored ‘Theory of Random Sets’ (2017) and co-authored ‘Random Sets in Econometrics’ (2018) with Francesca Molinari, discussing the econometric applications of his work at the interface between probability theory and convex geometry.
Johanna Ziegel is Professor of Statistics at ETH Zurich, having previously worked at the University of Bern. Her expertise is statistical forecasting theory and applications, mainly in finance and meteorology.
Returns
This item is eligible for free returns within 30 days of delivery. See our returns policy for further details.