Risk oʻlchovi
Moliyaviy matematikada risk oʻlchovi (risk measure) moliyaviy pozitsiya yoki portfel bilan bogʻliq riskka sonli qiymat beradi.
Manbalar
Qoʻshimcha adabiyot
- Crouhy, Michel; D. Galai; R. Mark. Risk Management. McGraw-Hill, 2001 — 752 pages-bet. ISBN 978-0-07-135731-9.
- Kevin, Dowd. Measuring Market Risk, 2nd, John Wiley & Sons, 2005 — 410 pages-bet. ISBN 978-0-470-01303-8.
- Foellmer, Hans; Schied, Alexander. Stochastic Finance, de Gruyter Series in Mathematics. Berlin: Walter de Gruyter, 2004 — xi+459-bet. ISBN 978-311-0183467.
- Shapiro, Alexander; Dentcheva, Darinka; Ruszczyński, Andrzej. Lectures on stochastic programming. Modeling and theory, MPS/SIAM Series on Optimization. Philadelphia: Society for Industrial and Applied Mathematics, 2009 — xvi+436-bet. ISBN 978-0898716870.