PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Victor Nistor, Anna Mazzucato, Manfred Denker.

Title:Risk Measures
Seminar:Probability and Financial Mathematics Seminar
Speaker:Manfred Denker, Penn State Mathematics
Abstract:
This talk repeats shortly the material of my talk on the same subject last semester and then continues with abstract risk measures: Coherent risk measures, convex risk measures and others. Finally I will discuss special risk measures like Tail value at risk, expected shortfall, tail conditional expectation and others. This talk is more tutorial than research oriented.

Room Reservation Information

Room Number:MB106
Date:01 / 17 / 2012
Time:01:20pm - 02:20pm