Udvidet returret til d. 31. januar 2025

Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory

Bag om Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory

This book offers a comprehensive guide to the modelling of operational risk using possibility theory. The book offers a complete assessment of fuzzy methods for determining both value at risk (VaR) and subjective value at risk (SVaR), together with a stability estimation of VaR and SVaR.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319374185
  • Indbinding:
  • Paperback
  • Sideantal:
  • 190
  • Udgivet:
  • 23. august 2016
  • Udgave:
  • 12016
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 3226 g.
  • BLACK WEEK
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Leveringstid: 8-11 hverdage
Forventet levering: 13. december 2024
Forlænget returret til d. 31. januar 2025

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This book offers a comprehensive guide to the modelling of operational risk using possibility theory. The book offers a complete assessment of fuzzy methods for determining both value at risk (VaR) and subjective value at risk (SVaR), together with a stability estimation of VaR and SVaR.

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