Tallenna
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Kirjailija:
nidottu, 2016
englanti
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.
- Kirjailija
- Arindam Chaudhuri, Soumya K. Ghosh
- Painos
- Softcover reprint of the original 1st ed. 2016
- ISBN
- 9783319374185
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 23.8.2016
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 190
