Spara
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Författare:
häftad, 2016
Engelska
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.
- Författare
- Arindam Chaudhuri, Soumya K. Ghosh
- Upplaga
- Softcover reprint of the original 1st ed. 2016
- ISBN
- 9783319374185
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2016-08-23
- Sidor
- 190
