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

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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  • Språk:
  • Engelska
  • ISBN:
  • 9783319374185
  • Format:
  • Häftad
  • Sidor:
  • 190
  • Utgiven:
  • 23. augusti 2016
  • Utgåva:
  • 12016
  • Mått:
  • 155x235x0 mm.
  • Vikt:
  • 3226 g.
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Leveranstid: 2-4 veckor
Förväntad leverans: 18. december 2024

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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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