Modelling Operational Risk Using Bayesian Inference (Bog, Paperback / softback, Engelsk) af Pavel V. Shevchenko

Modelling Operational Risk Using Bayesian Inference

(Bog, Paperback / softback, Engelsk)
Forfatter: Pavel V. Shevchenko



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This has formally defined operational risk and introduced corresponding capital requirements. Many banks are undertaking quantitative modelling of operational risk using the Loss Distribution Approach (LDA) based on statistical quantification of the frequency and severity of operational risk losses.

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Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Forfatter Pavel V. Shevchenko
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2011 ed.
Udgivelsesdato 14-10-2014
Første udgivelsesår 2014
Illustrationer XVII, 302 p.
Originalsprog Germany
Sideantal 302
Indbinding Paperback / softback
Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sideoplysninger 302 pages, XVII, 302 p.
Mål 235 x 155
ISBN-13 / EAN-13 9783642423536