Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
(Bog, Paperback / softback, Engelsk)
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9783319374185
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Beskrivelse
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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| Forlag | Springer International Publishing AG |
| Forfattere | Arindam Chaudhuri, Soumya K. Ghosh |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | Softcover reprint of the original 1st ed. 2016 |
| Udgivelsesdato | 23-08-2016 |
| Første udgivelsesår | 2016 |
| Serie | Studies in Fuzziness and Soft Computing |
| Illustrationer | XVI, 190 p. |
| Originalsprog | Switzerland |
| Sideantal | 190 |
| Indbinding | Paperback / softback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 190 pages, XVI, 190 p. |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9783319374185 |