Operational Risk With Excel and Vba: Applied Statistical Methods for Risk Management - Couverture rigide

Lewis, Nigel Da Costa

 
9780471478874: Operational Risk With Excel and Vba: Applied Statistical Methods for Risk Management
Couverture rigide
ISBN 10 : 0471478873 ISBN 13 : 9780471478874
Editeur : John Wiley & Sons Inc, 2004

Synopsis

A valuable reference for understanding operational risk

Operational Risk with Excel and VBA is a practical guide that only discusses statistical methods that have been shown to work in an operational risk management context. It brings together a wide variety of statistical methods and models that have proven their worth, and contains a concise treatment of the topic. This book provides readers with clear explanations, relevant information, and comprehensive examples of statistical methods for operational risk management in the real world.

Nigel Da Costa Lewis (Stamford, CT) is president and CEO of StatMetrics, a quantitative research boutique. He received his PhD from Cambridge University.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l?auteur

NIGEL DA COSTA LEWIS, PHD, is the President of the quantitative research boutique StatMetrics, offering cutting edge quantitative solutions to a sophisticated institutional client base. Dr. Lewis has many years' work experience as a quantitative analyst and statistician in London, on Wall Street, and in academia. His work in quantitative risk management dates back to the early 1990s, when he developed stress-testing methodologies for portfolios of derivative securities for Legal & General Investments. He is the author of a number of books on risk management and quantitative methods and a regular speaker at international conferences. His current research work specializes in the application of computational-intensive quantitative methods to problems in risk management. He received a PhD in statistics from the University of Cambridge, and master's degrees in statistics, finance, economics, and computer science, all from the University of London.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
2004
Langue
anglais
ISBN 10 
0471478873
ISBN 13 
9780471478874
Reliure
Relié
Nombre de pages
288
Coordonnées du fabricant
non disponible
Personne responsable
non disponible