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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory - Couverture rigide
Livre 99 sur 183: Studies in Fuzziness and Soft Computing
Synopsis
Introduction.- Operational Risk.- The g-and-h Distribution.- Probabilistic view of Operational Risk.- Possibility Theory for Operational Risk.- Possibilistic View of Operational Risk.- Simulation Results.- A case study: Iron ore Mining in India.- Evaluation of the Possibilistic Quantification of Operational Risk.- Summary and Future Research.
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory (eng)
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Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur 5acc0db17f5a57a2b7c00d5fe7e3257a
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Edité par
Springer, 2015
ISBN 10 : 3319260375
ISBN 13 : 9783319260372
Ancien ou d'occasion
Couverture rigide
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Edité par
Springer International Publishing Nov 2015, 2015
ISBN 10 : 3319260375
ISBN 13 : 9783319260372
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring operational risks under a certain degree of vagueness and impreciseness, as encountered in real-life data. It shows how possibility theory and indeterminate uncertainty-encompassing degrees of belief can be applied in analysing the risk function, and describes the parametric g-and-h distribution associated with extreme value theory as an interesting candidate in this regard. 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. Based on the simulation studies and case studies reported on here, the possibilistic quantification of risk performs consistently better than the probabilistic model. Risk is evaluated by integrating two fuzzy techniques: the fuzzy analytic hierarchy process and the fuzzy extension of techniques for order preference by similarity to the ideal solution. Because of its specialized content, it is primarily intended for postgraduates and researchers with a basic knowledge of algebra and calculus, and can be used as reference guide for research-level courses on fuzzy sets, possibility theory and mathematical finance. The book also offers a useful source of information for banking and finance professionals investigating different risk-related aspects. 208 pp. Englisch. N° de réf. du vendeur 9783319260372
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Edité par
Springer International Publishing, 2015
ISBN 10 : 3319260375
ISBN 13 : 9783319260372
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Offers a comprehensive report on the modeling of operational risk using possibility theoryFeatures a set of methods for analyzing operational risk using fuzzy set theoryPresents advanced concepts in fuzzy sets, possibility theory and mathem. N° de réf. du vendeur 79869215
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory (Studies in Fuzziness and Soft Computing, 331)
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring operational risks under a certain degree of vagueness and impreciseness, as encountered in real-life data. It shows how possibility theory and indeterminate uncertainty-encompassing degrees of belief can be applied in analysing the risk function, and describes the parametric g-and-h distribution associated with extreme value theory as an interesting candidate in this regard. 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. Based on the simulation studies and case studies reported on here, the possibilistic quantification of risk performs consistently better than the probabilistic model. Risk is evaluated by integrating two fuzzy techniques: the fuzzy analytic hierarchy process and the fuzzy extension of techniques for order preference by similarity to the ideal solution. Because of its specialized content, it is primarily intended for postgraduates and researchers with a basic knowledge of algebra and calculus, and can be used as reference guide for research-level courses on fuzzy sets, possibility theory and mathematical finance. The book also offers a useful source of information for banking and finance professionals investigating different risk-related aspects. N° de réf. du vendeur 9783319260372
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory 2016 (Studies in Fuzziness and Soft Computing)
Vendeur : Books Puddle, Woodside, NY, Etats-Unis
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Etat : New. pp. 175. N° de réf. du vendeur 26372800732
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Edité par
Springer, Springer Nov 2015, 2015
ISBN 10 : 3319260375
ISBN 13 : 9783319260372
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring operational risks under a certain degree of vagueness and impreciseness, as encountered in real-life data. It shows how possibility theory and indeterminate uncertainty-encompassing degrees of belief can be applied in analysing the risk function, and describes the parametric g-and-h distribution associated with extreme value theory as an interesting candidate in this regard. 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. Based on the simulation studies and case studies reported on here, the possibilistic quantification of risk performs consistently better than the probabilistic model. Risk is evaluated by integrating two fuzzy techniques: the fuzzy analytic hierarchy process and the fuzzy extension of techniques for order preference by similarity to the ideal solution. Because of its specialized content, it is primarily intended for postgraduates and researchers with a basic knowledge of algebra and calculus, and can be used as reference guide for research-level courses on fuzzy sets, possibility theory and mathematical finance. The book also offers a useful source of information for banking and finance professionals investigating different risk-related aspects.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 208 pp. Englisch. N° de réf. du vendeur 9783319260372
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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