Articles liés à Quantitative Modeling of Operational Risk in Finance...
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory - Couverture rigide
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Acheter neuf
Afficher cet article
EUR 92,27
EUR 9,70 expédition depuis Allemagne vers France
Destinations, frais et délais
Résultats de recherche pour Quantitative Modeling of Operational Risk in Finance...
Image d'archives
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Edité par
Springer International Publishing, 2015
ISBN 10 : 3319260375
ISBN 13 : 9783319260372
Ancien ou d'occasion
Couverture rigide
Vendeur : Buchpark, Trebbin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : Sehr gut. Zustand: Sehr gut | Seiten: 208 | Sprache: Englisch | Produktart: Bücher. N° de réf. du vendeur 26201200/12
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
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
Évaluation du vendeur 5 sur 5 étoiles
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
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
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 : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
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
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
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
Quantité disponible : 2 disponible(s)
Image d'archives
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory (Studies in Fuzziness and Soft Computing, 331)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9783319260372_new
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
ISBN 10 : 3319260375
ISBN 13 : 9783319260372
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. 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 GmbH, Tiergartenstr. 17, 69121 Heidelberg 208 pp. Englisch. N° de réf. du vendeur 9783319260372
Quantité disponible : 2 disponible(s)
Image d'archives
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory 2016 (Studies in Fuzziness and Soft Computing)
Vendeur : Books Puddle, New York, NY, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
Etat : New. pp. 175. N° de réf. du vendeur 26372800732
Quantité disponible : 4 disponible(s)
Image d'archives
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Vendeur : Revaluation Books, Exeter, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : Brand New. 208 pages. 9.25x6.25x0.75 inches. In Stock. N° de réf. du vendeur x-3319260375
Quantité disponible : 2 disponible(s)
Image d'archives
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory 2016 (Studies in Fuzziness and Soft Computing)
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Print on Demand pp. 175. N° de réf. du vendeur 374326019
Quantité disponible : 4 disponible(s)
Image d'archives
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory 2016 (Studies in Fuzziness and Soft Computing)
impression à la demandeVendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. PRINT ON DEMAND pp. 175. N° de réf. du vendeur 18372800726
Quantité disponible : 4 disponible(s)