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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory - Couverture souple
Synopsis
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.
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory (Studies in Fuzziness and Soft Computing, 331)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
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Etat : New. N° de réf. du vendeur ABLIING23Mar3113020095847
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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 (Studies in Fuzziness and Soft Computing, 331)
Vendeur : California Books, Miami, FL, Etats-Unis
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
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Springer International Publishing Aug 2016, 2016
ISBN 10 : 3319374184
ISBN 13 : 9783319374185
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9783319374185
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Edité par
Springer International Publishing, 2016
ISBN 10 : 3319374184
ISBN 13 : 9783319374185
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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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 448748307
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Edité par
Springer International Publishing, 2016
ISBN 10 : 3319374184
ISBN 13 : 9783319374185
Neuf
Taschenbuch
Vendeur : preigu, Osnabrück, Allemagne
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Taschenbuch. Etat : Neu. Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory | Soumya K. Ghosh (u. a.) | Taschenbuch | xvi | Englisch | 2016 | Springer International Publishing | EAN 9783319374185 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 109581203
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
ISBN 10 : 3319374184
ISBN 13 : 9783319374185
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9783319374185
Quantité disponible : 2 disponible(s)
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
ISBN 10 : 3319374184
ISBN 13 : 9783319374185
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9783319374185
Quantité disponible : 1 disponible(s)
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory (Studies in Fuzziness and Soft Computing)
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 190. N° de réf. du vendeur 26382628090
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory (Studies in Fuzziness and Soft Computing)
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. reprint edition. 16 pages. 9.25x6.10x0.47 inches. In Stock. N° de réf. du vendeur x-3319374184
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