Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
-15%
portes grátis
Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Ghosh, Soumya K.; Chaudhuri, Arindam
Springer International Publishing AG
08/2016
190
Mole
Inglês
9783319374185
15 a 20 dias
3226
Descrição não disponível.
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Belief Degrees;Extreme Value Theory;Fuzzy Analytic Hierarchy Process;G-and-H Distribution;Possibilistic Risk Analysis;Risk Measurement;Subjective Value at Risk;Uncertainty and Finance;Value at Risk;complexity;quantitative finance
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
