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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
part of the Studies in Fuzziness and Soft Computing series
- Binding:
- Paperback
- Pages:
- 190
- Published:
- August 22, 2016
- Edition:
- 12016
- Dimensions:
- 155x235x0 mm.
- Weight:
- 3226 g.
Delivery:
1-2 weeks
Expected delivery: December 6, 2024
Description of Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
This book offers a comprehensive guide to the modelling of operational risk using possibility theory. 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.
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