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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory

About 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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  • Language:
  • English
  • ISBN:
  • 9783319374185
  • Binding:
  • Paperback
  • Pages:
  • 190
  • Published:
  • August 22, 2016
  • Edition:
  • 12016
  • Dimensions:
  • 155x235x0 mm.
  • Weight:
  • 3226 g.
Delivery: 1-2 weeks
Expected delivery: January 8, 2025

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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