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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory - Studies in Fuzziness and Soft Computing Arindam Chaudhuri Softcover reprint of the original 1st ed. 2016 edition
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory - Studies in Fuzziness and Soft Computing
Arindam Chaudhuri
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.
190 pages, XVI, 190 p.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 23, 2016 |
| ISBN13 | 9783319374185 |
| Publishers | Springer International Publishing AG |
| Pages | 190 |
| Dimensions | 150 × 220 × 10 mm · 299 g |
| Language | German |
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