Contact
Comment faire ses achats
Livraison
Guide d'achat
Modelling Operational Risk Using Bayesian Inference
Anglais
249 b
Livraison à Autriche
Jusqu'à 30 jours pour les retours
Les clients ont également acheté
/
Livre de poche
79.09
€
/
Livre de poche
32.79
€
The area of quantitative operational risk has undergone explosive development for the last five years and is of critical importance for the banking industry. It is driven mainly by recent Basel II regulatory requirements that introduced definitions and capital charges for operational risk. The area of quantitative operational risk is very new and the different approaches to it are heatedly debated. This book is devoted to quantitative issues in the loss distribution approach for operational risk being adopted in many banks. In particular, the use of the Bayesian inference method is the main focus of this book. Though it is very new in this area, the Bayesian approach is well suited for modelling operational risk, as it provides a consistent and convenient statistical framework to quantify the uncertainties involved. It also allows the combination of expert opinions with historical internal and external data in estimation procedures. These are critical, especially for operational risks with small datasets.
À propos du livre
Anglais
Offrez ce livre dès aujourd'hui
C’est simple
1 Ajouter au panier et choisir l'option Livrer comme cadeau à la caisse. 2 Nous vous enverrons un bon d'achat 3 Le livre arrivera à l'adresse du destinataireCeci pourrait également vous intéresser
/
Livre relié
270.29
€
/
Livre relié
34.59
€
Bonjour ! Je suis Libroamiko, votre conseiller littéraire.
Comment puis-je vous aider ?