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

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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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319374185
  • Indbinding:
  • Paperback
  • Sideantal:
  • 190
  • Udgivet:
  • 23. august 2016
  • Udgave:
  • 12016
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 3226 g.
  • 8-11 hverdage.
  • 13. december 2024
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Forlænget returret til d. 31. januar 2025

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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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