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Modelling Operational Risk Using Bayesian Infer...
Edition Description
The management of operational risk in the banking industry has undergone explosive changes over the last decade due to substantial changes in the operational environment. Globalization, deregulation, the use of complex financial products, and changes in information technology...
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Format:Hardcover
Language:English
ISBN:3642159222
Format: Hardcover
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Modelling Operational Risk Using Bayesian Infer...
Edition Description
Operational Risk and Basel II.- Loss Distribution Approach.- Calculation of Compound Distribution.- Bayesian approach for LDA.- Addressing the Data Truncation Problem.- Modelling Large Losses.- Modelling Dependence.- List of Distributions.- Selected Simulation Algorithms.- Solutions...
Edition Details
Format:Paperback
Language:English
ISBN:3642423531
Format: Paperback
Condition:
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109.99
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