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

By Arindam Chaudhuri and Soumya K. Ghosh

Book Overview

Introduction.- Operational Risk.- The g-and-h Distribution.- Probabilistic view of Operational Risk.- Possibility Theory for Operational Risk.- Possibilistic View of Operational Risk.- Simulation Results.- A case study: Iron ore Mining in India.- Evaluation of the Possibilistic Quantification of Operational Risk.- Summary and Future Research.

• Format: Hardcover
• Language: English
• ISBN: 3319260375
• ISBN13: 9783319260372
• Release Date: November 2015
• Publisher: Springer
• Length: 190 Pages
• Weight: 1.03 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"