Quantitative Operational Risk Models

Name: Quantitative Operational Risk Models
Price: 279 AED
Availability: InStock

السعر الحالي

279.00درهم اماراتى

شراء اﻵن بواسطة تجار نون

أقل سعر 279
أعلى سعر 279
آخر ارتفاع في السعر 0%

منتجات مشابهة

Operational Risk Management	337.00 درهم اماراتى	شراء اﻵن
Quantitative Risk and Portfolio Management	323.00 درهم اماراتى	شراء اﻵن
Market Risk Analysis, Quantitative Methods in Finance	266.00 درهم اماراتى	شراء اﻵن
Modeling, Measuring and Hedging Operational Risk Hardcover	673.00 درهم اماراتى	شراء اﻵن
Quantitative Corporate Finance	283.00 درهم اماراتى	شراء اﻵن
Quantitative Investment Analysis	839.15 درهم اماراتى	شراء اﻵن
Quantitative Methods for ESG Finance	167.00 درهم اماراتى	شراء اﻵن
Quantitative Aptitude Mathematics: v. 1	82.15 درهم اماراتى	شراء اﻵن

مواصفات Quantitative Operational Risk Models

الوصف
مواصفات المنتج

الناشر: CRC Press
رقم الكتاب المعياري الدولي 13: 9781032477572
وصف الكتاب: Using real-life examples from the banking and insurance industries, Quantitative Operational Risk Models details how internal data can be improved based on external information of various kinds. Using a simple and intuitive methodology based on classical transformation methods, the book includes real-life examples of the combination of internal data and external information.A guideline for practitioners, the book begins with the basics of managing operational risk data to more sophisticated and recent tools needed to quantify the capital requirements imposed by operational risk. The book then covers statistical theory prerequisites, and explains how to implement the new density estimation methods for analyzing the loss distribution in operational risk for banks and insurance companies. In addition, it provides: Simple, intuitive, and general methods to improve on internal operational risk assessment Univariate event loss severity distributions analyzed using semiparametric models Methods for the introduction of underreporting information A practical method to combine internal and external operational risk data, including guided examples in SAS and R Measuring operational risk requires the knowledge of the quantitative tools and the comprehension of insurance activities in a very broad sense, both technical and commercial. Presenting a nonparametric approach to modeling operational risk data, Quantitative Operational Risk Models offers a practical perspective that combines statistical analysis and management orientations.
اللغة: English
الكاتب: Jens Perch Nielsen
تاريخ النشر: 20230329
عدد الصفحات: 236