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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory - Studies in Fuzziness and Soft Computing Arindam Chaudhuri 1st ed. 2016 Edition
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory - Studies in Fuzziness and Soft Computing
Arindam Chaudhuri
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.
190 pages, 53 black & white illustrations, 12 colour illustrations, biography
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2015年11月6日 |
| ISBN13 | 9783319260372 |
| 出版社 | Springer International Publishing AG |
| ページ数 | 190 |
| 寸法 | 155 × 235 × 13 mm · 467 g |
| 言語 | フランス語 |
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