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Modelling Operational Risk Using Bayesian Inference

Language EnglishEnglish
Book Paperback
Book Modelling Operational Risk Using Bayesian Inference Pavel V. Shevchenko
Libristo code: 09069271
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, October 2014
This book presents a Bayesian framework for operational risk that can be used by banks to resolve qu... Full description
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This book presents a Bayesian framework for operational risk that can be used by banks to resolve quantitative challenges with implementation of Basel II advanced measurement approach. Numerous examples help risk practitioners quantify operational risks.§

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About the book

Full name Modelling Operational Risk Using Bayesian Inference
Author Pavel V. Shevchenko
Language English
Binding Book - Paperback
Date of issue 2014
Number of pages 302
EAN 9783642423536
ISBN 9783642423536
Libristo code 09069271
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 492
Dimensions 155 x 235 x 235

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
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