Description: Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory by Arindam Chaudhuri, Soumya K. Ghosh Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description 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. Publisher Description This book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring operational risks under a certain degree of vagueness and impreciseness, as encountered in real-life data. It shows how possibility theory and indeterminate uncertainty-encompassing degrees of belief can be applied in analysing the risk function, and describes the parametric g-and-h distribution associated with extreme value theory as an interesting candidate in this regard. 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. Based on the simulation studies and case studies reported on here, the possibilistic quantification of risk performs consistently better than the probabilistic model. Risk is evaluated by integrating two fuzzy techniques: the fuzzy analytic hierarchy process and the fuzzy extension of techniques for order preference by similarity to the ideal solution. Because of its specialized content, it is primarily intended for postgraduates and researchers with a basic knowledge of algebra and calculus, and can be used as reference guide for research-level courses on fuzzy sets, possibility theory and mathematical finance. The book also offers a useful source of information for banking and finance professionals investigating different risk-related aspects. Details ISBN 3319260375 ISBN-13 9783319260372 Title Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory Author Arindam Chaudhuri, Soumya K. Ghosh Format Hardcover Year 2015 Pages 190 Edition 1st Publisher Springer International Publishing AG GE_Item_ID:137725557; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 125.44 USD
Location: Fairfield, Ohio
End Time: 2024-12-27T03:33:28.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9783319260372
Book Title: Quantitative Modeling of Operational Risk in Finance and Banking
Number of Pages: Xvi, 190 Pages
Language: English
Publication Name: Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory
Publisher: Springer International Publishing A&G
Publication Year: 2015
Subject: Engineering (General), Finance / Financial Risk Management, System Theory, Statistics
Item Weight: 19.5 Oz
Type: Textbook
Author: Soumya K. Ghosh, Arindam Chaudhuri
Subject Area: Technology & Engineering, Science, Business & Economics
Item Length: 9.3 in
Item Width: 6.1 in
Series: Studies in Fuzziness and Soft Computing Ser.
Format: Hardcover
