Code: 09069271
Modelling Operational Risk Using Bayesian Inference
by Pavel V. Shevchenko
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 qua ... more
- Language:
English - Binding: Paperback
- Number of pages: 302
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2014
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Book synopsis
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.§
Book details
Book category Books in English Mathematics & science Mathematics Probability & statistics
109.54 €
- Full title: Modelling Operational Risk Using Bayesian Inference
- Author: Pavel V. Shevchenko
- Language: English
- Binding: Paperback
- Number of pages: 302
- EAN: 9783642423536
- ISBN: 9783642423536
- ID: 09069271
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Weight: 492 g
- Dimensions: 235 × 155 × 235 mm
- Date of publishing: 14. October 2014
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