Quantitative modeling of operational risk in finance and banking using possibility theory:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cham
Springer International Publishing
[2016]
|
| Schriftenreihe: | Studies in fuzziness and soft computing
volume 331 |
| Schlagworte: | |
| Online-Zugang: | BTU01 FAB01 FAW01 FHA01 FHI01 FHN01 FHR01 FKE01 FRO01 FWS01 FWS02 UBY01 Volltext Abstract |
| Beschreibung: | 1 Online Ressource (xvi, 190 p. 65 illus., 53 illus. in color) |
| ISBN: | 9783319260396 |
| DOI: | 10.1007/978-3-319-26039-6 |
Internformat
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Datensatz im Suchindex
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| adam_text | QUANTITATIVE MODELING OF OPERATIONAL RISK IN FINANCE AND BANKING USING
POSSIBILITY THEORY
/ CHAUDHURI, ARINDAM
: 2016
ABSTRACT / INHALTSTEXT
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
| any_adam_object | 1 |
| author | Chaudhuri, Arindam |
| author_facet | Chaudhuri, Arindam |
| author_role | aut |
| author_sort | Chaudhuri, Arindam |
| author_variant | a c ac |
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| dewey-ones | 620 - Engineering and allied operations |
| dewey-raw | 620 |
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| dewey-sort | 3620 |
| dewey-tens | 620 - Engineering and allied operations |
| doi_str_mv | 10.1007/978-3-319-26039-6 |
| format | Electronic eBook |
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| id | DE-604.BV043211913 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-01T12:12:10Z |
| institution | BVB |
| isbn | 9783319260396 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028635052 |
| oclc_num | 932024954 |
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| physical | 1 Online Ressource (xvi, 190 p. 65 illus., 53 illus. in color) |
| psigel | ZDB-2-ENG ZDB-2-ENG_2016 |
| publishDate | 2016 |
| publishDateSearch | 2016 |
| publishDateSort | 2016 |
| publisher | Springer International Publishing |
| record_format | marc |
| series | Studies in fuzziness and soft computing |
| series2 | Studies in fuzziness and soft computing |
| spellingShingle | Chaudhuri, Arindam Quantitative modeling of operational risk in finance and banking using possibility theory Studies in fuzziness and soft computing Engineering Operations research Decision making Economics, Mathematical Statistics Complexity, Computational Complexity Statistics for Business/Economics/Mathematical Finance/Insurance Operation Research/Decision Theory Quantitative Finance Ingenieurwissenschaften Statistik |
| title | Quantitative modeling of operational risk in finance and banking using possibility theory |
| title_auth | Quantitative modeling of operational risk in finance and banking using possibility theory |
| title_exact_search | Quantitative modeling of operational risk in finance and banking using possibility theory |
| title_full | Quantitative modeling of operational risk in finance and banking using possibility theory Arindam Chaudhuri, Soumya K. Ghosh |
| title_fullStr | Quantitative modeling of operational risk in finance and banking using possibility theory Arindam Chaudhuri, Soumya K. Ghosh |
| title_full_unstemmed | Quantitative modeling of operational risk in finance and banking using possibility theory Arindam Chaudhuri, Soumya K. Ghosh |
| title_short | Quantitative modeling of operational risk in finance and banking using possibility theory |
| title_sort | quantitative modeling of operational risk in finance and banking using possibility theory |
| topic | Engineering Operations research Decision making Economics, Mathematical Statistics Complexity, Computational Complexity Statistics for Business/Economics/Mathematical Finance/Insurance Operation Research/Decision Theory Quantitative Finance Ingenieurwissenschaften Statistik |
| topic_facet | Engineering Operations research Decision making Economics, Mathematical Statistics Complexity, Computational Complexity Statistics for Business/Economics/Mathematical Finance/Insurance Operation Research/Decision Theory Quantitative Finance Ingenieurwissenschaften Statistik |
| url | https://doi.org/10.1007/978-3-319-26039-6 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=028635052&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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