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Modelling Operational Risk Using Bayesian Inference
Language
English
English
Book
Paperback
This book presents a Bayesian framework for operational risk that can be used by banks to resolve qu...
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Libristo code: 09069271
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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
English
Binding
Book - Paperback
Date of issue
2014
Number of pages
302
EAN
9783642423536
ISBN
9783642423536
Libristo code
09069271
Weight
492
Dimensions
155 x 235 x 235
Categories
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