Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory (Record no. 80201)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03824nam a22006135i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-26039-6 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220801221922.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 151031s2016 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319260396 |
| -- | 978-3-319-26039-6 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 515.39 |
| 100 1# - AUTHOR NAME | |
| Author | Chaudhuri, Arindam. |
| 245 10 - TITLE STATEMENT | |
| Title | Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2016. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XVI, 190 p. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Studies in Fuzziness and Soft Computing, |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Ghosh, Soumya K. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1007/978-3-319-26039-6 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Cham : |
| -- | Springer International Publishing : |
| -- | Imprint: Springer, |
| -- | 2016. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
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| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Dynamics. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Nonlinear theories. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics . |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Operations research. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Social sciences—Mathematics. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Applied Dynamical Systems. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Statistics in Business, Management, Economics, Finance, Insurance. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Operations Research and Decision Theory. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Mathematics in Business, Economics and Finance. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 1860-0808 ; |
| 912 ## - | |
| -- | ZDB-2-ENG |
| 912 ## - | |
| -- | ZDB-2-SXE |
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