Operational Risk: Modeling Analytics: 620 (Wiley Series in Probability and Statistics) - Image 1

£111.49

Wiley Operational Risk: Modeling Analytics: 620 (Wiley Series in Probability and Statistics)

Name: Operational Risk: Modeling Analytics: 620 (Wiley Series in Probability and Statistics)
Brand: Wiley
Price: 111.49 GBP
Availability: InStock

Econometrics

Price History & Forecast

Last 44 days • 44 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 44 days • 1 price levels

Days at Price

Price Analysis

Most common price: £111 (44 days, 100.0%)

Price range: £111 - £111

Price levels: 1 different prices over 44 days

Description

Discover how to optimize business strategies from both qualitative and quantitative points of view Operational Risk: Modeling Analytics is organized around the principle that the analysis of operational risk consists, in part, of the collection of data and the building of mathematical models to describe risk. This book is designed to provide risk analysts with a framework of the mathematical models and methods used in the measurement and modeling of operational risk in both the banking and insurance sectors. Beginning with a foundation for operational risk modeling and a focus on the modeling process, the book flows logically to discussion of probabilistic tools for operational risk modeling and statistical methods for calibrating models of operational risk. Exercises are included in chapters involving numerical computations for students' practice and reinforcement of concepts. Written by Harry Panjer, one of the foremost authorities in the world on risk modeling and its effects in business management, this is the first comprehensive book dedicated to the quantitative assessment of operational risk using the tools of probability, statistics, and actuarial science. In addition to providing great detail of the many probabilistic and statistical methods used in operational risk, this book features: * Ample exercises to further elucidate the concepts in the text * Definitive coverage of distribution functions and related concepts * Models for the size of losses * Models for frequency of loss * Aggregate loss modeling * Extreme value modeling * Dependency modeling using copulas * Statistical methods in model selection and calibration Assuming no previous expertise in either operational risk terminology or in mathematical statistics, the text is designed for beginning graduate-level courses on risk and operational management or enterprise risk management. This book is also useful as a reference for practitioners in both enterprise risk management and risk and operational management.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0471760897
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 25 August 2006
Listed Since: 18 October 2006

Barcode

No barcode data available

Wiley Operational Risk: Modeling Analytics: 620 (Wiley Series in Probability and Statistics)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Quantitative Operational Risk Models (Chapman & Hall/CRC Finance Series)

Operational Risk Management: A Practical Approach to Intelligent Data Analysis (Statistics in Practice)

Operational Risk Capital Models

Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk (Wiley Handbooks in Financial Engineering and Econometrics)

Operational Risk Modelling and Management (Chapman & Hall/CRC Finance Series)

Operational Risk Modelling and Management (Chapman & Hall/CRC Finance Series)

Operational Risk: Measurement and Modelling: 253 (The Wiley Finance Series)

Managing Model Risk: Lessons and experiences from industry and research on the challenges and dangers of analytical models

Practical Spreadsheet Risk Modeling for Management

Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Engineering)

Engineering Risk and Finance: 188 (International Series in Operations Research & Management Science, 188)

Modelling Operational Risk Using Bayesian Inference

Practical Spreadsheet Risk Modeling for Management

Quantitative Risk Management: Concepts, Techniques and Tools (Princeton Series in Finance): Concepts, Techniques and Tools - Revised Edition

The Advanced Measurement Approach to Operational Risk

Springer Probability Distributions in Risk Management Operations 83

Quantitative Methods: An Introduction for Business Management

Quantitative Risk Management, + Website: A Practical Guide to Financial Risk: 669 (Wiley Finance)

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Model Risk In Financial Markets: From Financial Engineering To Risk Management

Pandemic Risk Management in Operations and Finance: Modeling the Impact of COVID-19 (Computational Risk Management)

Analytical Methods for Risk Management: A Systems Engineering Perspective (Statistics: A Series of Textbooks and Monographs)

Market Risk Analysis: Quantitative Methods in Finance, Practical Financial Econometrics, Pricing, Hedging and Trading Financial Instruments, Value-at-Risk Models