Modelling Operational Risk Using Bayesian Inference

Modelling Operational Risk Using Bayesian Inference

by PavelV.Shevchenko (Author)

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.

$113.05

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 319
Edition: 1st Edition.
Publisher: Springer
Published: 21 Jan 2011

ISBN 10: 3642159222
ISBN 13: 9783642159220