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| Preface | ||
| Acknowledgments | ||
| Ch. 1 | Introduction to operational risk management and modeling | 1 |
| Ch. 2 | Random variables, risk indicators, and probability | 7 |
| Ch. 3 | Expectation, covariance, variance, and correlation | 27 |
| Ch. 4 | Modeling central tendency and variability of operational risk indicators | 41 |
| Ch. 5 | Measuring skew and fat tails of operational risk indicators | 51 |
| Ch. 6 | Statistical testing of operational risk parameters | 58 |
| Ch. 7 | Severity of loss probability models | 69 |
| Ch. 8 | Frequency of loss probability models | 93 |
| Ch. 9 | Modeling aggregate loss distributions | 105 |
| Ch. 10 | The law of significant digits and fraud risk identification | 113 |
| Ch. 11 | Correlation and dependence | 121 |
| Ch. 12 | Linear regression in operational risk management | 137 |
| Ch. 13 | Logistic regression in operational risk management | 161 |
| Ch. 14 | Mixed dependent variable modeling | 179 |
| Ch. 15 | Validating operational risk proxies using surrogate endpoints | 187 |
| Ch. 16 | Introduction to extreme value theory | 203 |
| Ch. 17 | Managing operational risk with Bayesian belief networks | 209 |
| Ch. 18 | Epilogue | 225 |
| App. : statistical tables | 227 | |
| Notes | 237 | |
| Bibliography | 245 | |
| About the CD-ROM | 255 | |
| Index | 259 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Dustin Hoff
reviewed Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management + CD-ROM on January 11, 2020
Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management + CD-ROM
I have found this book to great at teaching many of the mathematical tools needed for the economics, especially the many different optimisation problems with multivariabel calculus and linear algebra. Though i would have liked the linear algebra section to include that of the first book more in depth rather than a brief review (Essential Mathematics for Economic Analysis). It could also at times feel very difficult due to the mathematical rigour. It has many problems/excercises that are of economic nature and of a practical nature to solve and learn. All in all this book has been a great learning experience.
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Add Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management + CD-ROM, Praise For Operational Risk with Excel and VBA Dr. Nigel Da Costa Lewis has produced the most exciting volume ever on operational risk modeling. It is a must for students, practitioners, risk managers, and senior executives. . . I feel this work is th, Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management + CD-ROM to the inventory that you are selling on WonderClubX
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Add Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management + CD-ROM, Praise For Operational Risk with Excel and VBA Dr. Nigel Da Costa Lewis has produced the most exciting volume ever on operational risk modeling. It is a must for students, practitioners, risk managers, and senior executives. . . I feel this work is th, Operational Risk with Excel and VBA: Applied Statistical Methods for Risk Management + CD-ROM to your collection on WonderClub |
