Sold Out
Book Categories |
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 |
Login|Complaints|Blog|Games|Digital Media|Souls|Obituary|Contact Us|FAQ
CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!! X
You must be logged in to add to WishlistX
This item is in your Wish ListX
This item is in your CollectionOperational Risk with Excel and VBA: Applied Statistical Methods for Risk Management + CD-ROM
X
This Item is in Your InventoryOperational Risk with Excel and VBA: Applied Statistical Methods for Risk Management + CD-ROM
X
You must be logged in to review the productsX
X
X
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
X
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 |