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

Presenting a nonparametric approach to modeling operational risk data, this book offers a practical perspective that combines statistical analysis and management orientations. It covers the statistical theory prerequisites and summarizes important contributions made in the past decade. The authors explain how to implement the new density estimat

• | Author: Montserrat Guillén, Jim Gustafsson, Catalina Bolance, Jens Perch Nielsen
• | Publisher: Crc Press
• | Publication Date: Mar 29, 2023
• | Number of Pages: 236 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 1032477571
• | ISBN-13: 9781032477572