000			03178nam a22003975i 4500
001			85159
003			ES-MaUEC
005			20230207040458.0
007			cr nn 008mamaa
008			151031s2016 gw | s |||| 0|eng d
020			_a9783319260396
040			_aES-MaUEC
050		4	_aQA76.9.M35 _bC438 2016
082	0	4	_a620
100	1		_aChaudhuri, Arindam _0Local _997891
245	1	0	_aQuantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory _cby Arindam Chaudhuri, Soumya K Ghosh
250			_a1st ed.
260			_aCham _bSpringer International Publishing _c2016
300			_a1 recurso en línea (XVI, 190 páginas) _b65 ilustraciones, 53 ilustraciones en color
336			_aTexto _btxt _2rdacontent
337			_aelectrónico _bc _2rdamedia
338			_arecurso electrónico _bcr _2rdacarrier
490	0		_aStudies in Fuzziness and Soft Computing _x1434-9922 _v331
520	3		_aThis book offers a comprehensive guide to the modelling of operational risk using possibility theory. It provides a set of methods for measuring operational risks under a certain degree of vagueness and impreciseness, as encountered in real-life data. It shows how possibility theory and indeterminate uncertainty-encompassing degrees of belief can be applied in analysing the risk function, and describes the parametric g-and-h distribution associated with extreme value theory as an interesting candidate in this regard. The book offers a complete assessment of fuzzy methods for determining both value at risk (VaR) and subjective value at risk (SVaR), together with a stability estimation of VaR and SVaR. Based on the simulation studies and case studies reported on here, the possibilistic quantification of risk performs consistently better than the probabilistic model. Risk is evaluated by integrating two fuzzy techniques: the fuzzy analytic hierarchy process and the fuzzy extension of techniques for order preference by similarity to the ideal solution. Because of its specialized content, it is primarily intended for postgraduates and researchers with a basic knowledge of algebra and calculus, and can be used as reference guide for research-level courses on fuzzy sets, possibility theory and mathematical finance. The book also offers a useful source of information for banking and finance professionals investigating different risk-related aspects.
710	2		_aSpringerLink (Online service) _0Local _9106996
942			_2lcc _cLE
988			_aEBOOK, asignarmaterias , EBSPRINGER
650	0	7	_aInvestigación operativa _0 _2embne _9138674
650		7	_aToma de decisiones _0comprobar BNE19900995115 _2embne _9141176
700	1		_aGhosh, Soumya K. _997892 _0Local
856	4	0	_uhttps://go.openathens.net/redirector/universidadeuropea.es?url=https://link.springer.com/book/10.1007/978-3-319-26039-6 _zAcceso a este recurso digital (usuarios Universidad Europea de Madrid)
901			_ai9783319260396
907			_a.b12944373 _b10-10-17 _c21-11-16
998			_am _a_alco _a_vill _b - - _cm _dz _e- _feng _ggw _h0
945			_aQA76.9.M35 C438 2016 EB _g1 _ieBOOK _j0 _lmae _o- _pEUR0.00 _q- _r- _sb _t15 _u0 _v0 _w0 _x0 _y.i11588457 _z06-04-17
999			_c85159 _d85159 _x1