Modelling operational risk using Bayesian inference
Pavel V. Shevchenko
| Year of publication: |
2011
|
|---|---|
| Authors: | Shevchenko, Pavel V. |
| Publisher: |
Heidelberg [u.a.] : Springer |
| Subject: | Operationelles Risiko | Operational risk | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling | Theorie | Theory | Bank | Basler Eigenkapitalvereinbarung <2004> | Risikoverteilung | Bayes-Inferenz |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] ; Description [zbmath.org] |
| Extent: | XVII, 302 S. graph. Darst. 24 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 289 - 298 |
| ISBN: | 978-3-642-15922-0 ; 978-3-642-15923-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008823567