03465nam 2200769 a 450 991101927390332120200228053352.09786610901210978111920192211192019269781280901218128090121797804701487850470148780(CKB)1000000000354647(EBL)297323(OCoLC)476071631(SSID)ssj0000215351(PQKBManifestationID)12059233(PQKBTitleCode)TC0000215351(PQKBWorkID)10184754(PQKB)10253668(MiAaPQ)EBC297323(WaSeSS)IndRDA00117709(CaSebORM)9780470410547(OCoLC)794064562(OCoLC)ocn794064562 (EXLCZ)99100000000035464720070727d2007 uy 0engur|n|---|||||txtccrOperational risk a guide to Basel II capital requirements, models, and analysis /Anna S. Chernobai, Svetlozar T. Rachev and Frank J. Fabozzi1st editionHoboken, New Jersey :John Wiley & Sons,2007.1 online resource (322 p.)Frank J. Fabozzi Series ;v.152Description based upon print version of record.9780470410547 047041054X 9780471780519 0471780510 Includes bibliographical references and index.Operational Risk; Contents; Preface; About the Authors; Chapter 1: Operational Risk Is Not Just ''Other'' Risks; Chapter 2: Operational Risk: Definition, Classification, and Its Place among Other Risks; Chapter 3: Basel II Capital Accord; Chapter 4: Key Challenges in Modeling Operational Risk; Chapter 5: Frequency Distributions; Chapter 6: Loss Distributions; Chapter 7: Alpha-Stable Distributions; Chapter 8: Extreme Value Theory; Chapter 9: Truncated Distributions; Chapter 10: Testing for the Goodness of Fit; Chapter 11: Value-at-Risk; Chapter 12: Robust ModelingChapter 13: Modeling DependenceIndexWhile operational risk has long been regarded as a mere part of ""other"" risks--outside the realm of credit and market risk--it has quickly made its way to the forefront of finance. In fact, with implementation of the Basel II Capital Accord already underway, many financial professionals--as well as those preparing to enter this field--must now become familiar with a variety of issues related to operational risk modeling and management. Written by the experienced team of Anna Chernobai, Svetlozar Rachev, and Frank Fabozzi, Operational Risk will introduce you to the key concepts assocFrank J. Fabozzi SeriesGuide to Basel II capital requirements, models, and analysisBank managementRisk managementOperational riskBank management.Risk management.Operational risk.658.155Chernobai Anna S1839360Rachev S. T(Svetlozar Todorov)59738Fabozzi Frank J109596MiAaPQMiAaPQMiAaPQBOOK9911019273903321Operational risk4418561UNINA01885nam2 22004573i 450 VAN0029723320251002035056.947N978303488954420250729d1997 |0itac50 baengCH|||| |||||i e bcrˆPart 2.: ‰Some Recent Martingale ProblemsMarc YorBaselSpringerBirkhäuser1997xii, 144 p.24 cm001VAN000364292001 Lectures in mathematics ETH Zurich210 BaselBirkhäuser1990-2008.001VAN002972322001 Some Aspects of Brownian MotionMarc Yor210 Basel [etc.]Birkhäuser1992-1997215 2 volumi24 cm260G44Martingales with continuous parameter [MSC 2020]VANC020011MF60J65Brownian motion [MSC 2020]VANC020038MFBrownian MotionKW:KFiltrationKW:KFunctionsKW:KLocal timeKW:KMarkov ProcessesKW:KMartingalesKW:KProbability TheoryKW:KCHBaselVANL002076YorMarcVANV03771354488Birkhäuser <editore>VANV108193650Springer <editore>VANV108073650ITSOL20251003RICAhttps://doi.org/10.1007/978-3-0348-8954-4E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00297233BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 12304 08eMF12304 20250929 Some recent martingale problems972317UNICAMPANIA