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Operational risk modelling and management

By: Franzetti, Claudio.
Material type: materialTypeLabelBookSeries: Chapman & Hall/CRC Finance series. Publisher: Boca Raton CRC Press 2011Description: xxiii, 389 p.ISBN: 9781439844762.Subject(s): Risk management | Risk management - Mathematical modelsDDC classification: 658.155 Summary: The book emphasizes techniques that can be understood and applied by practitioners. In the quantitative portions of the text, the author supplies key concepts and definitions without stating theorems or delving into mathematical proofs. He also offers references for readers looking for further background information. In addition, the book includes a Monte Carlo simulation of risk capital in the form of a run-through example of risk calculations based on data from a quantitative impact study. Since the computations are too complicated for a scripting language, a prototypical software program can be downloaded from www.garrulus.com (http://www.crcpress.com/product/isbn/9781439844762)
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Books Vikram Sarabhai Library
Slot 1902 (2 Floor, East Wing) 658.155 F7O7 (Browse shelf) Available 175387

The book emphasizes techniques that can be understood and applied by practitioners. In the quantitative portions of the text, the author supplies key concepts and definitions without stating theorems or delving into mathematical proofs. He also offers references for readers looking for further background information. In addition, the book includes a Monte Carlo simulation of risk capital in the form of a run-through example of risk calculations based on data from a quantitative impact study. Since the computations are too complicated for a scripting language, a prototypical software program can be downloaded from www.garrulus.com (http://www.crcpress.com/product/isbn/9781439844762)

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